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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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Appendix D: Glossary and Data

31 Dec 2005 RDP 2005-11
Andrew Stone, Troy Wheatley and Louise Wilkinson
p. com. Index of commodity prices in foreign currency terms. π. ... Definition: RBA Index of Commodity Prices, converted to foreign currency terms by multiplying by the nominal trade-weighted exchange rate.
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
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Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
In particular, those commodities that are part of major commodity indices, such as the S&P Goldman Sachs Commodity Index (GSCI) and the Bloomberg Commodity Index (BCOM; formerly the Dow Jones ... If the betas for on- and off-index commodities differed,
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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A History of Australian Equities

1 Jun 2019 RDP 2019-04
Thomas Mathews
This reflected new share issuance by companies, particularly through stock splits, which kept per-share prices down even as their market capitalisation (and the broader share price index, which is adjusted ... established companies as well (Figure 20),
https://www.rba.gov.au/publications/rdp/2019/2019-04/full.html
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Appendix A: Estimating a Financial Conditions Index for Australia

1 Mar 2021 RDP 2021-03
Luke Hartigan and Michelle Wright
2020:Q3. LD. Asset prices. 34. Dwelling price index. CoreLogic. Aus. 1980:Q1. ... 1960:Q1. 2020:Q3. LD. 48. RBA Index of Commodity Prices (AUD). RBA.
https://www.rba.gov.au/publications/rdp/2021/2021-03/appendix-a.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
For example, we can determine the proximate factors influencing inflation, such as input costs, and then decompose these into their ultimate drivers, like changes in world commodity prices or consumer behaviour. ... Commodity prices are a good example of
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Implications of Higher and More Volatile Commodity Prices

25 Sep 2015 RDP 2015-11
Mariano Kulish and Daniel Rees
The forecasts and actual outcomes align closely. That is, recent commodity price developments are consistent with the idea that although a large part of the boom in commodity prices was temporary, ... Second, the sensitivity of Australian economic
https://www.rba.gov.au/publications/rdp/2015/2015-11/implications-of-higher-and-more-volatile-commodity-prices.html
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Financial Conditions and Downside Risk to Economic Activity in Australia

17 Mar 2021 RDP PDF 1966KB
asset prices, credit, money, interest rates and the exchange rate. Subsequently, many policy. ... measures of: asset prices; interest rates and spreads; credit and money; debt securities outstanding;.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-03.pdf

Unprecedented Changes in the Terms of Trade

7 Sep 2015 RDP PDF 1175KB
We find that the long-runprices of commodities that Australia exports started to increase significantly inmid 2003 and that the volatility of shocks to commodity prices doubled soon after.The persistent ... of an unprecedented and prolonged shift inthe
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-11.pdf

Read me file

12 May 2023 RDP 2023-04
Jonathan Hambur and Qazi Haque
Commodity prices – RBA Index of Commodity Prices, All Items; A$, end-month value of month prior to Board meeting; obtained from RBA statistical table I2 Commodity Prices. – ... Aust housing prices – Home Value Index – Dwellings: Weighted 8
https://www.rba.gov.au/publications/rdp/2023/2023-04/read-me.html
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Real Exchange Rates and Primary Commodity Prices

19 Dec 2019 Research Workshop PDF 591KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-nicolini.pdf