Search: weighted average issue yield

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RBA Glossary definition for weighted average issue yield

weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.

RBA Glossary definition for yield

yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.

Search Results

Measuring Core Inflation in Australia with Disaggregate Ensembles | Conference – 2009

17 Aug 2009 Conferences
Francesco Ravazzolo and Shaun P Vahey
The ‘Trimmed mean’ is calculated by ordering all the CPI components by their price change in the quarter and taking the expenditure-weighted average of the middle 70 per cent of ... Annual rates of ‘Weighted median’ and ‘Trimmed mean’
https://www.rba.gov.au/publications/confs/2009/ravazzolo-vahey.html

Evaluating Simple Monetary-policy Rules for Australia | Conference – 1997

21 Jul 1997 Conferences
Gordon de Brouwer and James O'Regan
Potential output grows at its average growth over the past 15 years, which is about 3 per cent a year. ... As shown in panel 1, even using forecasts for the current period, rather than just using information at hand, yields significant gains.
https://www.rba.gov.au/publications/confs/1997/de-brouwer-oregan.html

Financial-asset Prices and Monetary Policy: Theory and Evidence | Conference – 1997

21 Jul 1997 Conferences
Frank Smets
Since the early 1990s, a number of central banks have incorporated the exchange rate in their inflation-targeting framework by using a monetary conditions index (MCI) – that is, a weighted average ... It was therefore natural to monitor a weighted
https://www.rba.gov.au/publications/confs/1997/smets.html

Inflation and Inequality: How High Inflation is Affecting Different Australian Households

23 Nov 2023 Conferences PDF 1469KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-wood-chan-coates.pdf

Expectations and the Neutrality of Interest Rates

27 Nov 2023 Conferences PDF 477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf

The Impact of Unconventional Monetary Policy on the Overnight Interbank Market | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Cyril Monnet
The index is the weighted average overnight deposit rate for each business day. ... The index is a weighted average overnight deposit rate for each business day.
https://www.rba.gov.au/publications/confs/2013/bech-monnet.html

Designing Inflation Targets

7 Dec 2006 Conferences PDF 120KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/haldane.pdf

Rates Normalization Amid Elevated Global Financial Vulnerabilities

29 Dec 2022 Conferences PDF 1623KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-natalucci.pdf

Three Perspectives on an Australasian Monetary Union

26 Nov 2006 Conferences PDF 214KB
RBA Conference Volume 2001
https://www.rba.gov.au/publications/confs/2001/pdf/coleman.pdf

Internationalisation and the Macroeconomy | Conference – 1994

11 Jul 1994 Conferences
David Gruen and Geoffrey Shuetrim
Despite these limitations, the estimated models yield interesting insights. The results are presented in Table 2. ... The quarterly figures are the average daily value of the index throughout that quarter.
https://www.rba.gov.au/publications/confs/1994/gruen-shuetrim.html