Search: ADL
RBA Glossary definition for ADL
ADL – Autoregressive Distributed Lag model
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Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
3.3 Model Estimates. The model is estimated using a ‘one-step’ autoregressive distributed lag (ADL) specification, which means that the equilibrium relationship and short-run dynamics are estimated concurrently. ... using the ADL specification. 22
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf
Explaining Import Price Inflation: A Recent History of Second Stage Pass-through
30 Nov 2009
RDP
PDF
105KB
It can be re-expressed as a general linearkth-order autoregressive distributed lag (ADL) model and reparamaterised to form.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9407.pdf
The Macroeconomics of Australian Unemployment
7 Dec 2006
Conferences
PDF
108KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/debelle-vickery.pdf
Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility
1 Dec 2009
RDP
PDF
458KB
AUSTRALIAN BANKING RISK: THE STOCK MARKET’SASSESSMENT AND THE RELATIONSHIP BETWEEN. CAPITAL AND ASSET VOLATILITY. Marianne Gizycki and Brenton Goldsworthy. Research Discussion Paper1999 – 09. November 1999. System Stability Department, Reserve
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf
Financial Stability Review March 2014
26 Mar 2014
FSR
March 2014
PDF
1956KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/0314.pdf
The Macroeconomics of Australian Unemployment | Conference – 1998
9 Jun 1998
Conferences
Hence our initial specification for the labour demand equation is an unrestricted fourth-order autoregressive-distributed-lag (ADL) model expressed in error-correction form:. ... Standard errors in parentheses except: # for the ADL(4) model in column 1,
https://www.rba.gov.au/publications/confs/1998/debelle-vickery.html
Estimating The First Stage of Price Adjustment
1 Dec 1994
RDP
9407
that:. and represents the long-run relationship. It can be re-expressed as a general linear kth-order autoregressive distributed lag (ADL) model and reparamaterised to form an UECM.
https://www.rba.gov.au/publications/rdp/1994/9407/estimating-first-adjustment.html
Developments in the Financial System Architecture
26 Mar 2014
FSR
March 2014
PDF
363KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/dev-fin-sys-arch.pdf
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
A more formal CLF application process will take place this year, with APRA aiming to finalise the size of each ADl's CLF by 30 September.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html
Unemployment and the Australian Labour Market
7 Dec 2006
Conferences
PDF
1056KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/conf-vol-1998.pdf