fpa-au-driverslisted

# Australian economic drivers Use when a model's assumptions should tie to official data: debt pricing off the cash rate, wage escalation off WPI, CPI-linked revenue, FX sensitivity. Recipe at `docs/recipes/au-drivers.md`; this skill is the operating loop. ## Workflow 1. **Pick the driver** matching the assumption: cash rate target for debt pricing, AUD/USD or TWI for FX exposure, WPI for wage escalation, CPI for indexation, retail trade for consumer-demand revenue proxies. 2. **Snapshot before modelling**: `fetch_rba_series` (no key) or `fetch_abs_series` (ABS_API_KEY env var), then `save_snapshot`. The forecast cites the snapshot file, so an upstream revision does not silently shift a published forecast. 3. **Register** the snapshot via `source-register` (kind `public_filing`) and record the driver-to-assumption link in `.fpa/decisions/` or a research epoch. 4. **Scenario**: drivers enter as base-case parameters; stress as deltas (+100bp cash rate, -10% AUD, WPI +1pp), never as edited source data. 5. **Refresh cadence**: monthly for RBA (tables update daily), on release days for ABS. Re-snapshot creates a new dated file; promote only after the new values reconcile against the old snapshot's overlapping history. ## Pitfalls - No key handling in code: ABS_API_KEY comes from the host environment, full stop. A missing key skips ABS series; it never prompts, never fails a cash-rate-only run. - RBA J1 = economists' forecasts. Consen