Search: Index of Commodity Prices
RBA Glossary definition for Index of Commodity Prices
Index of Commodity Prices – A Reserve Bank of Australia-compiled index which provides a measure of price movements in rural and non-rural (including base metals) commodities in Australian Dollars (AUD), Special Drawing Rights (SDR) and United States Dollars (USD).
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Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
Identification and Inference under Narrative Restrictions. Raffaella Giacomini, Toru Kitagawa and Matthew Read. Research Discussion Paper. R DP 2023- 07. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
7 Jan 2024
RDP
PDF
1715KB
commodity prices, rather than monetary policy, are the key driver of investment in that sector. ... to higher prices. Other measures, including those constructed from high-frequency changes in bond.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-09.pdf
Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
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247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
As a consequence, following Sims (1992), the literature typically adds additional ‘information’ variables such as commodity prices to the simple, small-scale monetary policy VAR models to better capture the central ... But the Bank monitors a wider
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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DEVIATIOUS FROM PURCHASIWG POWER PARITY : THE AUSTRALIM CASE ...
20 Oct 2014
RDP
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632KB
Reserve BankS index of commodity prices is used as a proxy for the terms of. ... monthly data for the Reserve Bank's rural commodity price index from July.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8711.pdf
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
PDF
627KB
Commodity prices are widely viewed as an importantinfluence on the real exchange rate due to the large share of commodities inAustralia’s export basket. ... 18 Consistent with this hypothesis, if we replace our preferred import price index with one
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
Our analysis is restricted to the non-primary non-financial private sector. The primary sector (agriculture and mining) is excluded as we expect that commodity prices, rather than monetary policy, are ... Beckers B (2020), ‘Credit Spreads, Monetary
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Profit maximisation by the final goods producers implies the following aggregate price index:. ... and price growth in world commodity prices.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Credit Spreads, Monetary Policy and the Price Puzzle
23 Jan 2020
RDP
PDF
1959KB
As a consequence, following Sims (1992), the literature typically adds additional ‘information’ variables such as commodity prices to the simple,. ... Commodity prices are posited to have additional predictive content for inflation ( 0γ > ), and as
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-01.pdf
The Role of Credit Supply in the Australian Economy
28 Jan 2015
RDP
PDF
817KB
50. -25. 0. 25. 50. 75. Real TWI. 2012. Index. %. Index. %. 20031994198519761967. 2001/02 average = 100. ACCI-Westpac difficulty variable (net balance). ... External sector. The external sector is captured by the log of Australia’s major trading
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-02.pdf