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RBA Glossary definition for yield

yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.

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Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations

1 Nov 1996 RDP 9608
Alison Tarditi
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/1996/9608.html

Appendix C: The Behavioural Model of Australian Long Bond Yields – Integration Tests and Diagnostics

1 Nov 1996 RDP 9608
Alison Tarditi
RDP 9608: Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations Appendix C: The Behavioural Model of Australian Long Bond Yields – Integration Tests and Diagnostics. ... The small negative coefficient on the third lag of
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-c.html

Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations

1 Nov 1996 RDP 9608
Alison Tarditi
Research Discussion Paper – RDP 9608 Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations.
https://www.rba.gov.au/publications/rdp/1996/9608/

Appendix A: Data Sources

1 Nov 1996 RDP 9608
Alison Tarditi
For the bond yield equation, US long bond yields are deflated by quarter-ended core inflation. ... The yield differential is calculated as the difference between the Australian and world yield curves.
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-a.html

Conclusion

1 Nov 1996 RDP 9608
Alison Tarditi
RDP 9608: Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations 5. ... The research in this paper concentrates on introducing forward-looking, policy elements into behavioural models of the Australian real exchange rate
https://www.rba.gov.au/publications/rdp/1996/9608/conclusion.html

Appendix B: The Behavioural Model of the Australian Real Exchange Rate – Integration Tests and Diagnostics

1 Nov 1996 RDP 9608
Alison Tarditi
Table B.2: Yield Gap Variable –Testing the Null of the Validity of the Implied Restrictions. ... 3.71. 3.31. 1.99. 2.12. 0.08. 0.23. Yield gap. 5.00. 3.15. 3.17.
https://www.rba.gov.au/publications/rdp/1996/9608/appendix-b.html

Introduction

1 Nov 1996 RDP 9608
Alison Tarditi
RDP 9608: Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations 1. ... regimes. A model of the long-term bond yield, deflated with this unconventional forward-looking series, performs quite well.
https://www.rba.gov.au/publications/rdp/1996/9608/introduction.html

References

1 Nov 1996 RDP 9608
Alison Tarditi
RDP 9608: Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations References. ... Cook, T. and T. Hahn (1990), ‘Interest Rate Expectations and the Slope of the Money Market Yield Curve’, Federal Reserve Bank of Richmond
https://www.rba.gov.au/publications/rdp/1996/9608/references.html

The Macroeconomic Model Approach

1 Nov 1996 RDP 9608
Alison Tarditi
RDP 9608: Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations 2. ... Movements in the Australian bond yield away from the foreign rate (equilibrium) are then determined by a term structure calculation.
https://www.rba.gov.au/publications/rdp/1996/9608/macroeconomic-model-approach.html

A Behavioural Model of the Australian Long-Term Interest Rate

1 Nov 1996 RDP 9608
Alison Tarditi
4.1 The Real Bond Yield Fundamentals in Brief. I begin with the principle determinants of real long bond yields. ... The model anticipates the turning point in bond yields in late 1993 as well as their subsequent pick-up over 1994, presumably because it
https://www.rba.gov.au/publications/rdp/1996/9608/behavioural-model-of-the-australian-long-term-interest-rate.html