Search: weighted average issue yield

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RBA Glossary definition for weighted average issue yield

weighted average issue yield – The weighted average of successful yields at auction of Australian Government Securities. Yields are weighted by the share of the total amount sold that is allocated to each successful bidder.

RBA Glossary definition for yield

yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.

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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
David Reifschneider and Peter Tulip
a higher overall level of uncertainty reduces the importance of the comparability issue. ... 0.17. 1.44. Average. 0.11. (b). 1.40. (b). 1.94. 2.41. Notes: Unless otherwise noted, growth prediction errors refer to fourth-quarter averages, in percent.
https://www.rba.gov.au/publications/rdp/2017/2017-01/full.html
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Traded-Debt Securities

1 Dec 1994 RDP 9408
Stephanie Weston and Brian Gray
For the purposes of determining the capital charge, the standard method assumes that the change in yield should be sufficient to cover two standard deviations of historical movements in yields over ... That assumption can rarely be justified. The shape
https://www.rba.gov.au/publications/rdp/1994/9408/traded-deb-securities.html

The Model

1 Sep 2000 RDP 2000-06
Chris Ryan and Christopher Thompson
real interest rates, real foreign output – proxied by US GDP – the real trade-weighted exchange rate and the terms of trade. ... The difference between this and the long-term average of the world real interest rate can then be treated as a constant
https://www.rba.gov.au/publications/rdp/2000/2000-06/model.html
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Table SUMMARY OF EMPIRICAL STUDIES OF THE DEMAND FOR MONEY FUNCTION IN AUSTRALIA

11 Jul 2019 RDP 8502
Current (and total) deposits. Bank clearings. 10-year govt bond yield. 1.00. ... c) 0.23. Thurloe and Valentine (1984). 1969(3)–1983(3). M1. GDP. Weighted average rate on deposits with STMM.
https://www.rba.gov.au/publications/rdp/1985/8502/attachment-table.html

Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes

1 Dec 2018 RDP 2018-12
Richard Finlay, Andrew Staib and Max Wakefield
In detail, the average time spent in each location is estimated as follows:. ... Figure 12: The Velocity of Cash. Average turnover of transactional stock per month.
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
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The Indicators

1 Aug 1988 RDP 8805
Michele Bullock, Dirk Morris and Glenn Stevens
Figure 2 illustrates the 90-day bill rate, the weighted average rate on banks' certificates of deposit, and the weighted average rate paid by authorised dealers in the short-term money ... All financial aggregates and demand have been smoothed using a
https://www.rba.gov.au/publications/rdp/1988/8805/indicators.html
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The Macroeconomic Model Approach

1 Nov 1996 RDP 9608
Alison Tarditi
In the Murphy model, quarterly inflationary expectations are then calculated from a weighted average of current inflation and the model's one-quarter-ahead predicted long-term equilibrium inflation rate. ... As discussed in Edey and Romalis (1996), the
https://www.rba.gov.au/publications/rdp/1996/9608/macroeconomic-model-approach.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
June 1998 (both available from Table F.1 of the RBA Bulletin, ‘Interest Rates and Yields – Money Market’). ... use the average of the end-month values in each quarter (from Table F.2 of the RBA Bulletin, ‘Capital Market Yields – Government
https://www.rba.gov.au/publications/rdp/2003/2003-12/appendix-d.html
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Financialisation and the Term Structure of Commodity Risk Premiums

1 May 2017 RDP 2017-03
Jonathan Hambur and Nick Stenner
To examine this, we can look at average risk premiums for equally-weighted baskets of on- and off-index commodities. ... Figure 5: Financialisation and the Risk Premium. Average annualised risk premium by maturity.
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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Underlying Inflation Concepts and Alternative Measures

31 Dec 2005 RDP 2005-05
Ivan Roberts
The usefulness of a trimmed mean or weighted median measure may be called into question if the average over time of such a measure is significantly biased with respect to that ... But this implies that if the first principal component is rewritten as a
https://www.rba.gov.au/publications/rdp/2005/2005-05/underlying-inflation-concepts-measures.html
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