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RBA Glossary definition for HM Treasury
HM Treasury – Her Majesty�s Treasury
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The Link between the Cash Rate and Market Interest Rates
1 Dec 2009
RDP
PDF
179KB
Cash rate. 3-6 month CDs. 180-day bank bills. 13-week treasury notes. ... 5-yr treasury bonds. 10-yr treasury bonds. Long-term bonds. 19911988 199419911988 1994.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9504.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
Pricing Behaviour in Australian Financial Futures Markets
19 Nov 2012
RDP
PDF
942KB
00 0 •• e5 "86 u ee. 10 YEAR COMMONWEALTH TREASURY BOND (LHS) spot price -<>- - volume (RHS). ]
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8804.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of. Interest Rates in Australia. Jonathan Hambur and Richard Finlay. Research Discussion Paper. R D P 2018- 02. Figures in this publication were generated using
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
An Empirical Examination of the Fisher Effect in Australia
30 Nov 2009
RDP
PDF
96KB
With deregulation of. 4. the Treasury note market in December 1979 rates were subsequently set by themarket. ... The CPI dataare an average over the quarter so the Treasury note interest rate data are alsoaveraged over the quarter.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9410.pdf
Inflation Targeting: A Victim of Its Own Success?
23 Aug 2015
RDP
PDF
932KB
5 The official target measure for Australia used Treasury underlying inflation between 1993 and 1998; the econometric results are similar using Treasury underlying inflation in place of CPI inflation for this
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-09.pdf
The Lags of Monetary Policy
1 Dec 2009
RDP
PDF
246KB
c) See Murphy (1995) and The Treasury (Australia) (1996) for a description of the models. ... The results using the TRYM model should in no way be regarded asbeing Treasury analyses of the effect of a given policy change or as having the sanction of
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9702.pdf
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
Securities (AGS) in the form of Treasury bonds, Treasury indexed bonds and Treasury notes.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
The Treasury model (TRYM) allows for a once-off level shiftin the NAIRU in 1974 (Commonwealth Treasury 1996).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
5 These results from the Treasury Macroeconomic (TRYM) model should in no way be regardedas being Treasury analyses of the effect of a given policy change or as having the sanction ... ofthe Treasury, the Treasurer or the Commonwealth Government.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf