Search: exchange rates
RBA Glossary definition for exchange rates
exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.
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Exchange Rate Volatilities and Correlations
1 Mar 1993
RDP
9301
and US dollar/Japanese yen exchange rates appear in Figures 9 through 13. ... t. ' δ. t. '] are the time-varying coefficients of the contemporaneous foreign exchange rates and lagged own rate, and ε.
https://www.rba.gov.au/publications/rdp/1993/9301/exchange-rate-volatilities-correlations.html
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Appendix B: A Framework for Analysis
1 Feb 1998
RDP
9803
Price. Terms of trade. Real exchange rate. World export prices. World real interest rate. ... where the superscript eqm indicates an equilibrium value. The real exchange rate is:.
https://www.rba.gov.au/publications/rdp/1998/1998-03/appendix-b.html
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Appendix 1: RBII Specification
1 Aug 1984
RDP
8401
E. exchange rate ($A/$US). F. net Australian private capital owned by overseas residents. ... QER. synthetic variable for timing of exchange rate changes, 1972, 1793, 1974, 1976.
https://www.rba.gov.au/publications/rdp/1984/8401/appendix-1.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Examples include interest rates, the exchange rate, the expenditure components of real GDP, labour market variables and inflation. ... rewi. Export-weighted exchange rate index. Log. Real. BIS, RBA. RMR. Mortgage rate.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case
19 Nov 2012
RDP
PDF
918KB
2. exchange rates more volatility under the float than under the "fixed" exchange 4 rate regime. ... interest rates and exchange rate to be calculated and decomposed into the parts.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8608.pdf
Appendix A: A Small Macroeconomic Model of Australia
31 Dec 2002
RDP
2002-01
where e is the nominal exchange rate and wp represents world export prices. ... We assume unitary pass-through of movements in the exchange rate and world prices.
https://www.rba.gov.au/publications/rdp/2002/2002-01/appendix-a.html
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Data Appendix
1 May 1991
RDP
9103
Download the Paper 251. KB. The empirical results in the paper are derived from 302 end-week observationsof interest rates and exchange rates from 23 December 1983 to 29 September 1989 ... All exchange rates (4 p.m., Sydney) are the foreign currency
https://www.rba.gov.au/publications/rdp/1991/9103/data-appendix.html
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Exchange Rate Movements and the Australian Economy
4 Feb 2015
RDP
PDF
1416KB
To justify the first assumption, we note that short-term movements in the real exchange rate largely reflect changes in nominal exchange rates. ... The inclusion of output, inflation, interest rates and the real exchange rate in the domestic block is
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-11.pdf
Appendix D: Data Sources and Definitions
1 Aug 1993
RDP
9310
It is the geometric weighted average of the bilateral real exchange rates for 22 of Australia's major trading partners. ... The bilateral real exchange rates are estimated using each country's consumer price index as the price deflator.
https://www.rba.gov.au/publications/rdp/1993/9310/appendix-d.html
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Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
θ. t. real exchange rate (trade-weighted). e. t. nominal exchange rate (against the G7). ... Calculated as the ratio of nominal and real G7 import weighted exchange rates.
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
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