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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Anticipatory Monetary Policy and the ‘Price Puzzle’
1 May 2017
RDP
2017-02
That is, commodity prices are an important element of Z in Equation (1). ... effect. Approximately half the estimates in the survey by Rusnak et al (2013) allow for commodity prices, and of these, half still report a price puzzle.
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html
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Appendix A: Data Sources
31 Dec 2005
RDP
2005-01
Table A3 contains a list of the commodities included in the construction of the fixed-weight commodity price index, the data sources for their prices and each commodity's average share ... Table A3: Commodities Included in the Fixed-weight Commodity
https://www.rba.gov.au/publications/rdp/2005/2005-01/appendix-a.html
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The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
6 Oct 2022
RDP
PDF
2224KB
and demand, with 1ty log price and 2ty log quantity. The sign restrictions require price and quantity. ... 2,1,0 is then the response of quantity to a supply shock that raises price by 1 per cent (i.e.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-04.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
PDF
1706KB
from the wage price index (WPI) shows clear evidence of a scarcity of wage cuts and an abundance. ... consumer price index (CPI) are only available at the state and territory or capital city level.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
5. The Effect of Financialisation on Commodity Risk Premiums 15. 5.1 On- and Off-index Commodities 16. ... 16. 5.1 On- and Off-index Commodities. The degree of financialisation of commodity markets has differed between commodities.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
A History of Australian Equities
31 Jul 2019
RDP
PDF
1467KB
the 2000s, supported by high commodities prices, but have since reversed much of that (relative). ... kept per-share prices down even as their market capitalisation (and the broader share price index,.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-04.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
14 Feb 2020
RDP
PDF
1878KB
The housing price index is deflated by the (trimmed mean). consumer price index to arrive at a real measure. ... where:. it h itp p is the log difference in the real dwelling price index for region i from quarter t to.
https://www.rba.gov.au/publications/rdp/2020/pdf/rdp2020-02.pdf
The Distributional Effects of Monetary Policy: Evidence from Local Housing Markets
1 Feb 2020
RDP
2020-02
The housing price index is deflated by the (trimmed mean) consumer price index to arrive at a real measure. ... t. is the log difference in the real dwelling price index for region i from quarter t to quarter t h, where h.
https://www.rba.gov.au/publications/rdp/2020/2020-02/full.html
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Trade Invoicing Currency and First-stage Exchange Rate Pass-through
1 Jun 2016
RDP
2016-05
import price index for these goods is close to one-for-one (Figure 4). ... where:. Δp. i,t. is the log difference of the import price index for two-digit SITC division i.
https://www.rba.gov.au/publications/rdp/2016/2016-05/full.html
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THE 1930'S AND THE 1980'S: SOME FACTS P.D. Jonson ...
23 Feb 2017
RDP
PDF
1608KB
For the later episode, prices of wool and wheat are again given but an index of the price of metals replaces that of gold. ... Graph 7. INDEX COMMODITY PRICE INDICES INDEX. 450 209 AND 30S 1921/22 = 100 706 AND 80$ 1971/72 100 - 450.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8303.pdf