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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Forecasting Performance Comparison

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
To evaluate the forecasting performance of the models we construct out-of-sample forecasts and compute their RMSE. ... Table 4: RMSE of BVAR-DSGE 2002:Q1–2007:Q4, VAR(3). Variable. One quarter ahead.
https://www.rba.gov.au/publications/rdp/2008/2008-04/for-per-comparisons.html

Results – Estimation

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
We then evaluate the forecasts by calculating the Root-Mean-Squared Error (RMSE). ... forecasts. Table 3: RMSE of BVAR-DSGE over Different Values of λ. 2002:Q1–2007:Q4, VAR(3), percentage points.
https://www.rba.gov.au/publications/rdp/2008/2008-04/res-estimation.html

Appendix E: Varying Lag Length

23 Sep 2008 RDP 2008-04
Andrew Hodge, Tim Robinson and Robyn Stuart
Table E1: RMSE of BVAR-DSGE over Different Lags and Values of λ.
https://www.rba.gov.au/publications/rdp/2008/2008-04/appendix-e.html