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41–46 of 46 search results for ECM

RBA Glossary definition for ECM

ECM – Error-correction ratio

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Empirical Results

31 Dec 2000 RDP 2000-09
Alvin Tan and Graham Voss
4). Constant. 0.0466. (0.0213). 0.0545. (0.0158). 0.0384. (0.0226). 0.0502. (0.0182). ecm. ... 0.0541). ecm. t1. 0.0869. (0.0810). 0.5715. (0.2489). 0.3757. (0.1140). Δc. t1.
https://www.rba.gov.au/publications/rdp/2000/2000-09/empirical-results.html

Modelling the Real Exchange Rate

1 May 1996 RDP 9601
David Gruen and Tro Kortian
To derive the second time-series model for Australia's real exchange rate, we begin with an unrestricted error-correction model (ECM):. ... For each sample period, we use a general-to-specific modelling approach. We test sequentially larger sets of
https://www.rba.gov.au/publications/rdp/1996/9601/modelling-the-real-exchange-rate.html

Transitory and Persistent Income Inequality

31 Dec 2015 RDP 2015-15
Rosetta Dollman, Greg Kaplan, Gianni La Cava and Tahlee Stone
We next use an error components model (ECM) to decompose residual income inequality. ... The ECM has been standard in the inequality literature since Gottschalk and Moffitt (1994).
https://www.rba.gov.au/publications/rdp/2015/2015-15/transitory-and-persistent-income-inequality.html

Estimating The Second Stage of Price Adjustment

1 Dec 1994 RDP 9407
Jacqueline Dwyer and Ricky Lam
c) In the ECM, statistics for differenced terms are distributed standard t; the distribution of the lagged levels is not known.
https://www.rba.gov.au/publications/rdp/1994/9407/estimating-second-adjustment.html
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Correlations, Error-Correction and the Adjustment of Institutional Interest Rates

1 Sep 1995 RDP 9506
Gordon de Brouwer
The equilibrium relationship is conducted using a general-to-specific modelling procedure embedded in an ECM (Banerjee, Dolado, Galbraith and Hendry 1993). ... The cointegrating vector normalised on the money market interest rate is calculated from the
https://www.rba.gov.au/publications/rdp/1995/9506/correlations-error-correction-and-the-adjustment-of-institutional-interest-rates.html

A Behavioural Model of the Australian Long-Term Interest Rate

1 Nov 1996 RDP 9608
Alison Tarditi
This is achieved by estimating an unrestricted ECM of the form:.
https://www.rba.gov.au/publications/rdp/1996/9608/behavioural-model-of-the-australian-long-term-interest-rate.html