Search: bill rate
RBA Glossary definition for bill rate
bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.
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Appendix C: Data
1 Jun 1989
RDP
8903
bank lending is lending (including bills discounted) to the private sector by trading and savings banks;. ... the bill rate is the yield on 90-day bank-accepted bills of exchange;.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-c.html
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
1 Feb 2017
RDP
2017-01
Unemployment rate (Q4 level). CPI inflation (Q4/Q4). 3-month Treasury bill rate (Q4 level). ... Table 5: Root Mean Squared Prediction Errors for the 3-month Treasury Bill Rate.
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html
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The Relationship between Financial Indicators and Economic Activity: 1968–1987
19 Nov 2012
RDP
PDF
1761KB
Clearly, for most of the period, these rates move together. Accordingly, only one interest rate variable is used- the yield on 90-day bank-accepted bills (henceforth "the bill rate"). ... a) Interest Rates. Figure 4 shows the nominal bill rate and
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8805.pdf
Appendix A: Variables Considered in Section 3
31 Dec 2001
RDP
2001-09
Variables: Total employed persons and the unemployment rate. Units: '000 (sa), and percentage (sa), respectively. ... Variables: Nominal cash rate, 90-day bank bill rate, housing loan rates, and 10-year bond rate.
https://www.rba.gov.au/publications/rdp/2001/2001-09/appendix-a.html
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Appendix A: Estimating a Financial Conditions Index for Australia
1 Mar 2021
RDP
2021-03
Aus. 1974:Q4. 2020:Q3. LV. Interest rates and spreads. 3. Overnight cash rate (OCR). ... RBA. Aus. 1976:Q3. 2020:Q3. FD. 4. 3-month bank bill rate. ASX; RBA.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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The Pass-Through of Changes in the Cash Rate
1 May 1995
RDP
9504
RDP 9504: The Link Between the Cash Rate and Market Interest Rates 3. ... At least since 1987, during periods when the cash rate was falling, bill rates tended to lie below the cash rate, while during periods when the cash rate was rising, bill
https://www.rba.gov.au/publications/rdp/1995/9504/pass-through-of-changes-in-the-cash-rate.html
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The Term Structure of Interest Rates, Real Activity and Inflation
31 Jan 2006
RDP
PDF
438KB
Graph 1 shows the yleld spread between the 10 year Treasury bond rate and the 180 day bill rate over the period of study. ... The overnight cash rate (that is the "Authorised dealers: weighted average rate") and the 90 and 180 day bill rates are from
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9204.pdf
Appendix B: Robustness Analysis
1 Oct 2017
RDP
2017-06
yield; iii) the 6-month Treasury bill rate and the 3-month Treasury bill rate; iv) the 1-year Treasury yield and the 3-month Treasury bill rate; v) the ... year Treasury yield and the 3-month Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-b.html
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The Demand for Money in Australia: New Tests on an Old Topic
30 Nov 2009
RDP
PDF
135KB
Equation GNE Bill Rate 2 Year Bond 10 Year Bond. Broad Money 1.3523 (32.16). ... average bill rate from the first quarter of 1970 to the third quarter of 1991.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9314.pdf
Equilibrium Exchange Rates and a Popular Model of International Asset Demands: An Inconsistency
1 Jul 1986
RDP
8610
Research Discussion Paper – RDP 8610 Equilibrium Exchange Rates and a Popular Model of International Asset Demands: An Inconsistency. ... July 1986. 1. MB. Endnote. I am grateful to Ray Ball, Bill Branson, John Campbell, Jeffrey Carmichael, Russell
https://www.rba.gov.au/publications/rdp/1986/8610/
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