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.
Search Results
Three Perspectives on an Australasian Monetary Union | Conference – 2001
24 Jul 2001
Conferences
Finally, I wish to raise a question asked a century ago by Alfred Marshall (1923): should the state consider adopting new indexed units of account so that consenting parties could contract ... There were sizeable differences in both bill and bond rates
https://www.rba.gov.au/publications/confs/2001/coleman.html
Central Bank Frameworks: Evolution or Revolution?
4 Jan 2023
Conferences
PDF
7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf
Appendix D: Data Sources and Definitions
31 Dec 2002
RDP
2002-06
For the period from 1993:Q1 onwards we use the difference in the yield between a 10-year government bond and an indexed bond of comparable maturity. ... Australian Treasury capital-indexed bond yields are from Bloomberg (screen: ILB). An annual series
https://www.rba.gov.au/publications/rdp/2002/2002-06/appendix-d.html
See 1 more results from "RDP 2002-06"
A Model of the Australian Housing Market
5 Mar 2019
RDP
PDF
1639KB
government bonds. From 1997 r is estimated as:. r vmr bond cash bond cash inflation where vmr is the (package or average discounted) ... government bond yield, cash is the cash rate, inflation is 10-year inflation
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-01.pdf
DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
Households in the world economy may invest in their own and Australian nominal bonds. ... In addition, wage changes may be indexed to a combination of previous period's sectoral wage growth Π.
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
See 1 more results from "RDP 2018-04"
Limitations on the Effectiveness of Forward Guidance at the Zero Lower Bound
24 Nov 2009
Research Workshop
PDF
338KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/nelson.pdf
QUANTITATIVE EASINGEmail: w.cui@ucl.ac.uk and v.sterk@ucl.ac.uk. We thank Marios Angeletos, Richard Harrison, and seminar participants at…
18 Nov 2018
Research Workshop
PDF
872KB
8. The model economy is populated by households, firms, banks, mutual funds, a treasury. ... The budget constraint of the treasury. is given by:. Gt = qtB (1 ρqt)B.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-sterk.pdf
Unemployment or Tax Reform? | Conference – 1998
9 Jun 1998
Conferences
The latter are measured (in history) as the difference between the 10-year bond and 10-year indexed bond yields. ... The lower foreign debt also has a minor downward impact on the risk premium charged in long-term bond yields.
https://www.rba.gov.au/publications/confs/1998/richardson-c.html
Introduction | Conference – 2006
23 Jul 2006
Conferences
with the process of decumulating wealth in retirement (such as reverse mortgages and inflation-indexed bonds). ... Long-term and inflation-indexed bond markets are shallow in many countries, and a lack of publicly traded benchmarks, tax disincentives and
https://www.rba.gov.au/publications/confs/2006/intro-2006.html
Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations
1 Dec 2009
RDP
PDF
170KB
Change from 18 December 1990. 10-year bond. 10-year bond. Cash rate. ... 4.1 The Real Bond Yield Fundamentals in Brief. I begin with of.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9608.pdf