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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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An Empirical Comparison of Alternative Measures

31 Dec 2006 RDP 2006-03
James Hansen
54.0. Melbourne – constant. Prices growth. (a). 8.5. 8.8. 8.7. RMSE. ... Brisbane – constant. Prices growth. (a). 6.0. 6.3. 6.3. RMSE. 25.0.
https://www.rba.gov.au/publications/rdp/2006/2006-03/an-empirical-comparison-of-alternative-measures.html

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

Component-smoothed Inflation: Estimating the Persistent Component of Inflation in Real Time

11 Dec 2006 RDP PDF 312KB
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/pdf/rdp2006-11.pdf

Underlying Inflation Concepts and Alternative Measures

31 Dec 2005 RDP 2005-05
Ivan Roberts
Bryan and Cecchetti (1994) suggest that the optimal trim can be found by searching across different trims and choosing the time-invariant trim that minimises the root mean squared error (RMSE) ... in the calculation of the RMSE and mean absolute
https://www.rba.gov.au/publications/rdp/2005/2005-05/underlying-inflation-concepts-measures.html

Underlying Inflation: Concepts, Measurement and Performance

21 Jul 2005 RDP PDF 191KB
found by searching across different trims and choosing the time-invariant trim that minimises the root mean squared error (RMSE) when the underlying measure is compared to a ‘benchmark’. ... in the calculation of the RMSE and mean absolute deviation
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-05.pdf

Results

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
RMSE of forecasts for quarterly inflation (one quarter ahead). 1976–1980. 0.36. ... 0.21. RMSE of forecasts for year-ended inflation (one year ahead). 1976–1980.
https://www.rba.gov.au/publications/rdp/2003/2003-12/results.html
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Appendix A: Income Imputation and Results

31 Dec 2003 RDP 2003-09
Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson
2. 0.204. RMSE. $26,000. RMSE. $19,000. RMSE. $20,500. Note: , and represent significants at 1, 5 and 10 per cent levels.
https://www.rba.gov.au/publications/rdp/2003/2003-09/appendix-a.html
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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

Results

31 Dec 2000 RDP 2000-02
Andrea Brischetto and Graham Voss
RMSE for forecast sample: 1990:Q1–1999:Q1. Forecast horizon (quarters). p. 1. 2. ... horizon. All RMSE statistics are in terms of levels of the activity series.
https://www.rba.gov.au/publications/rdp/2000/2000-02/results.html

Appendix C: Forecast Performance

1 May 1999 RDP 1999-04
James Engel and Marianne Gizycki
0.049. RMSE. 0.098. 0.094. 0.103. 0.377. 0.108. MAPE. 482.510. 640.474. 431.204. ... 0.048. RMSE. 0.097. 0.094. 0.100. 0.111. 0.094. MAPE. 448.560. 640.634. 584.847.
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-c.html
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