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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MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA’s Macroeconometric Model
12 Jan 2022
RDP
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1774KB
MARTIN Gets a Bank Account: Adding a Banking Sector to the. RBA’s Macroeconometric Model. Anthony Brassil, Mike Major and Peter Rickards. Research Discussion Paper. R DP 2022- 01. Figures in this publication were generated using Mathematica. ISSN
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-01.pdf
Research Discussion Papers – 2022
1 Jan 2022
RDP
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases.
https://www.rba.gov.au/publications/rdp/2022/
Research Discussion Papers 2021–2024
23 Dec 2021
RDP
Callan Windsor, Terhi Jokipii and Matthieu Bussiere. RDP 2023-04 Can We Use High-frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? ... Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. RDP 2022-02
https://www.rba.gov.au/publications/rdp/2021-2030.html
Monetary Policy, Equity Markets and the Information Effect
24 Oct 2021
RDP
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1573KB
However, looking beyond monetary policy announcements yields some evidence that an information.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-04.pdf
Central Bank Communication: One Size Does Not Fit All
24 Oct 2021
RDP
PDF
2180KB
Central Bank Communication: One Size Does Not Fit All. Joan Huang and John Simon. Research Discussion Paper. R DP 2021- 05. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series is
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-05.pdf
Is the Phillips Curve Still a Curve? Evidence from the Regions
31 Aug 2021
RDP
2021-09
data usually find that variation in national data on unemployment and inflation is too limited to yield robust and statistically significant evidence of nonlinearity (Hooper, Mishkin and Sufi 2019). ... There is a growing recognition that estimating the
https://www.rba.gov.au/publications/rdp/2021/2021-09/full.html
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Is the Phillips Curve Still a Curve? Evidence from the Regions
29 Aug 2021
RDP
PDF
1706KB
There is a. growing recognition that estimating the parameters of Equation (2) using OLS will yield biased. ... regression of inflation on the unemployment gap will yield a slope estimate that is biased, and could.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-09.pdf
Central Bank Communication: One Size Does Not Fit All
24 May 2021
RDP
2021-05
The ROC-AUC curve yields a measure of how well the model separates the two classes of data.
https://www.rba.gov.au/publications/rdp/2021/2021-05/full.html
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Monetary Policy, Equity Markets and the Information Effect
22 Apr 2021
RDP
2021-04
However, looking beyond monetary policy announcements yields some evidence that an information effect could be present through other forms of Reserve Bank of Australia (RBA) communication.
https://www.rba.gov.au/publications/rdp/2021/2021-04.html
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Financial Conditions and Downside Risk to Economic Activity in Australia
23 Mar 2021
RDP
2021-03
It is possible that more disaggregated measures of financial conditions could yield different results. ... Aus. 1976:Q3. 2020:Q3. FD. 5. 3-year Australian Government security (AGS) yield.
https://www.rba.gov.au/publications/rdp/2021/2021-03/full.html
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