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RBA Glossary definition for bill rate

bill rate – The bill rate is the effective yield to maturity earned by the holder of a bill. The yield is usually expressed as a per annum rate.

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Appendix 1: Data

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
Definition: Three-month average of the average nominal 90-day bank-accepted bill rate for the week-ending last Wednesday of the month. ... The interest rate series contains a break in the March quarter 1990, reflecting the shift to the payment of more
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-1.html
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Appendix A: The RBA79 model

1 Sep 1979 RDP 7903
P.D. Jonson and R.G. Trevor
Q. r. dummy variable for increases in commercial bill rate, 1974. ... r. 10 year bond rate. r. bl. 90 day commercial bill rate.
https://www.rba.gov.au/publications/rdp/1979/7903/appendix-a.html
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Appendix: RBII Specification

1 Nov 1984 RDP 8403
J.G. Fahrer and R.W. Rankin
bl. dummy variable for increases in commercial bill rate 1974. Qr. ... bl. interest rate on 90 day commercial bills. r. eu. interest rate on 90 day Eurodollar bills.
https://www.rba.gov.au/publications/rdp/1984/8403/appendix.html
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Appendix D: Data Sources and Definitions

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
For the 90-day bank bill rate we use the average level of this series over the last week of each quarter, also available from Table F.1 of the RBA ... Constructed from RBA Bulletin Table ‘Advances Classified by Interest Rates’ [1963:M9–1988:M11].
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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Appendix 1: RBII Specification

1 Aug 1984 RDP 8401
J.G. Fahrer, R.W. Rankin and J.C. Taylor
b1. dummy variable for increases in commercial bill rate, 19. Qr. ... b1. interest rate on 90 day commercial bills. r. eu. interest rate on 90 day Eurodollar bills.
https://www.rba.gov.au/publications/rdp/1984/8401/appendix-1.html
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Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case

1 Jul 1986 RDP 8608
Robert G. Trevor and Stephen G. Donald
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8608.html
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Appendix A: Data Sources

1 Nov 1996 RDP 9608
Alison Tarditi
The world short interest rate is calculated as the weighted arithmetic average of short interest rates (3-month Treasury Bills) from the United States, Canada and the United Kingdom. ... Real interest rates for the exchange rate section are calculated by
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html
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The Relationship between Financial Indicators and Economic Activity: Some Further Evidence

19 Nov 2012 RDP PDF 1506KB
1969:2- 1988:3 NomPFD M1 NomPFD M3 NomPFD Bank lend. NomPFD Bill Rate. ... The third set of models includes imports and real PFD rather than the bill rate.
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8903.pdf

Appendix 2: Money, Deposit and Loan Rate Data Definitions and Graphs

1 Sep 1995 RDP 9506
Gordon de Brouwer
Download the Paper 254. KB. Money market rate: average 90-day bank bill rate for week ending last Wednesday of the month, Reserve Bank of Australia Bulletin. ... Money market rate: rate on 91-day treasury bills, IMF International Financial Statistics.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-2.html
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Appendix: Data Sources and Methods

1 Nov 1990 RDP 9008
Jerome Fahrer and Tom Rohling
Data for the yield of 90-Day bank accepted bills of exchange (the Bank Bill rate) are from the RBA Bulletin, Table F.1, various issues. ... The monthly growth rates of credit were adjusted in the month of each break.
https://www.rba.gov.au/publications/rdp/1990/9008/appendix.html
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