Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
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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
Bulletin December Quarter 2019
12 Dec 2019
Bulletin
- December 2019
PDF
4709KB
https://www.rba.gov.au/publications/bulletin/2019/dec/pdf/bulletin-2019-12.pdf
documents produced since 1 January 2014 in relation to the appropriate level of the exchange rate
12 Sep 2014
PDF
822KB
appropriate level of the exchange rate
https://www.rba.gov.au/information/foi/disclosure-log/pdf/141503.pdf
A Forward Looking Model Of The Australian Dollar
12 Dec 2018
Bulletin
- December 2018
PDF
540KB
https://www.rba.gov.au/publications/bulletin/2018/dec/pdf/a-forward-looking-model-of-the-australian-dollar.pdf
Meet Martin The Rbas New Macroeconomic Model
17 Sep 2018
Bulletin
- March 2018
PDF
366KB
https://www.rba.gov.au/publications/bulletin/2018/mar/pdf/meet-martin-the-rbas-new-macroeconomic-model.pdf
RBAFOI-141513
4 Mar 2015
PDF
2223KB
documents regarding foreign central bank bond purchases and levels of the Australian dollar
https://www.rba.gov.au/information/foi/disclosure-log/pdf/141513.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
Being Unreserved: About the Reserve Bank Archives
9 Dec 2019
Bulletin
- December 2019
PDF
629KB
https://www.rba.gov.au/publications/bulletin/2019/dec/pdf/being-unreserved-about-the-reserve-bank-archives.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