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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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Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy

12 Apr 2011 RDP 2011-02
Callum Jones and Mariano Kulish
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2011/2011-02.html

Dynamics

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy 4. ... Battellino (2009) notes how the Reserve Bank of Australia has taken into account interest rate spreads, which capture risk premia, in setting interest rates in
https://www.rba.gov.au/publications/rdp/2011/2011-02/dynamics.html

Model

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy 2. ... Download the Paper 519. KB. In a standard log-linear New Keynesian model, long-term interest rates would be determined solely by the expected path of the short
https://www.rba.gov.au/publications/rdp/2011/2011-02/model.html

Announcements and Transitions

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
Interest rates are in per cent, rather than percentage deviations from steady-state. ... Ugai (2006) argues that in Japan, a commitment to maintain zero interest rates is likely to impact on the risk premium between the short-term interest rate and the
https://www.rba.gov.au/publications/rdp/2011/2011-02/anno-transitions.html

Appendix A: The Linearised Equations

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy Appendix A: The Linearised Equations. ... is the long-term real interest rate,. is the nominal long-term interest rate and π.
https://www.rba.gov.au/publications/rdp/2011/2011-02/appendix-a.html

Conclusions

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
One takes long-term nominal interest rates as operating instruments of monetary policy. ... The idea of monetary policy affecting long-term interest rates is not unprecedented.
https://www.rba.gov.au/publications/rdp/2011/2011-02/conclusions.html

Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy

1 Apr 2011 RDP 2011-02
Callum Jones and Mariano Kulish
Research Discussion Paper – RDP 2011-02 Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy.
https://www.rba.gov.au/publications/rdp/2011/2011-02/

References

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy References. ... Journal of Economic Dynamics and Control. , 34(7), pp 1295–1304. Jordan TJ and M Peytrignet (2007), ‘The Path to Interest Rate Management and
https://www.rba.gov.au/publications/rdp/2011/2011-02/references.html

Introduction

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy 1. ... interest rates as operating instruments of monetary policy and announcements about the future path of the short-term rate.
https://www.rba.gov.au/publications/rdp/2011/2011-02/introduction.html

Appendix C: Anticipated Structural Changes Under Rational Expectations

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
RDP 2011-02: Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy Appendix C: Anticipated Structural Changes Under Rational Expectations.
https://www.rba.gov.au/publications/rdp/2011/2011-02/appendix-c.html