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RBA Glossary definition for ECM

ECM – Error-correction ratio

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Appendix 2: Design of the Empirical ECM

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
RDP 9510: Modelling Inflation in Australia Appendix 2: Design of the Empirical ECM. ... autoregressive distributed lag for the CPI is simplified to the ECM in (17).
https://www.rba.gov.au/publications/rdp/1995/9510/appendix-2.html
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The Baseline ECM

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
RDP 2015-12: Modelling the Australian Dollar 3. The Baseline ECM. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. ... Download the Paper 1.39. MB. The baseline ECM is specified to address the following question:.
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html
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Appendix 4: Error Correction Model Results

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
RDP 9304: Exchange Rate Pass-Through: The Different Responses of Importers and Exporters Appendix 4: Error Correction Model Results. Jacqueline Dwyer, Christopher Kent and Andrew Pease. May 1993. Download the Paper 115. KB. dependent variable –
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-4.html
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Appendix C: Time Series Properties and Model Selection

31 Dec 2003 RDP 2003-03
Nikola Dvornak, Marion Kohler and Gordon Menzies
Finally, we compared our results from the VECM estimation with ECM and OLS estimates to ensure the signs and magnitudes were similar. ... In Table C6 we present each VECM estimate and the corresponding ECM estimate.
https://www.rba.gov.au/publications/rdp/2003/2003-03/appendix-c.html
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Appendix B: Levels or Differences?

31 Dec 2014 RDP 2014-12
Daniel Rees, David Lancaster and Richard Finlay
Table B1 shows the results for Model 2 estimated in error correction form (ECM). ... However, the variances of some of the shocks are smaller in the ECM model.
https://www.rba.gov.au/publications/rdp/2014/2014-12/appendix-b.html

Appendix A: Empirical Estimates of Australia's Co-Movement With Foreign Business Cycles

1 Nov 1996 RDP 9607
Nicolas de Roos and Bill Russell
Coefficient on growth in US GDP is 0.5 and on the ECM 0.48. ... Methodology Unrestricted ECM between Australian GDP, OECD GDP and components of Australian GDP.
https://www.rba.gov.au/publications/rdp/1996/9607/appendix-a.html

Appendix C: Supplementary Results and Robustness

31 Dec 2004 RDP 2004-01
Ellis Connolly and Marion Kohler
represent significance at 5 and 10 per cent levels. Standard errors on the long-run variables in the ECMs are calculated using a Bewley Transformation. ... Table C2: Supplementary ECM Results for Voluntary Saving Equations. Long-run coefficients only,
https://www.rba.gov.au/publications/rdp/2004/2004-01/appendix-c.html
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Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
With this purpose in mind, the paper also discusses several extensions to the ECM. ... 3. The Baseline ECM. The baseline ECM is specified to address the following question:.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf

MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
theory.3 Most of the model’s estimated equations are error correction models (ECMs).4 This. ... We model dwelling investment using an ECM with consumption, real mortgage interest rates and.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

Results

31 Dec 2007 RDP 2007-09
Lynne Cockerell and Steven Pennings
To allow for the potential non-stationarity of the series, error-correction models (ECMs) of the following form are estimated:. ... Table 2: Investment ECM – Narrow Specification. Equipment (1). 1974–2006. Building (2).
https://www.rba.gov.au/publications/rdp/2007/2007-09/results.html