Search: weighted average issue yield
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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Econometric Perspectives on Economic Measurement
19 Jul 2018
RDP
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1725KB
weighted estimation for special cases of The Standard Model include measurement handbooks from. ... arithmetic average of observed log prices in each period. The estimates are unbiased.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-08.pdf
Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures
2 Dec 2009
RDP
PDF
232KB
also seasonality in average nationwide prices (which are calculated as the weighted average of prices in each capital city market using dwelling stock weights). ... The simplest method would be to take an unweighted average of the changes.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-04.pdf
The Real-time Forecasting Performance of Phillips Curves
2 Dec 2009
RDP
PDF
127KB
required to hold at the Reserve Bank as cash reserves; the 90-day bank billrate; and a ‘weighted interest rate’ (constructed as an average of the prevailing interest ratesfor different debt ... Real-time data issues ruled out consideration of a
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-12.pdf
Currency Demand during the Global Financial Crisis: Evidence from Australia
2 Feb 2015
RDP
PDF
633KB
A. 2010. Bps. AA. BBB. 2007200420011998. Bps. Notes: Corporate bond spreads are a weighted average of senior bonds with remaining maturities of 1 to 5 years,. ... 15 The weighted average deposit rate is highly correlated with the cash rate, especially in
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-01.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
The average housing share of. nominal gross value added from 1993 to 2016 is around 16 per cent. ... The government issues bonds and raises. lump-sum taxes for expenditures. The government’s budget constraint is given by:.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
Where’s the Money‽ An Investigation into the Whereabouts and Uses of Australian Banknotes
11 Dec 2018
RDP
PDF
1641KB
accurately estimate average hoarding; and people who choose to hoard banknotes are, for security. ... High velocity Medium velocity Low velocity. Wallet buffer 5 per cent of average.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-12.pdf
Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?
2 Dec 2009
RDP
PDF
183KB
Import prices (RHS). Year-ended growth rate. 10-year average growth rate. 1991198119711961. ... The crucial issues are how large and how frequent are such real-timeproblems.
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-06.pdf
Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia
2 Dec 2009
RDP
PDF
130KB
19 The mean group estimator can either be an unweighted average or a weighted average of thecoefficients. ... The weighted average version uses the estimated variance-covariance matrix forthe weights.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-07.pdf
Global Relative Price Shocks: The Role of Macroecnomic Policies
11 Jan 2010
RDP
PDF
199KB
Estimates of average annual TFP growth in China’s manufacturing sector are as high as 10.5 per cent since 1998.1. ... The sectors in which there is strong productivity growth (durable and non-durable manufactures) experience falling input costs and
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-10.pdf
Productivity Growth: The Effect of Market Regulations
2 Dec 2009
RDP
PDF
470KB
NZ. Note: ICT spending (as a ratio to GDP) is the average for 1992–2000; TFP is the difference in five-year averages of annual growth ending in 1990 and 2000. ... Average for Finland and Norway begins in 1976. (b) Averages of indicators of regulatory
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-04.pdf