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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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31 Dec 2005
RDP
2005-02
The point estimates are also similar in magnitude to the 1.2 for the deutschemark/euro exchange rate response to changes in US interest rates contained in Faust, Rogers, Wang and ... Table 5 reports specifications using surprises based on 1-month bank
https://www.rba.gov.au/publications/rdp/2005/2005-02/results.html
Appendix A: Data Description and Sources
31 Dec 2005
RDP
2005-02
UK. Interest rates. 1-month interest rate. 30-day bank bills (RBA). 1-month bankers acceptances (BoC). ... 1-month wholesale bill (RBNZ). 1-month LIBOR (Datastream: LDNIB1M). 3-month interest rate.
https://www.rba.gov.au/publications/rdp/2005/2005-02/appendix-a.html
The Estimation Framework
31 Dec 2005
RDP
2005-02
We use bank bill interest rates (1-month and 3-month) and futures contracts on the 3-month bank bill interest rate. ... One advantage of bank bill rates is that, unlike futures, the horizon of the instrument does not vary from one event to another,
https://www.rba.gov.au/publications/rdp/2005/2005-02/estimation-framework.html