Search: MAS
RBA Glossary definition for MAS
MAS – Monetary Authority of Singapore
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References
1 Jul 1991
RDP
9105
181, 115–119, June. Blanchard, Olivier Jean and Stanley Fischer (1989), Lectures on Macroeconomics, Cambridge MA: MIT Press.
https://www.rba.gov.au/publications/rdp/1991/9105/references.html
Testing the Exogeneity of Nominal Wage Growth
1 Jul 1991
RDP
9105
The variance decomposition assigns the total variance of the k-step ahead forecast error to innovations in the variables of the system, via the MA representation.
https://www.rba.gov.au/publications/rdp/1991/9105/testing-the-exogeneity-of-nominal-wage-growth.html