Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
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A Perspective
12 Feb 2007
Conferences
PDF
30KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/pagan.pdf
Exchange Rates and Fundamentals: A Generalization
3 Dec 2007
Research Workshop
PDF
323KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/nason.pdf
A Perspective | Conference – 1993
12 Jul 1993
Conferences
If the ECM term is included, the BWFH model actually has a much lower bias in forecasts than the random walk model, although it exhibits a slightly larger standard deviation. ... Another possibility would be to introduce a non-linear function of the
https://www.rba.gov.au/publications/confs/1993/pagan.html
Discussion of Determinants of Agricultural and Mineral Commodity Prices
10 May 2010
Conferences
PDF
186KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/frankel-rose-disc.pdf
Discussion on Determinants of Agricultural and Mineral Commodity Prices | Conference – 2009
17 Aug 2009
Conferences
One way of modelling this short-run dependence might be to estimate a seemingly unrelated regression (SUR) on individual error correction mechanism (ECM) relationships. ... A VECM or system ECM approach might shed some different light on what drives
https://www.rba.gov.au/publications/confs/2009/frankel-rose-disc.html
Prospects for Output and Employment Growth with Steady Inflation
7 Dec 2006
Conferences
PDF
86KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/dungey-pitchford.pdf
Microeconomics of the Australian Labour Market
7 Dec 2006
Conferences
PDF
65KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/freebairn.pdf
Microeconomics of the Australian Labour Market | Conference – 1998
9 Jun 1998
Conferences
Stacey and Downes (1995). Neoclassical firm investment, employment and pricing. 1971(1)–1995(1) ECM.
https://www.rba.gov.au/publications/confs/1998/freebairn.html
The Exchange Rate and the Current Account
12 Feb 2007
Conferences
PDF
195KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/bullock-grenville-heenan.pdf
The Exchange Rate and the Current Account | Conference – 1993
12 Jul 1993
Conferences
RBA Annual Conference – 1993 The Exchange Rate and the Current Account Michele Bullock, Stephen Grenville and Geoffrey Heenan. 1. Introduction. Other papers at this Conference (particularly Pitchford and Blundell-Wignall, Fahrer and Heath) examine
https://www.rba.gov.au/publications/confs/1993/bullock-grenville-heenan.html