Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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The Phillips Curve in Australia
1 Dec 2009
RDP
PDF
491KB
use inflation expectationscomputed by Debelle and Vickery (1997) from bond yield data to represent tP. ... Early work on Treasury’s NIF-10 model of theAustralian economy did something like this, albeit in an informal way, and thecurrent Treasury
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-01.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
Households. in the world economy may invest in their own and Australian nominal bonds. ... of firms, indexed by k, that produce different intermediate goods using three factors: capital,.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
Private Business Investment in Australia
27 Sep 2007
RDP
PDF
466KB
the wage relative to the cost of capital is indexed to the capital-to-labour ratio in 2006. ... The RBA and Commonwealth Treasury worked in this area in the context of their in-house macroeconometric models (see, for example, Edey, Kerrison and Menzies
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-09.pdf
Agency Costs, Balance Sheets and the Business Cycle
30 Nov 2009
RDP
PDF
114KB
In a similar spirit to Fazzari, Hubbard and Petersen,Whited (1992) shows that financial distress variables are significant factors inexplaining investment, especially for firms without a corporate bond rating. ... Regression resultsconfirm this prediction
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9311.pdf
The Past 25 Years
11 Sep 2015
RDP
2015-09
t. on long-term bond market inflation expectations has risen toward unity over the inflation-targeting period. ... From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by
https://www.rba.gov.au/publications/rdp/2015/2015-09/past-years.html
Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?
2 Dec 2009
RDP
PDF
183KB
where bondt = (πbt 4pt1)/4 is the excess of bond market inflation expectationsover lagged year-ended inflation, expressed in per-quarter terms; oilt = πoilt πt1. ... expectations, and inflation expectationsare a combination of past inflation and
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-06.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
ASIC 2015; Australian Treasury 2015). A number of other jurisdictions – including the European. ... typically cash and government bonds. These assets have low yields, and thus posting margin.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
1 Oct 2016
RDP
2016-07
3.1 The Markets and Contracts. There is a continuum of markets on the unit interval, indexed by m. ... This makes margin costly. This is a realistic feature because CCPs only take high-quality assets to meet margin requirements, typically cash and
https://www.rba.gov.au/publications/rdp/2016/2016-07/full.html
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ATM Fees, Pricing and Consumer Behaviour: An Analysis of ATM Network Reform in Australia
28 Jan 2015
RDP
PDF
739KB
it was easier for non-bank operators to participate in the ATM market (Treasury and RBA 2011).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-03.pdf
Building Country-trust and Currency-trust: Lessons from Australia
31 Dec 2004
RDP
2004-03
Their share of total government bonds in that market increased from 1.4 per cent to 5.6 per cent. ... The resulting higher yields on Australian bonds were then more attractive to foreign investors.
https://www.rba.gov.au/publications/rdp/2004/2004-03/building-country-trust-and-currency-trust-lessons-from-australia.html
See 3 more results from "RDP 2004-03"