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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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The Performance of Trimmed Mean Measures of Underlying Inflation

12 Dec 2006 RDP PDF 328KB
In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures versus similar measures of trend inflation.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-10.pdf

Results

31 Dec 2006 RDP 2006-11
Christian Gillitzer and John Simon
d) Root-mean-squared error (RMSE) of difference in inflation rates from a centred 9-term Henderson trend, in percentage points. ... b) The seasonally adjusted series produced by the BLS. (c) RMSE of difference in inflation rates from a centred 23-term
https://www.rba.gov.au/publications/rdp/2006/2006-11/results.html

Assessing the Mix-adjusted Median

31 Dec 2006 RDP 2006-04
Nalini Prasad and Anthony Richards
A RMSE is then calculated between the ‘initial’ and ‘final’ estimate of price growth for each measure. ... 0.93. 0.93. 1.00. Panel B: Deviation from trend (quarterly RMSE). Sydney.
https://www.rba.gov.au/publications/rdp/2006/2006-04/assessing-the-mix-adjusted-median.html

The Fit of the Model

1 Aug 1984 RDP 8401
J.G. Fahrer, R.W. Rankin and J.C. Taylor
TABLE 1: MEASURES OF FIT, LINEARISED RBA82 MODEL. RMSE. RMSE. 1959(4)–80(4). ... LINEARISED MODELS). RMSE 1963(2) – 1974(4). RBA76. RBA82. log d. 2.62.
https://www.rba.gov.au/publications/rdp/1984/8401/the-fit-of-the-model.html

Appendix C: Imputation of Household Income in HILDA

31 Dec 2003 RDP 2003-08
Gianni La Cava and John Simon
The root mean square error (RMSE) is about $26,000. In the regression model for Type II households our model explains about 46 per cent of the variation in individuals' wage ... In the regression model for Type III households our model explains nearly 21
https://www.rba.gov.au/publications/rdp/2003/2003-08/appendix-c.html

Inflation Volatility and Forecast Accuracy

30 Oct 2009 RDP PDF 507KB
For both models,the root mean squared error (RMSE) fell substantially from the first to the second. ... In other words,it always predicts no change in inflation. We also present the RMSEs of a.
https://www.rba.gov.au/publications/rdp/2009/pdf/rdp2009-06.pdf

An Empirical BVAR-DSGE Model of the Australian Economy

2 Feb 2015 RDP PDF 657KB
model (as measured by their root meansquared error (RMSE)). ... the forecasting performance across models primarilyby their RMSE and their bias.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf

Monetary Policy Goals for Inflation in Australia

30 Nov 2009 RDP PDF 85KB
0.23 0.29. RMSE 1.27 1.21. # Announced in August of preceding year. ... 7 The weighted average RMSE of the individual OECD forecasts for the G7 countries over theperiod 1974-1992 was 1.5 per cent.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9503.pdf

The Information Content of Financial Aggregates in Australia

1 Dec 2009 RDP PDF 278KB
21 The ratios of the root mean squared error (RMSE) is comparable to the Theil-U statistic used. ... in forecast evaluation that compares a forecast RMSE to that of a random walk forecast.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9606.pdf

Bulletin March Quarter 2017

10 Feb 2020 Bulletin March Quarter 2017 PDF 6757KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-reserve-bank-bulletin.pdf