Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
Search Results
A Small Model of the Australian Macroeconomy
1 Dec 2009
RDP
PDF
534KB
In theequation for unit labour costs, there are both backward- and forward-lookingexpectations, with the latter derived from the bond market. ... thenominal and indexed 10-year bond yields.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-05.pdf
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
PDF
627KB
Secondly, it continues to include norational (model-consistent) expectations, although a forward-looking componentof inflation expectations is allowed for through the inclusion of bond marketinflation expectations in the model’s unit ... c,h,exGSTt )/4
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf
Is the Phillips Curve a Curve? Some Evidence and Implications for Australia
1 Dec 2009
RDP
PDF
236KB
indexed bonds, although this time series is not long enough to include in ourestimation. ... Indexed bonds. Melbourne Institute (median). Underlying inflation. 1997199319891985198119771973196919651961. In the first alternative specification, the model is
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9706.pdf
Online Appendix: Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
378KB
RDP 2019-03 online appendix
https://www.rba.gov.au/publications/rdp/2019/2019-03/rdp-2019-03-online-appendix.pdf
Fear of Sudden Stops: Lessons from Australia and Chile
10 May 2004
RDP
PDF
193KB
in late 1997 and 1998 is evident in Figure 4, which shows the spread betweenthe returns on Chilean corporate bonds and the rates on US treasury bills. ... Memo items:. Chile Australia. Share of private sector offshore bonds in local currency: 100 76.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf
Inflation Targeting: A Victim of Its Own Success?
23 Aug 2015
RDP
PDF
932KB
From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by the difference between 10-year nominal bonds and an ... year’s inflation rate: the coefficient θt on long-term
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-09.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
Cash ci represents cash and highly liquid low-return securities such as government bonds, whereas.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
The Past 25 Years
11 Sep 2015
RDP
2015-09
t. on long-term bond market inflation expectations has risen toward unity over the inflation-targeting period. ... From 1986 to 1991, we use long-term inflation expectations implied by inflation-indexed bonds, and before 1986 expectations are proxied by
https://www.rba.gov.au/publications/rdp/2015/2015-09/past-years.html
Australia's Retirement Income System: Implications for Saving and Capital Markets
23 Apr 2010
RDP
PDF
144KB
government bonds,19 along with a trenddecline in public sector debt ratios which reduced the available supply. ... 25 The Task Force is jointly sponsored by the Treasury, Department of Finance, and Department.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9603.pdf
The Phillips Curve in Australia
1 Dec 2009
RDP
PDF
491KB
use inflation expectationscomputed by Debelle and Vickery (1997) from bond yield data to represent tP. ... Early work on Treasury’s NIF-10 model of theAustralian economy did something like this, albeit in an informal way, and thecurrent Treasury
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-01.pdf