Search: ADL

Sort by: Relevance Date
1–3 of 3 collapsed search results for ADL

RBA Glossary definition for ADL

ADL – Autoregressive Distributed Lag model

Search Results

Romer and Romer's Approach

29 May 2017 RDP 2017-02
James Bishop and Peter Tulip
of our series of monetary policy shocks (an autoregressive distributed lag (ADL) model). ... Notes: ADL model; confidence bands indicate 90 per cent intervals; sample period is 1994:Q2–2015:Q4.
https://www.rba.gov.au/publications/rdp/2017/2017-02/romer-and-romers-approach.html

Anticipatory Monetary Policy and the ‘Price Puzzle’

1 May 2017 RDP 2017-02
James Bishop and Peter Tulip
of our series of monetary policy shocks (an autoregressive distributed lag (ADL) model). ... Notes: ADL model; confidence bands indicate 90 per cent intervals; sample period is 1994:Q2–2015:Q4.
https://www.rba.gov.au/publications/rdp/2017/2017-02/full.html

Robustness to Alternative Specifications

29 May 2017 RDP 2017-02
James Bishop and Peter Tulip
The policy experiment considered here involves a less persistent shock to policy than the permanent shock we simulated in the ADL model. ... Accordingly, while the responses of output and prices are qualitatively similar to the ADL models, they tend to
https://www.rba.gov.au/publications/rdp/2017/2017-02/robustness-to-alternative-specifications.html