Search: ADL
RBA Glossary definition for ADL
ADL – Autoregressive Distributed Lag model
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Banking Deregulation – A Virtue or a Necessity? | Conference – 1991
21 Jun 1991
Conferences
RBA Annual Conference – 1991 Banking Deregulation – A Virtue or a Necessity? Rob Ferguson. For much of the 1980s, the conventional wisdom was that banking deregulation was a wholly-virtuous process. Now in the 1990s, with the destabilisation
https://www.rba.gov.au/publications/confs/1991/ferguson.html
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
Explaining the Recent Performance of Australia’s Manufactured Exports
30 Nov 2009
RDP
PDF
108KB
EXPLAINING THE RECENT PERFORMANCE OF AUSTRALIA'SMANUFACTURED EXPORTS. Gordon Menzies and Geoffrey Heenan. Research Discussion Paper9310. August 1993. Economic Group. Reserve Bank of Australia. We are grateful to Adrian Blundell-Wignall for
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.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
The Macroeconomics of Australian Unemployment | Conference – 1998
9 Jun 1998
Conferences
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
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
Estimating The First Stage of Price Adjustment
1 Dec 1994
RDP
9407
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
Financial Stability Review March 2014
26 Mar 2014
FSR
March 2014
PDF
1956KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/0314.pdf
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
A more formal CLF application process will take place this year, with APRA aiming to finalise the size of each ADl's CLF by 30 September.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html