Search: indicative mid rates
RBA Glossary definition for indicative mid rates
indicative mid rates – The daily schedule of annual returns expressed as a percentage of the prices of specific fixed-coupon bonds, capital-indexed bonds and Treasury notes issued by the Australian Government. They are closing rates as sourced from Yieldbroker Pty Limited (except for Treasury Indexed Bond yields prior to 18 September 2013, which are 4.30 pm mid-rates sourced from a survey of bond dealers by the RBA).
RBA Glossary definition for Indicative
Indicative – Data are not necessarily observed but calculated from reference points. For a financial asset or product, an �indicative� price may not necessarily correspond to the price at which dealers in that market would execute transactions; for an example see Notes for Table F11.
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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
so the rate of non-rounded implied interest rates is best considered as an extreme upper bound on. ... the rate of false positives. For example: interest rates could be renegotiated during the loan (and.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy | Conference – 2018
12 Apr 2018
Conferences
Δlog(x. t. ). No. Overnight cash rate (OCR). Interest rates. Δx. ... t. No. Real OCR. Interest rates. Δx. t. No. 3-month bank bill.
https://www.rba.gov.au/publications/confs/2018/hartigan-morley.html
Online Appendix: The Effect of Zoning on Housing Prices
7 Mar 2018
RDP
PDF
531KB
RDP 2018-03 online appendix
https://www.rba.gov.au/publications/rdp/2018/2018-03/rdp-2018-03-online-appendix.pdf
READ ME FILE Title: Affine Endeavour: Estimating a Joint ...
22 Feb 2018
RDP
PDF
312KB
inflation and cash rate expectations, to construct estimates of future nominal and real rates, and. ... Constructed using data from RBA. website (Statistical table F16 ‘Indicative Mid Rates of Selected Australian.
https://www.rba.gov.au/publications/rdp/2018/2018-02/rdp-2018-02-read-me.pdf
Read Me File for RDP 2018-02: Affine Endeavour: Estimating a Joint Model of the Nominal and Real Term Structures of Interest Rates in…
1 Feb 2018
RDP
2018-02
Constructed using data from RBA website (Statistical table F16 ‘Indicative Mid Rates of Selected Australian Government Securities’). ... Both are found in the ‘Real rate zero coupon’ subfolder. To run, run the ‘InterpolationAdj.txt’ program.
https://www.rba.gov.au/publications/rdp/2018/2018-02/read-me.html
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Jobs or Hours? Cyclical Labour Market Adjustment in Australia
7 Sep 2017
RDP
PDF
1259KB
work more hours – in addition to the unemployment rate, which is based on headcount. ... differential rates of attrition amongst population sub-groups (at least along the observable.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-06.pdf
Structural Change in China: Implications for Australia and the World
30 Oct 2016
Conferences
PDF
5136KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016.pdf
Contractions in Chinese Fertility and Savings: Long-run Domestic and Global Implications
30 Oct 2016
Conferences
PDF
592KB
RBA Conference Volume 2016
https://www.rba.gov.au/publications/confs/2016/pdf/rba-conference-volume-2016-golley-tyers-zhou.pdf
The Slowdown in US Productivity Growth: Breaks and Beliefs
26 Oct 2016
RDP
PDF
1630KB
consumption, investment and real wages growth as well as inflation and interest rates. ... given by / (where is the households’ intertemporal discount rate), decreases.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-08.pdf
The Slowdown in US Productivity Growth: Breaks and Beliefs
1 Oct 2016
RDP
2016-08
Counterfactual interest rates tracked the federal funds rate closely until the late 1980s. ... Without the slowdown in productivity growth, US interest rates would not have been nearly so low in the mid 2000s.
https://www.rba.gov.au/publications/rdp/2016/2016-08/full.html
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