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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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The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia

1 Jun 1986 RDP 8607
Warren J. Tease
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8607.html

The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia

1 Jun 1986 RDP 8607
Warren J. Tease
Research Discussion Paper – RDP 8607 The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia.
https://www.rba.gov.au/publications/rdp/1986/8607/

Data Construction Appendix

1 Jun 1986 RDP 8607
Warren J. Tease
RDP 8607: The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia Data Construction Appendix. ... In the paper, these yields are expressed as quarterly rates in percentage points.
https://www.rba.gov.au/publications/rdp/1986/8607/appendix.html

Bibliography

1 Jun 1986 RDP 8607
Warren J. Tease
Shiller (1984), “A Simple Account of the Behaviour of Long-Term Interest Rates”,. ... 1979), “Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey”,.
https://www.rba.gov.au/publications/rdp/1986/8607/bibliography.html

Conclusion

1 Jun 1986 RDP 8607
Warren J. Tease
RDP 8607: The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia 4. ... Download the Paper 665. KB. The aim of this paper has been to ascertain the relationship between short-term interest rates for the period after the
https://www.rba.gov.au/publications/rdp/1986/8607/conclusion.html

Introduction

1 Jun 1986 RDP 8607
Warren J. Tease
RDP 8607: The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia 1. ... Since that time, a move to a more market-oriented system of interest rate determination has occurred.
https://www.rba.gov.au/publications/rdp/1986/8607/introduction.html

The Model and Empirical Evidence

1 Jun 1986 RDP 8607
Warren J. Tease
Thus, after linearisation, the long-term interest rate can be expressed as a weighted average of current and expected short-term rates. ... The term structure relation expresses the long-term interest rate as a weighted average of current and expected
https://www.rba.gov.au/publications/rdp/1986/8607/model-and-empirical-evidence.html

Data, Estimation and Results

1 Jun 1986 RDP 8607
Warren J. Tease
Also, tests are conducted to see if the implicit forward rate (as defined in footnote 10 above) is an unbiased predictor of future spot interest rates. ... The implicit forward rate, for instance, would remain an unbiased (but less precise) predictor of
https://www.rba.gov.au/publications/rdp/1986/8607/data-estimation-and-results.html