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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Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
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
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
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
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
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
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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Read me file
12 May 2023
RDP
2023-04
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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Identification and Inference under Narrative Restrictions
26 Oct 2023
RDP
2023-07
Research Discussion Paper – RDP 2023-07 Identification and Inference under Narrative Restrictions. Raffaella Giacomini. , Toru Kitagawa. and Matthew Read. October 2023. 1.10. MB. 1. Introduction. Understanding the dynamic causal effects of
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html
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Appendix C: Variable Definitions
28 Jan 2020
RDP
2020-01
m. RBA Index of Commodity Prices, $A All Items; end-month value of month prior to Board meeting. ... RBA statistical table: I2 Commodity Prices.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-c.html
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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