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
Discussion of Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?
22 Oct 2008
Conferences
PDF
66KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/davis-disc.pdf
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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Discussion on Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference –…
14 Jul 2008
Conferences
the net worth of all institutions – even those with what had appeared to be unimpeachable credentials like Freddie Mac and Fannie Mae – spirals downwards in the mayhem. ... There has been a call here in Australia for the creation of a new institution
https://www.rba.gov.au/publications/confs/2008/davis-disc.html
The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Section 6 looks at the problem of regulatory competition and illustrates it with the controls placed on Fannie Mae and Freddie Mac, which in the view of this paper played a ... At the same time, the OFHEO, which was the Fannie Mae and Freddie Mac
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
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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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
Developing Housing Finance Systems
10 Dec 2012
Conferences
PDF
710KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/warnock-warnock.pdf
Developing Housing Finance Systems | Conference – 2012
20 Aug 2012
Conferences
The securitisers can be public (such as Cagamas Berhad in Malaysia, or Fannie Mae, Freddie Mac or Ginnie Mae in the United States) or private (such as GE Capital); the investors ... For example, the development of Fannie Mae in the United States stemmed
https://www.rba.gov.au/publications/confs/2012/warnock-warnock.html