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41–50 of 77 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Appendix C: Imputation of Household Income in HILDA

31 Dec 2003 RDP 2003-08
Gianni La Cava and John Simon
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 21
https://www.rba.gov.au/publications/rdp/2003/2003-08/appendix-c.html

A Perspective | Conference – 1993

12 Jul 1993 Conferences
Adrian Pagan
Applying a similar test to BWFH over the forecast period of 1990/91 to 1992/93 gives the result that the root-mean-squared error (RMSE) of prediction for the real
https://www.rba.gov.au/publications/confs/1993/pagan.html

An Estimated Small Open Economy Model with Labour Market Frictions

13 Dec 2012 Research Workshop PDF 787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf

Volatility in International Capital Movements

15 Dec 2009 RDP PDF 240KB
The Root Mean Squared Error (RMSE) serves as a measure of the fit for each model. ... However, for emerging economies the average RMSE for the naïve model is more than twice as large as that for industrialised countries (not shown).
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-09.pdf

The Sticky Information Phillips Curve: Evidence for Australia

15 Apr 2015 RDP PDF 737KB
Each number in the table represents the root meansquared error (RMSE) of the forecast relative to the RMSE of an autoregressiveforecast; numbers less than unity indicate improved forecast accuracy relative toan
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-04.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

A Weekly Model of the Floating Australian Dollar

19 Nov 2012 RDP PDF 1139KB
By comparing the root mean square. error (RMSE) of to F, one can deduce the benefit from using the Muth. ... expectations used. In section 2.3, more complex models are introduced. RMSE.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8612.pdf

Econometric Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
The aggregate level of credit losses predicted by Model C fits actual losses quite closely (the RMSE is 0.15), so this model provides a macro-level explanation that, while suffering ... This omission of lending standards is partly responsible for the
https://www.rba.gov.au/publications/rdp/2015/2015-06/eco-analysis.html

Inflation, Indicators and Monetary Policy | Conference – 1992

10 Jul 1992 Conferences
Adrian Blundell-Wignall, Philip Lowe and Alison Tarditi
90Q3. 90Q4. 91Q1. 91Q2. 91Q3. 91Q4. RMSE. Actual Outcome. 6.4. 6.8. ... The RMSEs for these dynamic forecasts are well below that for the naive autoregressive model.
https://www.rba.gov.au/publications/confs/1992/blundell-wignall-lowe-tarditi.html

Forecasting Performance Comparison

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
To evaluate the forecasting performance of the models we construct out-of-sample forecasts and compute their RMSE. ... Table 4: RMSE of BVAR-DSGE 2002:Q1–2007:Q4, VAR(3). Variable. One quarter ahead.
https://www.rba.gov.au/publications/rdp/2008/2008-04/for-per-comparisons.html
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