Search: ADL

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RBA Glossary definition for ADL

ADL – Autoregressive Distributed Lag model

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31 Dec 2006 RDP 2006-01
David Norman
To ensure comparability, the same DOLS and ADL models are estimated on Australian data. ... 0.14). 0.99. 2.73. [0.25]. DOLS model. ADL model. Price elasticity. Income elasticity.
https://www.rba.gov.au/publications/rdp/2006/2006-01/results.html

Methodology

31 Dec 2006 RDP 2006-01
David Norman
Consistent with Pesaran and Shin (1998), the ADL model is estimated as follows:. ... The DOLS and ADL specifications are used to estimate the fixed-effects model.
https://www.rba.gov.au/publications/rdp/2006/2006-01/methodology.html