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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The Model – Main Features
9 Dec 2008
RDP
2008-07
where:. is the change in the log of the price index of good type s;. ... The commodity producer is a perfectly competitive price-taker; the price and demand for commodities are determined completely exogenously in the foreign market.
https://www.rba.gov.au/publications/rdp/2008/2008-07/mod-main-features.html
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Appendix A: Data Descriptions and Sources
16 May 2008
RDP
2008-01
Real commodity prices: The Economist index of commodity prices in US dollars (Datastream code: ECALLI$). ... US inflation: Quarterly inflation of the chain price index for personal consumption (Datastream code: USCE…E).
https://www.rba.gov.au/publications/rdp/2008/2008-01/appendix-a.html
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Data – Stockmarket Returns
1 Sep 1991
RDP
9107
They account for the reinvestment of dividends on a monthly basis, and thus are indices for total returns, not just price movements. ... Indeed, some studies that estimate CAPM-type models across countries use only price data and ignore the effect of
https://www.rba.gov.au/publications/rdp/1991/9107/data-stockmarket-returns.html
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References
1 Aug 1990
RDP
9005
696–697. Reserve Bank of Australia (1988), “Trade Weighted Index”, Reserve Bank of Australia Bulletin, October 1988, pp. ... 35, no. 71, pp. 226–238. United Nations Statistical Papers, Commodity Trade Statistics, 1987, Series D, vol.
https://www.rba.gov.au/publications/rdp/1990/9005/references.html
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Methodology
1 Sep 1991
RDP
9108
The RBA Commodity Price Index includes 19 commodities and covers about sixty per cent of Australia's commodity exports, which is around forty per cent of Australia's total exports of ... the IPD for exports of goods and services and the RBA Commodity
https://www.rba.gov.au/publications/rdp/1991/9108/methodology.html
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The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis
1 Dec 2009
RDP
PDF
676KB
Instead, we estimated VARs of the AUD/USD and NZD/USD with the CRB Commodity Price Index, which is intended to proxy for the effects of global shocks on. ... time commodity price index that better reflects.
https://www.rba.gov.au/publications/rdp/2001/pdf/rdp2001-03.pdf
Measuring Economic Uncertainty and Its Effects
22 Feb 2016
RDP
PDF
1096KB
The. components of the index are: economic uncertainty-related newspaper articles; forward-looking. ... In late 2014, the outlook for. China became more uncertain, which was associated with falling commodity prices.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-01.pdf
Appendix D: The Small Open Economy in General Equilibrium
31 Dec 2013
RDP
2013-14
is the foreign price index. Note that θ. x. is the within sector elasticity of non-resource export demand, and that θ. ... It will be useful for determining non-resource export firm profits to also define the alternative non-resource export price index.
https://www.rba.gov.au/publications/rdp/2013/2013-14/appendix-d.html
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Introduction
1 Sep 1987
RDP
8711
In particular, a small economy with significant trade in commodities may be subject to sustained changes in its terms of trade consequent upon shifts in commodity prices. ... In the fifth section some dynamics of commodity price influences on
https://www.rba.gov.au/publications/rdp/1987/8711/introduction.html
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The 1930s and the 1980s: Data Sources
1 Sep 1983
RDP
8303
For the 1980's, sources are. Consumer Price Index. and. Average Weekly Earnings. , ... Commodity Price Indices. GDP Deflator. Linked C-series. Average weekly earnings. Export price deflator.
https://www.rba.gov.au/publications/rdp/1983/8303/the-1930s-and-the-1980s-data-sources.html
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