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RBA Glossary definition for ADL

ADL – Autoregressive Distributed Lag model

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Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
3.3 Model Estimates. The model is estimated using a ‘one-step’ autoregressive distributed lag (ADL) specification, which means that the equilibrium relationship and short-run dynamics are estimated concurrently. ... using the ADL specification. 22
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf

The Macroeconomics of Australian Unemployment

7 Dec 2006 Conferences PDF 108KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/debelle-vickery.pdf

Explaining Import Price Inflation: A Recent History of Second Stage Pass-through

30 Nov 2009 RDP PDF 105KB
It can be re-expressed as a general linearkth-order autoregressive distributed lag (ADL) model and reparamaterised to form.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9407.pdf

Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility

1 Dec 2009 RDP PDF 458KB
AUSTRALIAN BANKING RISK: THE STOCK MARKET’SASSESSMENT AND THE RELATIONSHIP BETWEEN. CAPITAL AND ASSET VOLATILITY. Marianne Gizycki and Brenton Goldsworthy. Research Discussion Paper1999 – 09. November 1999. System Stability Department, Reserve
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf

The Macroeconomics of Australian Unemployment | Conference – 1998

9 Jun 1998 Conferences
Guy Debelle and James Vickery
Hence our initial specification for the labour demand equation is an unrestricted fourth-order autoregressive-distributed-lag (ADL) model expressed in error-correction form:. ... Standard errors in parentheses except: # for the ADL(4) model in column 1,
https://www.rba.gov.au/publications/confs/1998/debelle-vickery.html

Estimating The First Stage of Price Adjustment

1 Dec 1994 RDP 9407
Jacqueline Dwyer and Ricky Lam
that:. and represents the long-run relationship. It can be re-expressed as a general linear kth-order autoregressive distributed lag (ADL) model and reparamaterised to form an UECM.
https://www.rba.gov.au/publications/rdp/1994/9407/estimating-first-adjustment.html

Unemployment and the Australian Labour Market

7 Dec 2006 Conferences PDF 1056KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/conf-vol-1998.pdf