Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
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The Future of Inflation Targeting: Proceedings of a Conference
18 Apr 2012
Conferences
PDF
1390KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/conf-vol-2004.pdf
Inflation in an Era of Relative Price Shocks: Proceedings of a Conference
12 May 2010
Conferences
PDF
2491KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/conf-vol-2009.pdf
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
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
12 Feb 2007
Conferences
PDF
30KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/pagan.pdf
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, International Trade and the Balance of Payments: Proceedings of a Conference
12 Feb 2007
Conferences
PDF
1144KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/conf-vol-1993.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
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