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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Appendix D: Estimation Results for Full Set of Explanatory Variables

31 Jan 2023 RDP 2023-01
Tom Cusbert
0.212. 0.227. 0.179. RMSE. 0.30. 0.20. 0.87. 0.68. Note: , and denote statistical significance at the 1, 5 and 10 per cent levels, respectively.
https://www.rba.gov.au/publications/rdp/2023/2023-01/appendix-d.html
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The Role of Auctions and Negotiation in Housing Prices

19 Dec 2019 Research Workshop PDF 4167KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-hansen.pdf

Estimation Results

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Errors in predicting actual conditions in years 1996 to 2015. RMSEs for predictions of conditions in:. ... Compared with the size of the RMSEs themselves, such differences seem relatively unimportant.
https://www.rba.gov.au/publications/rdp/2017/2017-01/estimation-results.html
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Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve’s Approach

27 Feb 2017 RDP PDF 1444KB
forecast errors (RMSEs) made by various private and government forecasters over the past twenty. ... equal to the median forecasts plus or minus historical RMSEs at different horizons cover.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-01.pdf

Forthcoming in Economic Record December 1983 ECONOMIC FORECASTS AND ...

23 Feb 2017 RDP PDF 762KB
choose between most of the forecasters. For example,. for GOP, the RMSE of the average of the forecasts was. ... of their RMSE for each variable for each year. Rank. correlation coefficients were then calculated for.
https://www.rba.gov.au/publications/rdp/1983/pdf/rdp8302.pdf

Econometric Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
The aggregate level of credit losses predicted by Model C fits actual losses quite closely (the RMSE is 0.15), so this model provides a macro-level explanation that, while suffering ... This omission of lending standards is partly responsible for the
https://www.rba.gov.au/publications/rdp/2015/2015-06/eco-analysis.html

Forecasts

11 Sep 2015 RDP 2015-04
Christian Gillitzer
Each number in the table represents the root mean squared error (RMSE) of the forecast relative to the RMSE of an autoregressive forecast; numbers less than unity indicate improved forecast accuracy
https://www.rba.gov.au/publications/rdp/2015/2015-04/forecasts.html

Credit Losses at Australian Banks: 1980–2013

8 May 2015 RDP PDF 1495KB
Research Discussion Paper. Credit Losses at Australian Banks: 1980–2013. David Rodgers. RDP 2015-06. The contents of this publication shall not be reproduced, sold or distributed without the prior consent of the Reserve Bank of Australia and,
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-06.pdf

The Sticky Information Phillips Curve: Evidence for Australia

15 Apr 2015 RDP PDF 737KB
Each number in the table represents the root meansquared error (RMSE) of the forecast relative to the RMSE of an autoregressiveforecast; numbers less than unity indicate improved forecast accuracy relative toan
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-04.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