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RBA Glossary definition for ECM

ECM – Error-correction ratio

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Exchange Rate Pass-through: The Different Responses of Importers and Exporters

30 Nov 2009 RDP PDF 114KB
Nevertheless, the coefficient on the errorcorrection term is significant for both the P-H ECM and the UECM. ... b) The Short-Run Dynamics. An ECM was estimated using residuals of the P-H estimator.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9304.pdf

Appendix C: Supplementary Results and Robustness

31 Dec 2004 RDP 2004-01
Ellis Connolly and Marion Kohler
represent significance at 5 and 10 per cent levels. Standard errors on the long-run variables in the ECMs are calculated using a Bewley Transformation. ... Table C2: Supplementary ECM Results for Voluntary Saving Equations. Long-run coefficients only,
https://www.rba.gov.au/publications/rdp/2004/2004-01/appendix-c.html
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A Perspective

12 Feb 2007 Conferences PDF 30KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/pagan.pdf

Exchange Rates and Fundamentals: A Generalization

3 Dec 2007 Research Workshop PDF 323KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/nason.pdf

Household Saving and Asset Valuations in Selected Industrialised Countries

2 Dec 2009 RDP PDF 212KB
12. The associated short-term specification of the ECM is:. st = α1ECMt1α2yt α3pteqα3pt. ... From the ECM estimations, reported in Table 1, the following observations can bemade:. •
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-07.pdf

The Impact of Superannuation on Household Saving

3 Mar 2004 RDP PDF 151KB
20. Table 3: ECM Results for Saving Equations – Long-run CoefficientsSample: 1966/67–2001/02. ... Standard errors on the long-run variables in the ECMs are calculated using a Bewley-Transformation andare Newey-West corrected for heteroskedasticity.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-01.pdf

RBAFOI-131412

28 Jan 2014 PDF 1207KB
exchange rates
https://www.rba.gov.au/information/foi/disclosure-log/pdf/131412.pdf

Trade Invoicing Currency and First-stage Exchange Rate Pass-through

21 Jun 2016 RDP PDF 1136KB
aggregate error correction models (ECMs) of import prices. Third, we show that invoicing currency. ... Our results imply. that the speed of adjustment in an ECM framework for exchange rate changes to import prices.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-05.pdf

Results

31 Dec 2007 RDP 2007-09
Lynne Cockerell and Steven Pennings
To allow for the potential non-stationarity of the series, error-correction models (ECMs) of the following form are estimated:. ... Table 2: Investment ECM – Narrow Specification. Equipment (1). 1974–2006. Building (2).
https://www.rba.gov.au/publications/rdp/2007/2007-09/results.html

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

1 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
In all the ECM equations, the symbol. γ. is the speed of adjustment parameter and error. ... We model dwelling investment using an ECM with consumption, real mortgage interest rates and the relative price of dwelling investment.
https://www.rba.gov.au/publications/rdp/2019/2019-07/full.html
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