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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Appendix A: Income Imputation and Results

31 Dec 2003 RDP 2003-09
Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson
2. 0.204. RMSE. $26,000. RMSE. $19,000. RMSE. $20,500. Note: , and represent significants at 1, 5 and 10 per cent levels.
https://www.rba.gov.au/publications/rdp/2003/2003-09/appendix-a.html
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Measuring Core Inflation

1 Sep 1998 RDP 9810
Jonathan Kearns
The RMSE from a five-quarter moving average declines even more sharply than the MAD for very small trims. ... Seasonal adjustment reduced both the size and the asymmetry of the trim that minimised the MAD and RMSE.
https://www.rba.gov.au/publications/rdp/1998/1998-10/measuring-core-inflation.html

Appendix A: Predictability of Capital Flows

21 Dec 2009 RDP 2009-09
Chris Becker and Clare Noone
The Root Mean Squared Error (RMSE) serves as a measure of the fit for each model. ... Model. RMSE. i. /RMSE. Naïve. Countries for which p-value indicates significance at 5 per cent level.
https://www.rba.gov.au/publications/rdp/2009/2009-09/appendix-a.html

Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years? | Conference – 2018

12 Apr 2018 Conferences
Warwick J McKibbin and Augustus J Panton
For the succeeding period (2012/13–2016/17), the RMSE for the May one-year-ahead nominal GDP forecast is almost twice that of inflation for the same period, although the ... 0.87. 0.70. 2007/08–2016/17. 1.45. 0.82. 1.04. 0.92. Notes: The RMSE is
https://www.rba.gov.au/publications/confs/2018/mckibbin-panton.html

THE EQUATIONS OF THE RBA82 MODEL OF THE AUSTRALIpJq ...

15 Oct 2014 RDP PDF 878KB
T1BLE 1: ME4SURES OF FIT, LINERRISED RB82 MODEL. RMSE RMSE 1959(4)-80(4) 74(l)-80(4). ... x102. For variables in logarithms, the RMSE is approximately equal to the Root Mean Squared Percentage Error of the original variables (d, Kh, x, i,.
https://www.rba.gov.au/publications/rdp/1984/pdf/rdp8401.pdf

Forecastability of Inflation

9 Nov 2009 RDP 2009-06
Jamie Hall and Jarkko Jääskelä
IT countries experienced a slightly better improvement in RMSE compared to non-IT countries, but, on average, forecast errors remain slightly smaller in the non-IT country sample. ... country breakdown of the forecast performance in Table 5, based on the
https://www.rba.gov.au/publications/rdp/2009/2009-06/for-inflation.html

Modelling Inflation in Australia

1 Jul 2010 RDP PDF 497KB
They explain around 60 per cent of the variation in quarterly underlying inflation and have root mean squared errors (RMSE) that are generally less than 0.2 percentage points. ... a) RMSE is calculated as a weighted average of manufactures and
https://www.rba.gov.au/publications/rdp/2010/pdf/rdp2010-03.pdf

The Performance of Trimmed Mean Measures of Underlying Inflation

12 Dec 2006 RDP PDF 328KB
In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures versus similar measures of trend inflation.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-10.pdf

Results

31 Dec 2006 RDP 2006-11
Christian Gillitzer and John Simon
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/2006/2006-11/results.html

Assessing the Mix-adjusted Median

31 Dec 2006 RDP 2006-04
Nalini Prasad and Anthony Richards
A RMSE is then calculated between the ‘initial’ and ‘final’ estimate of price growth for each measure. ... 0.93. 0.93. 1.00. Panel B: Deviation from trend (quarterly RMSE). Sydney.
https://www.rba.gov.au/publications/rdp/2006/2006-04/assessing-the-mix-adjusted-median.html