Search: Treasury indexed bonds
RBA Glossary definition for Treasury indexed bonds
Treasury indexed bonds – Australian Government Securities with a payment stream that increases by an indexation factor reflecting changes in the rate of inflation. Indexing occurs on the principal value of the investment.
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The Phillips Curve in Australia
1 Dec 2009
RDP
PDF
491KB
use inflation expectationscomputed by Debelle and Vickery (1997) from bond yield data to represent tP. ... Early work on Treasury’s NIF-10 model of theAustralian economy did something like this, albeit in an informal way, and thecurrent Treasury
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-01.pdf
Private Business Investment in Australia
27 Sep 2007
RDP
PDF
466KB
the wage relative to the cost of capital is indexed to the capital-to-labour ratio in 2006. ... The RBA and Commonwealth Treasury worked in this area in the context of their in-house macroeconometric models (see, for example, Edey, Kerrison and Menzies
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-09.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
11 Jun 2018
RDP
PDF
1710KB
Households. in the world economy may invest in their own and Australian nominal bonds. ... of firms, indexed by k, that produce different intermediate goods using three factors: capital,.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf
Output Gaps in Real Time: Are They Reliable Enough to Use for Monetary Policy?
2 Dec 2009
RDP
PDF
183KB
where bondt = (πbt 4pt1)/4 is the excess of bond market inflation expectationsover lagged year-ended inflation, expressed in per-quarter terms; oilt = πoilt πt1. ... expectations, and inflation expectationsare a combination of past inflation and
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-06.pdf
ATM Fees, Pricing and Consumer Behaviour: An Analysis of ATM Network Reform in Australia
28 Jan 2015
RDP
PDF
739KB
it was easier for non-bank operators to participate in the ATM market (Treasury and RBA 2011).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-03.pdf
Inflation Targeting and Exchange Rate Fluctuations in Australia
1 Dec 2009
RDP
PDF
492KB
the difference between nominal and indexed (real) bond yields – but were unable to find asignificant influence for them.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-06.pdf
Agency Costs, Balance Sheets and the Business Cycle
30 Nov 2009
RDP
PDF
114KB
In a similar spirit to Fazzari, Hubbard and Petersen,Whited (1992) shows that financial distress variables are significant factors inexplaining investment, especially for firms without a corporate bond rating. ... Regression resultsconfirm this prediction
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9311.pdf
The Efficiency of Central Clearing: A Segmented Markets Approach
24 Oct 2016
RDP
PDF
2054KB
ASIC 2015; Australian Treasury 2015). A number of other jurisdictions – including the European. ... typically cash and government bonds. These assets have low yields, and thus posting margin.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-07.pdf
Building Country-trust and Currency-trust: Lessons from Australia
31 Dec 2004
RDP
2004-03
Their share of total government bonds in that market increased from 1.4 per cent to 5.6 per cent. ... The resulting higher yields on Australian bonds were then more attractive to foreign investors.
https://www.rba.gov.au/publications/rdp/2004/2004-03/building-country-trust-and-currency-trust-lessons-from-australia.html
See 3 more results from "RDP 2004-03"
The Endogeneity of the Money Supply and Expectations
1 Aug 1977
RDP
7704
They argue that provided government bonds are net wealth to a degree sufficient to ensure that a bond financed deficit sets in motion an expansion of output towards a stable equilibrium ... be indexed in recent years, both in Britain and Canada, either
https://www.rba.gov.au/publications/rdp/1977/7704/the-endogeneity-of-the-money-supply-and-expectations.html