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11–19 of 19 search results for ECM

RBA Glossary definition for ECM

ECM – Error-correction ratio

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Inflation in Australia: Measurement and Modelling

27 Nov 2006 Conferences PDF 338KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/heath-roberts-bulman.pdf

Home-buyers, Housing and the Macroeconomy

27 Nov 2006 Conferences PDF 129KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/case-quigley-shiller.pdf

Asset Prices and Monetary Policy

27 Nov 2006 Conferences PDF 2448KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/conf-vol-2003.pdf

Inflation in Australia: Measurement and Modelling | Conference – 2004

9 Aug 2004 Conferences
Alexandra Heath, Ivan Roberts and Tim Bulman
RBA Annual Conference – 2004 Inflation in Australia: Measurement and Modelling Alexandra Heath, Ivan Roberts and Tim Bulman. 1. Introduction. Since 1993, monetary policy in Australia has targeted CPI inflation of between 2 and 3 per cent, on
https://www.rba.gov.au/publications/confs/2004/heath-roberts-bulman.html

Home-buyers, Housing and the Macroeconomy | Conference – 2003

18 Aug 2003 Conferences
Karl E Case, John M Quigley and Robert J Shiller
Our time-series cross-section method is eclectic; we present analyses in levels, first differences, and in error-correction-model (ECM) forms, and with alternative assumptions about error terms and fixed
https://www.rba.gov.au/publications/confs/2003/case-quigley-shiller.html

Microeconomics of the Australian Labour Market | Conference – 1998

9 Jun 1998 Conferences
John Freebairn
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

Prospects for Output and Employment Growth with Steady Inflation | Conference – 1998

9 Jun 1998 Conferences
Mardi Dungey and John Pitchford
In Dungey and Pitchford (1998) we estimate a naive labour demand curve in error-correction model (ecm) form for a number of market segments and measures of labour and real wages.
https://www.rba.gov.au/publications/confs/1998/dungey-pitchford.html

A Perspective | Conference – 1993

12 Jul 1993 Conferences
Adrian Pagan
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

The Exchange Rate and the Current Account | Conference – 1993

12 Jul 1993 Conferences
Michele Bullock, Stephen Grenville and Geoffrey Heenan
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