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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Expectations and the Neutrality of Interest Rates
27 Nov 2023
Conferences
PDF
477KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
8 Apr 2019
RDP
PDF
1861KB
in 2-year US Treasury bond yields orthogonalised against the change in 1-month OIS rates; the bottom panel shows premium. ... shocks as the change in 10-year US Treasury bond yields orthogonalised against the change in 2-year bond yields.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-03.pdf
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
Discussion of Inflation and Interest Rates
27 Nov 2023
Conferences
PDF
230KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-cochrane-discussion-presentation.pdf
Lessons from the Financial Turmoil of 2007 and 2008: Proceedings of a Conference
24 Oct 2008
Conferences
PDF
1049KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/conf-vol-2008.pdf
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
13 Dec 2012
Research Workshop
PDF
867KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/swanson-williams.pdf
Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in Australia
22 Feb 2018
RDP
PDF
1672KB
inflation-indexed bonds with similar maturities outstanding. Such data points are likely to be. ... reflect data issues. Specifically, there were no inflation-indexed bonds with relatively short.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-02.pdf
The Effects of the Saving and Banking Glut on the U.S. Economy
12 Dec 2013
Research Workshop
PDF
640KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/justiniano-primiceri-tambalotti.pdf
A Model of the Consumption Response to Fiscal Stimulus Payments
12 Dec 2011
Research Workshop
PDF
2654KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/kaplan.pdf
A Term Structure Decomposition of the Australian Yield Curve
28 Dec 2008
RDP
PDF
578KB
de Jong (2000) implements this model on Treasury yield data from the UnitedStates. ... when Treasury notes are not available.11 For maturities longer than18 months we use the yields of Australian Government bonds.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-09.pdf