Search: RMSEs

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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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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

What Caused the Decline in US Business Cycle Volatility? | Conference – 2005

11 Jul 2005 Conferences
Robert J Gordon
Two statistics on simulation errors are provided, the mean error (ME) and the root mean-squared error (RMSE). ... For both equations, the RMSE of the simulations is substantially lower than the standard error of the estimate for the 1962–94 sample
https://www.rba.gov.au/publications/confs/2005/gordon.html

A Perspective | Conference – 1993

12 Jul 1993 Conferences
Adrian Pagan
Applying a similar test to BWFH over the forecast period of 1990/91 to 1992/93 gives the result that the root-mean-squared error (RMSE) of prediction for the real
https://www.rba.gov.au/publications/confs/1993/pagan.html

Inflation, Indicators and Monetary Policy | Conference – 1992

10 Jul 1992 Conferences
Adrian Blundell-Wignall, Philip Lowe and Alison Tarditi
90Q3. 90Q4. 91Q1. 91Q2. 91Q3. 91Q4. RMSE. Actual Outcome. 6.4. 6.8. ... The RMSEs for these dynamic forecasts are well below that for the naive autoregressive model.
https://www.rba.gov.au/publications/confs/1992/blundell-wignall-lowe-tarditi.html

A Perspective

12 Feb 2007 Conferences PDF 30KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/pagan.pdf

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

Inflation in Australia: Measurement and Modelling | Conference – 2004

9 Aug 2004 Conferences
Alexandra Heath, Ivan Roberts and Tim Bulman
a ‘reference’ measure of core inflation (such as a 36-month-centred moving average), as indicated by root mean squared error (RMSE) or mean absolute deviation (MAD) statistics. ... Bryan and Cecchetti (1994) propose that the optimal trim can be found
https://www.rba.gov.au/publications/confs/2004/heath-roberts-bulman.html

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

10 Feb 2020 Conferences PDF 1677KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-mckibbin-panton.pdf

Central Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf

What Caused the Decline in US Business Cycle Volatility?

27 Nov 2006 Conferences PDF 333KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/gordon.pdf