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31–37 of 37 search results for ECM

RBA Glossary definition for ECM

ECM – Error-correction ratio

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Being Unreserved: About the Reserve Bank Archives

12 Dec 2019 Bulletin – December 2019
Virginia MacDonald and Jacqui Dwyer
The Reserve Bank of Australia has a unique and rich archives.
https://www.rba.gov.au/publications/bulletin/2019/dec/being-unreserved-about-the-reserve-bank-archives.html

Transitory and Persistent Income Inequality

31 Dec 2015 RDP 2015-15
Rosetta Dollman, Greg Kaplan, Gianni La Cava and Tahlee Stone
We next use an error components model (ECM) to decompose residual income inequality. ... The ECM has been standard in the inequality literature since Gottschalk and Moffitt (1994).
https://www.rba.gov.au/publications/rdp/2015/2015-15/transitory-and-persistent-income-inequality.html

Home-buyers, Housing and the Macroeconomy | Conference – 2003

18 Aug 2003 Conferences
Karl E Case, John M Quigley and Robert J Shiller
Our time-series cross-section method is eclectic; we present analyses in levels, first differences, and in error-correction-model (ECM) forms, and with alternative assumptions about error terms and fixed
https://www.rba.gov.au/publications/confs/2003/case-quigley-shiller.html

Prospects for Output and Employment Growth with Steady Inflation | Conference – 1998

9 Jun 1998 Conferences
Mardi Dungey and John Pitchford
In Dungey and Pitchford (1998) we estimate a naive labour demand curve in error-correction model (ecm) form for a number of market segments and measures of labour and real wages.
https://www.rba.gov.au/publications/confs/1998/dungey-pitchford.html

Transcript of Question & Answer Session on 23 October 2018

23 Oct 2018 Speech
Guy Debelle
Transcript of Question & Answer Session , Sydney
https://www.rba.gov.au/speeches/2018/sp-dg-2018-10-23-q-and-a-transcript.html

A Behavioural Model of the Australian Long-Term Interest Rate

1 Nov 1996 RDP 9608
Alison Tarditi
This is achieved by estimating an unrestricted ECM of the form:.
https://www.rba.gov.au/publications/rdp/1996/9608/behavioural-model-of-the-australian-long-term-interest-rate.html

Correlations, Error-Correction and the Adjustment of Institutional Interest Rates

1 Sep 1995 RDP 9506
Gordon de Brouwer
The equilibrium relationship is conducted using a general-to-specific modelling procedure embedded in an ECM (Banerjee, Dolado, Galbraith and Hendry 1993). ... The cointegrating vector normalised on the money market interest rate is calculated from the
https://www.rba.gov.au/publications/rdp/1995/9506/correlations-error-correction-and-the-adjustment-of-institutional-interest-rates.html