Search: MAEs
RBA Glossary definition for MAEs
MAEs – Major advanced economies
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The Performance of Exchange Rate Forecasts
19 Nov 2012
RDP
PDF
692KB
latter, having both a smaller MAE and MSE. This superiority of the mean. ... forecasts on the MAE criterion, and five beating the group mean forecasts on.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8609.pdf
Appendix C: Forecast Performance
1 May 1999
RDP
1999-04
ME. 0.004. 0.004. 0.009. 0.005. 0.005. MAE. 0.049. 0.047. 0.054. 0.049. ... ME. 0.004. 0.004. 0.008. 0.004. 0.004. MAE. 0.048. 0.047. 0.053. 0.046.
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-c.html
List of tables
10 Sep 2008
FSR
– September 2008
7 Sept 08. – Fannie Mae and Freddie Mac placed into conservatorship under the control of the Federal Housing Finance Agency with a number of measures taken to help these agencies maintain
https://www.rba.gov.au/publications/fsr/2008/sep/tables.html
Performance of Individual Forecasters
1 Jul 1986
RDP
8609
As expected, forecasters who do well using the MAE criterion also do well using the MSE criterion. ... 01). No forecaster was able to provide forecasts superior to the group mean forecasts in both markets on both the MAE and MSE criteria.
https://www.rba.gov.au/publications/rdp/1986/8609/performance-of-individual-forecasters.html
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Appendix A: Sources of Data
14 Jun 2016
RDP
2016-04
Series. Notes. Sample period. Unit. Source. Housing prices. Index based on repeat sales of single-family properties that have mortgages which have been purchased or securitised by Fannie Mae or Freddie
https://www.rba.gov.au/publications/rdp/2016/2016-04/appendix-a.html
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Box A: Global Recovery Rates on Corporate Defaults
24 Mar 2010
FSR
- March 2010
PDF
88KB
https://www.rba.gov.au/publications/fsr/2010/mar/pdf/box-a.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
used by Standard and Poor’s and Fannie Mae, all of which show values in the range of 7 to 13 per.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Box A: Global Recovery Rates on Corporate Defaults
10 Mar 2010
FSR
– March 2010
A few financial institutions, namely Fannie Mae, Freddie Mac and Bradford & Bingley, had recovery rates close to 100 per cent after receiving government guarantees on their senior unsecured bonds.
https://www.rba.gov.au/publications/fsr/2010/mar/box-a.html
The Global Financial Environment
10 Sep 2008
FSR
– September 2008
In July and August, the authorities then became very concerned about the growing loss of confidence in Fannie Mae and Freddie Mac, the government sponsored housing enterprises. ... In particular, Fannie Mae and Freddie Mac will increase their purchases
https://www.rba.gov.au/publications/fsr/2008/sep/global-fin-env.html
Financial Stability Review – September 2008
13 Oct 2008
FSR
– September 2008
PDF
692KB
https://www.rba.gov.au/publications/fsr/2008/sep/pdf/0908.pdf