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31–40 of 77 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Capital Flows to China and the Issue of Hot Money: An Empirical Investigation

6 Dec 2010 Research Workshop PDF 234KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/lai.pdf

What Caused the Decline in US Business Cycle Volatility? | Conference – 2005

11 Jul 2005 Conferences
Robert J Gordon
Two statistics on simulation errors are provided, the mean error (ME) and the root mean-squared error (RMSE). ... For both equations, the RMSE of the simulations is substantially lower than the standard error of the estimate for the 1962–94 sample
https://www.rba.gov.au/publications/confs/2005/gordon.html

Monetary Policy Goals for Inflation in Australia

30 Nov 2009 RDP PDF 85KB
0.23 0.29. RMSE 1.27 1.21. # Announced in August of preceding year. ... 7 The weighted average RMSE of the individual OECD forecasts for the G7 countries over theperiod 1974-1992 was 1.5 per cent.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9503.pdf

The Fit of the Model

1 Aug 1984 RDP 8401
J.G. Fahrer, R.W. Rankin and J.C. Taylor
TABLE 1: MEASURES OF FIT, LINEARISED RBA82 MODEL. RMSE. RMSE. 1959(4)–80(4). ... LINEARISED MODELS). RMSE 1963(2) – 1974(4). RBA76. RBA82. log d. 2.62.
https://www.rba.gov.au/publications/rdp/1984/8401/the-fit-of-the-model.html

Assessing the Mix-adjusted Median

31 Dec 2006 RDP 2006-04
Nalini Prasad and Anthony Richards
A RMSE is then calculated between the ‘initial’ and ‘final’ estimate of price growth for each measure. ... 0.93. 0.93. 1.00. Panel B: Deviation from trend (quarterly RMSE). Sydney.
https://www.rba.gov.au/publications/rdp/2006/2006-04/assessing-the-mix-adjusted-median.html

The Information Content of Financial Aggregates in Australia

1 Dec 2009 RDP PDF 278KB
21 The ratios of the root mean squared error (RMSE) is comparable to the Theil-U statistic used. ... in forecast evaluation that compares a forecast RMSE to that of a random walk forecast.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9606.pdf

Results

31 Dec 2006 RDP 2006-11
Christian Gillitzer and John Simon
d) Root-mean-squared error (RMSE) of difference in inflation rates from a centred 9-term Henderson trend, in percentage points. ... b) The seasonally adjusted series produced by the BLS. (c) RMSE of difference in inflation rates from a centred 23-term
https://www.rba.gov.au/publications/rdp/2006/2006-11/results.html

A Perspective

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

Estimating Output Gaps

1 Dec 2009 RDP PDF 386KB
Unobservedcomponents. gap. Productionfunction. gap. RMSE 0.0030 0.0022 0.0021 0.0026 0.0015 0.0021 0.0016Meanabsoluteerror. ... 0.0028 0.0020 0.0019 0.0023 0.0014 0.0019 0.0015. Note: RMSE is the root mean square error.
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9809.pdf

Housing Leverage in Australia

2 Dec 2009 RDP PDF 604KB
The root mean square error (RMSE) is about $26 000. In the regression model for Type II households our model explains about 46 per cent of the variation in individuals’ wage ... In the regression model for Type III households our model explains nearly
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-09.pdf