Search: interest rate
RBA Glossary definition for interest rate
interest rate – The term used to describe the cost of borrowing money or the return to the owner of the funds which are invested or lent out. It is usually expressed as a percent per annum of the amount of money borrowed, lent or invested.
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy
1 Aug 2019
RDP
2019-07
Examples include interest rates, the exchange rate, the expenditure components of real GDP, labour market variables and inflation. ... price growth, growth in the dwelling stock, changes in mortgage interest rates and the rate of inflation.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
term rate has on the profitability of smaller banks when interest rates are low. ... to increase the negative effect of lowering rates on profitability because interest rate hedges become.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
Interest Rate Swaps
1 Dec 1994
RDP
9409
The portfolios on which our results are based include both interest rate swaps and forward rate agreements (FRA). ... The first interest payment is determined by a fixed interest rate agreed between the two parties at the inception of the FRA.
https://www.rba.gov.au/publications/rdp/1994/9409/int-rat-swa.html
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Appendix
1 Dec 1989
RDP
8908
Weekly or monthly changes in domestic interest rates are not significantly related to weekly or monthly changes in the exchange rate. ... That is, unanticipated shocks to the exchange rate led the Reserve Bank on a number of occasions to alter domestic
https://www.rba.gov.au/publications/rdp/1989/8908/appendix.html
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Appendix A: A Small Macroeconomic Model of Australia
31 Dec 2002
RDP
2002-01
f. is the G3 real interest rate. ... where the equilibrium G3 real interest rate is 2 per cent and the equilibrium world inflation rate is 2.5 per cent.
https://www.rba.gov.au/publications/rdp/2002/2002-01/appendix-a.html
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News and Interest Rate Expectations: A Study of Six Central Banks | Conference – 2004
9 Aug 2004
Conferences
The efficient market hypothesis suggests that interest rate futures incorporate all relevant information about future interest rates that is available at any point in time. ... We measure these using changes in daily implied interest rates from 90-day
https://www.rba.gov.au/publications/confs/2004/connolly-kohler.html
Appendix A: Estimates of the Model
1 Sep 2000
RDP
2000-06
Interest rates are expressed in per cent per annum divided by 100, and all other variables are expressed in logs. ... output. The six lags of the real interest rate are jointly significant (χ.
https://www.rba.gov.au/publications/rdp/2000/2000-06/appendix-a.html
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Financial-asset Prices and Monetary Policy: Theory and Evidence | Conference – 1997
21 Jul 1997
Conferences
Indeed, simulations with macroeconometric models suggest that exchange-rate changes have more immediate effects on real economic activity than changes in interest rates (Smets 1995). ... appreciation by raising interest rates as the exchange rate signals
https://www.rba.gov.au/publications/confs/1997/smets.html
The Consequences of Low Interest Rates for the Australian Banking Sector
29 Dec 2022
Conferences
PDF
1221KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-brassil.pdf
The Rise in Household Liquidity
10 Nov 2021
RDP
2021-10
Specifically, disinflation and falling real interest rates have increased housing prices and housing deposits, and have also made it easier to amortise existing debt. ... The relevant interest rate is derived from RBA statistical table ‘F5 Indicator
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html
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