Search: CPI
RBA Glossary definition for CPI
CPI – Consumer Price Index. A general measure of price inflation for the household sector compiled and published by the Australian Bureau of Statistics.
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Robustness Exercises
3 Jan 2023
RDP
2022-09
t. , CPI. t. and TWI. t. (i.e. there are sign restrictions on the cumulative impulse response of. ... Δ. CPI. t. ). The restrictions are therefore largely consistent with the restrictions imposed when the model is estimated in levels.
https://www.rba.gov.au/publications/rdp/2022/2022-09/robustness-exercises.html
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
3 Jan 2023
RDP
2022-09
real GDP (GDP. t. ), trimmed mean CPI (CPI. t. ) ... Restriction (4): The coefficients on GDP. t. and CPI. t. in the structural equation for CASH.
https://www.rba.gov.au/publications/rdp/2022/2022-09/full.html
Estimates under Different Sets of Sign Restrictions
3 Jan 2023
RDP
2022-09
real GDP (GDP. t. ), trimmed mean CPI (CPI. t. ) ... Restriction (4): The coefficients on GDP. t. and CPI. t. in the structural equation for CASH.
https://www.rba.gov.au/publications/rdp/2022/2022-09/estimates-under-different-sets-of-sign-restrictions.html
Appendix B: Data
3 Jan 2023
RDP
2022-09
Trimmed mean CPI. Excluding interest and tax changes, index, seasonally adjusted.
https://www.rba.gov.au/publications/rdp/2022/2022-09/appendix-b.html
Non-technical summary for ‘The Rise in Household Liquidity’
3 Jan 2023
RDP
2022-09
In particular, I find strong evidence that an increase in the cash rate lowers real GDP and trimmed mean CPI at horizons beyond a year or so.
https://www.rba.gov.au/publications/rdp/2022/2022-09/non-technical-summary.html
The Effects of a 100 Basis Point Monetary Policy Shock
3 Jan 2023
RDP
2022-09
Figure 7: Impulse Responses to 100 Basis Point Shock. Note: Estimates obtained under Restriction (6), which includes restrictions on impulse responses (cash rate, CPI and TWI), coefficients in the monetary policy ... reaction function (real GDP, CPI and
https://www.rba.gov.au/publications/rdp/2022/2022-09/the-effects-of-a-100-basis-point-monetary-policy-shock.html