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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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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

A Tale of Two Surveys: Household Debt and Financial Constraints in Australia

2 Dec 2009 RDP PDF 168KB
A TALE OF TWO SURVEYS: HOUSEHOLD DEBT AND FINANCIAL CONSTRAINTS IN AUSTRALIA. Gianni La Cava and John Simon. Research Discussion Paper 2003-08. July 2003. Economic Research Reserve Bank of Australia. The authors thank Jeremy Lawson for assisting in
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-08.pdf

A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance

19 Nov 2012 RDP PDF 1760KB
Judged by the root mean square error. (RMSE) over the sample period, both the average market participants' four-week. ... RMSE for the no-change forecast of 3.1 %. 6 Table 2 reports estimates of equation (3).
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf

An Empirical Comparison of Alternative Measures

31 Dec 2006 RDP 2006-03
James Hansen
54.0. Melbourne – constant. Prices growth. (a). 8.5. 8.8. 8.7. RMSE. ... Brisbane – constant. Prices growth. (a). 6.0. 6.3. 6.3. RMSE. 25.0.
https://www.rba.gov.au/publications/rdp/2006/2006-03/an-empirical-comparison-of-alternative-measures.html

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

The Stability of Money Demand

1 May 1987 RDP 8703
Adrian Blundell-Wignall and Susan Thorp
1.143. 2.84. RMSE. b. =0.029. 0.097. 5. γ. 2. = 0. ... 2.769). 0.00. 0.962. 2.95. RMSE. b. =0.014. 0.087. 5. γ. 2. =
https://www.rba.gov.au/publications/rdp/1987/8703/the-stability-of-money-demand.html

Underlying Inflation: Concepts, Measurement and Performance

21 Jul 2005 RDP PDF 191KB
found by searching across different trims and choosing the time-invariant trim that minimises the root mean squared error (RMSE) when the underlying measure is compared to a ‘benchmark’. ... in the calculation of the RMSE and mean absolute deviation
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-05.pdf

Multivariate Modelling

1 Aug 1986 RDP 8612
Jeffrey R. Sheen
is the optimal forecast and. is the forecast error. By comparing the root mean square error (RMSE) of μ to. , ... Max. Min. RMSE. Australia. M3 (monthly). μ. 011. 009. –. –. 014. 587. 053. 99. 66. –. μ. 012. 005. –. –. –. F. 0.0008. 010.
https://www.rba.gov.au/publications/rdp/1986/8612/multivariate-modelling.html

Is it Possible to Pick Good Forecasters?

1 Aug 1983 RDP 8302
Ian Macfarlane and J.R. Hawkins
It is tempting to award points to the forecasts that did best on average, judged by both RMSE and correlation. ... That is, the forecasters were ranked from one to twelve by the size of their RMSE for each variable for each year.
https://www.rba.gov.au/publications/rdp/1983/8302/is-it-possible-to-pick-good-forecasters.html

An Assessment of Estimates of the Output Gap

1 Aug 1998 RDP 9809
Gordon de Brouwer
RMSE. 0.0030. 0.0022. 0.0021. 0.0026. 0.0015. 0.0021. 0.0016. Mean absolute error. ... 0.0028. 0.0020. 0.0019. 0.0023. 0.0014. 0.0019. 0.0015. Note: RMSE is the root mean square error.
https://www.rba.gov.au/publications/rdp/1998/1998-09/assessment-of-estimates-of-the-output-gap.html