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21–30 of 34 search results for ECM

RBA Glossary definition for ECM

ECM – Error-correction ratio

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Microeconomics of the Australian Labour Market

7 Dec 2006 Conferences PDF 65KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/freebairn.pdf

A Re-examination of the Determinants of Australia’s Imports

30 Nov 2009 RDP PDF 69KB
For the sake ofbrevity, long-run constants are not reported.) The existence of cointegration wastested by examining the significance of the error correcting terms in the P-H errorcorrection model (ECM). ... Standard errors of the ECM were corrected
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9312.pdf

Prospects for Output and Employment Growth with Steady Inflation

7 Dec 2006 Conferences PDF 86KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/dungey-pitchford.pdf

Private Business Investment in Australia

27 Sep 2007 RDP PDF 466KB
To allow for the potential non-stationarity of the series, error-correction models (ECMs) of the following form are estimated:. ... Table 5: Engineering ECM – Broad Specification Parsimonious. model (1) With RER (2) With Q (3) General (4).
https://www.rba.gov.au/publications/rdp/2007/pdf/rdp2007-09.pdf

Superannuation and Saving

1 Dec 2009 RDP PDF 102KB
SUPERANNUATION AND SAVING. Steven Morling and Robert Subbaraman. Research Discussion Paper. 9511. December 1995. Economic Analysis Department. Reserve Bank of Australia. The authors would like to thank Palle Andersen, Robin Foster, Alison Tarditi,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9511.pdf

Why Does the Australian Dollar Move so Closely with the Terms of Trade?

1 Dec 2009 RDP PDF 203KB
q tott t t= >λ ε λ. , 0 (6). To derive the second time-series model for Australia’s real exchange rate, we beginwith an unrestricted error-correction model (ECM):.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9601.pdf

The Exchange Rate and the Current Account

12 Feb 2007 Conferences PDF 195KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/bullock-grenville-heenan.pdf

Inflation in Australia: Measurement and Modelling

27 Nov 2006 Conferences PDF 338KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/heath-roberts-bulman.pdf

Home-buyers, Housing and the Macroeconomy

27 Nov 2006 Conferences PDF 129KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/case-quigley-shiller.pdf

The Exchange Rate, International Trade and the Balance of Payments: Proceedings of a Conference

12 Feb 2007 Conferences PDF 1144KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/conf-vol-1993.pdf