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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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31 Dec 2013 RDP 2013-07
Sean Langcake and Tim Robinson
Table 4: BVECMX and BVARX Forecast Results – RMSE. Series. Including error-correction terms. ... Table 9: RMSE Without the Export Error-correction Term. Ratio to baseline model.
https://www.rba.gov.au/publications/rdp/2013/2013-07/results.html

Forecasting

31 Dec 2013 RDP 2013-07
Sean Langcake and Tim Robinson
We compare the forecasting performance across models primarily by their RMSE and their bias.
https://www.rba.gov.au/publications/rdp/2013/2013-07/forecasting.html

Appendix D: Further Results

31 Dec 2013 RDP 2013-07
Sean Langcake and Tim Robinson
Table D2: RMSE BVARX Relative to Benchmark Models. Benchmark models – excludes error-correction terms.
https://www.rba.gov.au/publications/rdp/2013/2013-07/appendix-d.html

Introduction

31 Dec 2013 RDP 2013-07
Sean Langcake and Tim Robinson
The main finding of this paper is that the BVAR-DSGE model generally improves the forecasts from the estimated DSGE model (as measured by their root mean squared error (RMSE)).
https://www.rba.gov.au/publications/rdp/2013/2013-07/introduction.html