Search: RMSEs
RBA Glossary definition for RMSEs
RMSEs – Root Mean Squared Errors
Search Results
Volatility in International Capital Movements
15 Dec 2009
RDP
PDF
240KB
The Root Mean Squared Error (RMSE) serves as a measure of the fit for each model. ... However, for emerging economies the average RMSE for the naïve model is more than twice as large as that for industrialised countries (not shown).
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-09.pdf
The Sticky Information Phillips Curve: Evidence for Australia
15 Apr 2015
RDP
PDF
737KB
Each number in the table represents the root meansquared error (RMSE) of the forecast relative to the RMSE of an autoregressiveforecast; numbers less than unity indicate improved forecast accuracy relative toan
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-04.pdf
An Estimated Small Open Economy Model with Labour Market Frictions
13 Dec 2012
Research Workshop
PDF
787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf
A Weekly Model of the Floating Australian Dollar
19 Nov 2012
RDP
PDF
1139KB
By comparing the root mean square. error (RMSE) of to F, one can deduce the benefit from using the Muth. ... expectations used. In section 2.3, more complex models are introduced. RMSE.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8612.pdf
Combining Multivariate Density Forecasts Using Predictive Criteria
14 May 2008
RDP
PDF
352KB
While point forecast combinationsare usually evaluated according to root mean squared errors (RMSE), the criteriafor evaluating density forecasts are less clear cut. ... For point forecasts,accuracy is usually interpreted to mean that the forecast errors
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-02.pdf
The Role of Auctions and Negotiation in Housing Prices
19 Dec 2019
Research Workshop
PDF
4167KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-hansen.pdf
The Performance of Trimmed Mean Measures of Underlying Inflation
27 Mar 2013
RDP
PDF
406KB
6. average of monthly headline CPI inflation rates. In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures with respect to similar measures of trend
https://www.rba.gov.au/publications/rdp/2006/pdf/brischetto-richards-final-paper-2007-05.pdf
Component-smoothed Inflation: Estimating the Persistent Component of Inflation in Real Time
11 Dec 2006
RDP
PDF
312KB
d) Root-mean-squared error (RMSE) of difference in inflation rates from a centred 9-term Henderson trend, in percentage points. ... b) The seasonally adjusted series produced by the BLS. (c) RMSE of difference in inflation rates from a centred 23-term
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-11.pdf
Combining Forecast Densities from VARs with Uncertain Instabilities
4 Dec 2007
Research Workshop
PDF
194KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/vahey-nicolaisen.pdf
Credit Losses at Australian Banks: 1980–2013
8 May 2015
RDP
PDF
1495KB
Research Discussion Paper. Credit Losses at Australian Banks: 1980–2013. David Rodgers. RDP 2015-06. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf