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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 C: Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
bank lending is lending (including bills discounted) to the private sector by trading and savings banks;. ... the bill rate is the yield on 90-day bank-accepted bills of exchange;.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-c.html

VAR Estimation Results

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
AFI lend. Nom GDP. Bill rate. Credit. Nom GDP. 2.934. 2.350. ... AFI lend. Real GDP. Bill rate. Credit. Real GDP. 1.493. 0.990.
https://www.rba.gov.au/publications/rdp/1989/8903/var-estimation-results.html

Appendix B: Tests using Alternative Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
AFI lend. Nom GDP. Bill rate. Credit. Nom GDP. 1.678. 1.170. ... AFI lend. Real GDP. Bill rate. Credit. Real GDP. 1.813. 1.146.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-b.html

The External Sector

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
The third set of models includes imports and real PFD rather than the bill rate. ... 1. (seasonally adjusted data). 1972:2–1988:2. Real GDP. Bill rate. M1. TWI.
https://www.rba.gov.au/publications/rdp/1989/8903/external-sector.html

Data

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
the yield on 90-day bank-accepted bills;. monetary aggregates M1, M3, and broad money;. ... All variables were in seasonally adjusted form, except the bill rate.
https://www.rba.gov.au/publications/rdp/1989/8903/data.html

Conclusions

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
BMS found a strong negative correlation between the level of the bill rate and subsequent growth in PFD. ... Equally, a simple linear regression of PFD on lags of the bill rate would reveal significant negative coefficients.
https://www.rba.gov.au/publications/rdp/1989/8903/conclusions.html

Appendix A: Tests for Unit Roots and Time Trends

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
The test statistics were computed using a programme developed by Dr Rob Trevor.) All variables except interest rates are tested in natural log form. ... Variable. Test. Real Impts. Real Expts. Nom Impts. Nom Expts. 90 day Bill.
https://www.rba.gov.au/publications/rdp/1989/8903/appendix-a.html

Data Listing

1 Jun 1989 RDP 8903
Glenn Stevens and Susan Thorp
bank-accepted. bill rate. per cent. OECD Major-7. Private final. Demand, SA.
https://www.rba.gov.au/publications/rdp/1989/8903/data-listing.html