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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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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach
1 Feb 2017
RDP
2017-01
Unemployment rate (Q4 level). CPI inflation (Q4/Q4). 3-month Treasury bill rate (Q4 level). ... Table 5: Root Mean Squared Prediction Errors for the 3-month Treasury Bill Rate.
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html
Data Sources
8 Mar 2017
RDP
2017-01
Unemployment rate (Q4 level). CPI inflation (Q4/Q4). 3-month Treasury bill rate (Q4 level). ... In some cases, the published unemployment rate and T-bill rate projections are for the Q4 level, in other cases for the annual average.
https://www.rba.gov.au/publications/rdp/2017/2017-01/data-sources.html
Estimation Results
8 Mar 2017
RDP
2017-01
Table 5: Root Mean Squared Prediction Errors for the 3-month Treasury Bill Rate. ... As for short-term interest rates, the lower panel reveals that Tealbook RMSEs for the Treasury bill rate and the federal funds rate are essentially identical at all
https://www.rba.gov.au/publications/rdp/2017/2017-01/estimation-results.html
Fan Charts
8 Mar 2017
RDP
2017-01
The situation is somewhat less clear in the case of forecasts for the 3-month Treasury bill rate. ... 0.40. 0.33. 0.70. 0.35. 0.46. 0.29. 0.18. 0.14. Treasury bill rate.
https://www.rba.gov.au/publications/rdp/2017/2017-01/fan-charts.html
Collecting Historical Forecast Data
8 Mar 2017
RDP
2017-01
bill rate but not the federal funds rate. ... using the T-bill rate or the federal funds rate.
https://www.rba.gov.au/publications/rdp/2017/2017-01/collecting-historical-forecast-data.html