Search: original
RBA Glossary definition for original
original – An original time series shows the actual movements in the data over time, not seasonally adjusted.
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Appendix F: The Method of Moments Makes Sensible Multilateral Index Functions
26 Jul 2018
RDP
2018-08
The result differs somewhat from the original method of moments derivation of Rao and Hajargasht (2016), who argue that an inefficient weighting system is necessary to generate the index.
https://www.rba.gov.au/publications/rdp/2018/2018-08/appendix-f.html
Appendix C: The Model of Voltaire and Stack (1980) Equates to The Diewert Model, under Restrictive Conditions Only
26 Jul 2018
RDP
2018-08
In the original application the population is static and w. jv. =
https://www.rba.gov.au/publications/rdp/2018/2018-08/appendix-c.html
The Standard Model Needs Changing
26 Jul 2018
RDP
2018-08
In A3′ the switch to uncorrelated errors is for realism. In Diewert's original formulation the errors were assumed to be strictly exogenous and homoskedastic. ... Theil (1967) provides a derivation of the Törnqvist index using an original set-up.
https://www.rba.gov.au/publications/rdp/2018/2018-08/the-standard-model-needs-changing.html
Econometric Perspectives on Economic Measurement
1 Jul 2018
RDP
2018-08
Theil (1967) provides a derivation of the Törnqvist index using an original set-up. ... tv. is a time-varying preference parameter, explained further in the original paper.
https://www.rba.gov.au/publications/rdp/2018/2018-08/full.html
Index Numbers Share Econometric Foundations
26 Jul 2018
RDP
2018-08
tv. is a time-varying preference parameter, explained further in the original paper.
https://www.rba.gov.au/publications/rdp/2018/2018-08/index-numbers-share-econometric-foundations.html