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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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Short-term Interest Rates, Weekly Money Announcements and Rational Forecasts

1 May 1986 RDP 8602
Robert G. Trevor
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1986/8602.html

The Interest Rate Equations

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 5. ... the equation for this interest rate is only significant at the 10% level.
https://www.rba.gov.au/publications/rdp/1986/8602/interest-rate-equations.html

Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts

1 May 1986 RDP 8602
Robert G. Trevor
Research Discussion Paper – RDP 8602 Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts.
https://www.rba.gov.au/publications/rdp/1986/8602/

References

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts References. ... Journal of Monetary Economics. XIV, 225–240. Hardouvelis, G.A. (1985). Exchange Rates, Interest Rates and Money-Stock Announcements: A Theoretical
https://www.rba.gov.au/publications/rdp/1986/8602/references.html

Introduction

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 1. ... The interest rate response generally depends on the relationships between real output, interest rates and money.
https://www.rba.gov.au/publications/rdp/1986/8602/introduction.html

The Model

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 2. ... where Δr. t. is the change in the interest rate following the announcement in week t, UΔM.
https://www.rba.gov.au/publications/rdp/1986/8602/model.html

Appendix

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts Appendix. ... Table 6: Breaks in Interest Rate Equations. 1. Federal Funds Rate.
https://www.rba.gov.au/publications/rdp/1986/8602/appendix.html

Concluding Comments

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 6. ... When these results are taken into account, the estimates of the announcement effect on short-term interest rates yield different inferences.
https://www.rba.gov.au/publications/rdp/1986/8602/concluding-comments.html

The Estimation Technique

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 3. ... expected changes, the Federal Funds interest rate and 3-month T-Bill yield just before the announcement (and their two lagged values), and the changes to these
https://www.rba.gov.au/publications/rdp/1986/8602/estimation-technique.html

The Forecasting Equations

1 May 1986 RDP 8602
Robert G. Trevor
RDP 8602: Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts 4. ... Footnotes. Out of sample forecasts of the final change predicted by these equations are used to estimate the interest rate equations over the full length of
https://www.rba.gov.au/publications/rdp/1986/8602/forecasting-equations.html