Search: yield
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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Bivariate Example
26 Oct 2023
RDP
2023-07
θ. that yield a lower ex ante probability of satisfying the NR.
https://www.rba.gov.au/publications/rdp/2023/2023-07/bivariate-example.html
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Identification and Inference under Narrative Restrictions
20 Oct 2023
RDP
PDF
1128KB
The fact that NR deliver a set of maximum likelihood estimators is reminiscent of maximum scoreestimation, where the objective function yields a set of maximisers (Manski 1975, 1985). ... with v({yt Bxt}t ̸=k |ϕϕϕ) yields an ‘unconditional partial
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-07.pdf
Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE
21 Sep 2023
RDP
2023-09
As well as providing additional insights into how monetary policy works, our work could yield insights into the reasons behind the low levels of non-mining investment evident throughout the 2010s. ... Other measures, including those constructed from
https://www.rba.gov.au/publications/rdp/2023/2023-09/full.html
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
21 Jun 2023
RDP
2023-05
The slope of the yield curve also matters, as banks' loans and other assets typically have longer durations than their liabilities. ... and the spread between the yield on 10-year government bonds and the short-term rate, spread.
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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Non-technical summary for 'The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country…
16 Jun 2023
RDP
PDF
188KB
RDP 2023-05 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-05/rdp-2023-05-non-technical-summary.pdf
The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
on bank profits. Ordinarily, NIMs will narrow when yield curves flatten because banks are exposed. ... Spread Difference between the 10-year sovereign bond yield and the 3-month interest.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
12 May 2023
RDP
2023-04
Research Discussion Paper – RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?
https://www.rba.gov.au/publications/rdp/2023/2023-04.html
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Read me file for Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
3 May 2023
RDP
PDF
247KB
RDP 2023-04 supplementary information
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-read-me.pdf
Non-technical summary for 'Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication?…
1 May 2023
RDP
PDF
139KB
RDP 2023-04 non-technical summary
https://www.rba.gov.au/publications/rdp/2023/2023-04/rdp-2023-04-non-technical-summary.pdf
Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!
1 May 2023
RDP
PDF
1465KB
average they have a much smaller effect on yields compared to policy announcements. ... interpretable monetary policy shocks:. 1. Gather high-frequency measures of surprise yield changes.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-04.pdf