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RBA Glossary definition for RBA

RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.

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Estimates of Uncertainty around the RBA's Forecasts

12 Nov 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-07.html

Estimates of Uncertainty around the RBA's Forecasts

1 Nov 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-07/

Data for RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts

12 Nov 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/2012-07-data.html

Data

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts 2. Data. ... SMP. At the risk of over-simplifying, we refer to all these forecasts as ‘RBA forecasts’ even though many of them have little official status.
https://www.rba.gov.au/publications/rdp/2012/2012-07/data.html

Appendix A: Measures of Uncertainty Presented by Foreign Central Banks

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts Appendix A: Measures of Uncertainty Presented by Foreign Central Banks.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-a.html

Appendix B: Data

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts Appendix B: Data. ... The RBA produces several different forecasts throughout a quarter, of which we use one.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-b.html

Appendix C: Percentiles of Forecast Errors

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts Appendix C: Percentiles of Forecast Errors.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-c.html

Appendix D: Comparisons with Errors from Null Alternatives

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Download the Paper 690. KB. Table D1: Underlying Inflation Forecast RMSEs – RBA and Random Walk. ... 1993:Q1–2011:Q4. Horizon. RMSE. Significance. R. 2. (quarters ahead). RBA. Random walk.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-d.html

How Do These Estimates Compare?

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Table 1 compares the RBA's forecast errors with those of uninformative alternatives. ... Horizon. RMSE. Significance. (quarters ahead). RBA. Consensus. Ratio. p-value. 0. 0.80.
https://www.rba.gov.au/publications/rdp/2012/2012-07/how-estimates-compare.html

Alternatives and Limitations

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
RDP 2012-07: Estimates of Uncertainty around the RBA's Forecasts 6. Alternatives and Limitations.
https://www.rba.gov.au/publications/rdp/2012/2012-07/alt-limitations.html