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RBA Glossary definition for Net interest spread

Net interest spread – A measure of the difference between a bank�s average rate of interest-bearing assets and its average rate of interest-bearing liabilities.

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References

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
Boer L, A Pescatori and M Stuermer (forthcoming), ‘Energy Transition Metals: Bottleneck for Net-Zero Emissions?’, Journal of the European Economic Association. ... Kilian L and X Zhou (2022), ‘Oil Prices, Exchange Rates and Interest Rates’,
https://www.rba.gov.au/publications/rdp/2023/2023-07/references.html

Identification and Inference under Narrative Restrictions

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
This is undesirable when conducting likelihood-based inference, because it represents a loss of information about the parameter of interest. ... If the parameter of interest is an impulse response to the jth structural shock,.
https://www.rba.gov.au/publications/rdp/2023/2023-07/full.html