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.
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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
Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?
2 Dec 2009
RDP
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183KB
where bondt = (πbt 4pt1)/4 is the excess of bond market inflation expectationsover lagged year-ended inflation, expressed in per-quarter terms; oilt = πoilt πt1. ... expectations, and inflation expectationsare a combination of past inflation and
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-06.pdf
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
Change from 18 December 1990. 10-year bond. 10-year bond. Cash rate. ... 4.1 The Real Bond Yield Fundamentals in Brief. I begin with of.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.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
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
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
Inflation Regimes and Inflation Expectations
1 Dec 2009
RDP
PDF
173KB
loweringlong-term inflation expectations implicit in bond yields down to the official targetrange for inflation. ... For example, in Canada the inflation premium betweennominal and indexed bonds was 3 per cent at year-end 1996, while
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9701.pdf
Inflation Targeting and Exchange Rate Fluctuations in Australia
1 Dec 2009
RDP
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492KB
the difference between nominal and indexed (real) bond yields – but were unable to find asignificant influence for them.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-06.pdf
Agency Costs, Balance Sheets and the Business Cycle
30 Nov 2009
RDP
PDF
114KB
In a similar spirit to Fazzari, Hubbard and Petersen,Whited (1992) shows that financial distress variables are significant factors inexplaining investment, especially for firms without a corporate bond rating. ... Regression resultsconfirm this prediction
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9311.pdf
Model Overview and Related Literature
30 Dec 2008
RDP
2008-09
We start by estimating zero-coupon yield curves from observed overnight indexed swap (OIS) and government bond data (for further details see Section 4 and Appendix A). ... bond yield forecasts as opposed to treasury note forecasts), and we extend the zero
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html
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