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61–70 of 83 search results for ECM

RBA Glossary definition for ECM

ECM – Error-correction ratio

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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

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

A Forward-looking Model of the Australian Dollar

13 Dec 2018 Bulletin – December 2018
Blair Chapman, Jarkko Jääskelä and Emma Smith
The exchange rate is an important mechanism that helps the economy adjust to external shocks.
https://www.rba.gov.au/publications/bulletin/2018/dec/a-forward-looking-model-of-the-australian-dollar.html

Empirical Results

31 Dec 2000 RDP 2000-09
Alvin Tan and Graham Voss
4). Constant. 0.0466. (0.0213). 0.0545. (0.0158). 0.0384. (0.0226). 0.0502. (0.0182). ecm. ... 0.0541). ecm. t1. 0.0869. (0.0810). 0.5715. (0.2489). 0.3757. (0.1140). Δc. t1.
https://www.rba.gov.au/publications/rdp/2000/2000-09/empirical-results.html

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

Inflation in an Era of Relative Price Shocks: Proceedings of a Conference

12 May 2010 Conferences PDF 2491KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/conf-vol-2009.pdf

Asset Prices and Monetary Policy

27 Nov 2006 Conferences PDF 2448KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/conf-vol-2003.pdf

Being Unreserved: About the Reserve Bank Archives

12 Dec 2019 Bulletin – December 2019
Virginia MacDonald and Jacqui Dwyer
The Reserve Bank of Australia has a unique and rich archives.
https://www.rba.gov.au/publications/bulletin/2019/dec/being-unreserved-about-the-reserve-bank-archives.html

Home-buyers, Housing and the Macroeconomy | Conference – 2003

18 Aug 2003 Conferences
Karl E Case, John M Quigley and Robert J Shiller
Our time-series cross-section method is eclectic; we present analyses in levels, first differences, and in error-correction-model (ECM) forms, and with alternative assumptions about error terms and fixed
https://www.rba.gov.au/publications/confs/2003/case-quigley-shiller.html

Modelling the Real Exchange Rate

1 May 1996 RDP 9601
David Gruen and Tro Kortian
To derive the second time-series model for Australia's real exchange rate, we begin with an unrestricted error-correction model (ECM):. ... For each sample period, we use a general-to-specific modelling approach. We test sequentially larger sets of
https://www.rba.gov.au/publications/rdp/1996/9601/modelling-the-real-exchange-rate.html