Search: MAEs
RBA Glossary definition for MAEs
MAEs – Major advanced economies
Search Results
The Performance of Exchange Rate Forecasts
19 Nov 2012
RDP
PDF
692KB
latter, having both a smaller MAE and MSE. This superiority of the mean. ... forecasts on the MAE criterion, and five beating the group mean forecasts on.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8609.pdf
Appendix C: Forecast Performance
1 May 1999
RDP
1999-04
ME. 0.004. 0.004. 0.009. 0.005. 0.005. MAE. 0.049. 0.047. 0.054. 0.049. ... ME. 0.004. 0.004. 0.008. 0.004. 0.004. MAE. 0.048. 0.047. 0.053. 0.046.
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-c.html
Performance of Individual Forecasters
1 Jul 1986
RDP
8609
As expected, forecasters who do well using the MAE criterion also do well using the MSE criterion. ... 01). No forecaster was able to provide forecasts superior to the group mean forecasts in both markets on both the MAE and MSE criteria.
https://www.rba.gov.au/publications/rdp/1986/8609/performance-of-individual-forecasters.html
See 3 more results from "RDP 8609"
Appendix A: Sources of Data
14 Jun 2016
RDP
2016-04
Series. Notes. Sample period. Unit. Source. Housing prices. Index based on repeat sales of single-family properties that have mortgages which have been purchased or securitised by Fannie Mae or Freddie
https://www.rba.gov.au/publications/rdp/2016/2016-04/appendix-a.html
See 2 more results from "RDP 2016-04"
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
used by Standard and Poor’s and Fannie Mae, all of which show values in the range of 7 to 13 per.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Housing Prices, Mortgage Interest Rates and the Rising Share of Capital Income in the United States
25 May 2016
RDP
PDF
1165KB
transactions for single-family properties that involve conforming conventional mortgages. purchased or securitised by the Government-sponsored enterprises (Fannie Mae or Freddie Mac).5.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-04.pdf
Institutional Background
31 Dec 2013
RDP
2013-05
The agency market includes mortgages securitised by government-sponsored enterprises (GSEs), such as the Federal National Mortgage Association (Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie Mac).
https://www.rba.gov.au/publications/rdp/2013/2013-05/institutional-background.html
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Our estimate of foreclosure costs being 10 per cent is based on the international literature (Qi and Yang 2009) and assumptions used by Standard and Poor's and Fannie Mae, all
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
See 1 more results from "RDP 2022-03"
Housing and Housing Finance: The View from Australia and Beyond
8 Jan 2007
RDP
PDF
278KB
In the US, the so-called government-sponsored enterprises (GSEs) Fannie Mae and Freddie Mac were founded to support mortgage markets and the expansion of homeownership.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-12.pdf
Macro-prudential Policy in a Neo-Fisherian Model of Financial Innovation
12 Dec 2011
Research Workshop
PDF
1171KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/mendoza.pdf