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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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An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1990/9009.html

Introduction

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
For example, if nominal interest rates increase because inflation is expected to increase, the exchange rate will probably depreciate, contrary to the predictions of the portfolio balance model. ... Using this model, we can then examine the effects of
https://www.rba.gov.au/publications/rdp/1990/9009/introduction.html

An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shari
Research Discussion Paper – RDP 9009 An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy.
https://www.rba.gov.au/publications/rdp/1990/9009/

Conclusions

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
RDP 9009: An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy 5. ... interest rates, and the $A/$US exchange rate. On the basis of the evidence uncovered by this model, we make the following conclusions:.
https://www.rba.gov.au/publications/rdp/1990/9009/conclusions.html

Appendix: Confidence Intervals

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
RDP 9009: An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy Appendix: Confidence Intervals. ... Figure A.1: Federal funds rate shock. Figure A.2: U.S. bond rate shock.
https://www.rba.gov.au/publications/rdp/1990/9009/appendix.html

The VAR Method

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
10 year bond rate affect Australian interest rates and the $A/$US exchange rate contemporaneously, but not vice versa. ... Domestic interest rates are recorded at 11 a.m., the federal funds rate and U.S.
https://www.rba.gov.au/publications/rdp/1990/9009/var-method.html

References

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
RDP 9009: An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy References. ... Macfarlane, I.J. and W.J. Tease (1989, “Capital Flows and Exchange Rate Determination”, Reserve Bank of Australia Research Discussion Paper
https://www.rba.gov.au/publications/rdp/1990/9009/references.html

Some Stylized Facts

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
RDP 9009: An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy 2. ... sufficient to let rates on overnight cash reach their new, higher, desired level.
https://www.rba.gov.au/publications/rdp/1990/9009/some-stylized-facts.html

Results

1 Nov 1990 RDP 9009
Jerome Fahrer and Lynne-Ellen Shori
RDP 9009: An Empirical Model of Australian Interest Rates, Exchange Rates and Monetary Policy 4. ... This is consistent with the sustained increase in the cash rate that results from this shock since, due to the arbitrage of domestic and foreign asset
https://www.rba.gov.au/publications/rdp/1990/9009/results.html