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RBA Glossary definition for ADL

ADL – Autoregressive Distributed Lag model

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The Macroeconomics of Australian Unemployment

7 Dec 2006 Conferences PDF 108KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/debelle-vickery.pdf

The Macroeconomics of Australian Unemployment | Conference – 1998

9 Jun 1998 Conferences
Guy Debelle and James Vickery
Hence our initial specification for the labour demand equation is an unrestricted fourth-order autoregressive-distributed-lag (ADL) model expressed in error-correction form:. ... Standard errors in parentheses except: # for the ADL(4) model in column 1,
https://www.rba.gov.au/publications/confs/1998/debelle-vickery.html

Explaining the Recent Performance of Australia’s Manufactured Exports

30 Nov 2009 RDP PDF 108KB
EXPLAINING THE RECENT PERFORMANCE OF AUSTRALIA'SMANUFACTURED EXPORTS. Gordon Menzies and Geoffrey Heenan. Research Discussion Paper9310. August 1993. Economic Group. Reserve Bank of Australia. We are grateful to Adrian Blundell-Wignall for
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9310.pdf

Explaining Import Price Inflation: A Recent History of Second Stage Pass-through

30 Nov 2009 RDP PDF 105KB
It can be re-expressed as a general linearkth-order autoregressive distributed lag (ADL) model and reparamaterised to form.
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9407.pdf

Australian Banking Risk: The Stock Market’s Assessment and the Relationship Between Capital and Asset Volatility

1 Dec 2009 RDP PDF 458KB
AUSTRALIAN BANKING RISK: THE STOCK MARKET’SASSESSMENT AND THE RELATIONSHIP BETWEEN. CAPITAL AND ASSET VOLATILITY. Marianne Gizycki and Brenton Goldsworthy. Research Discussion Paper1999 – 09. November 1999. System Stability Department, Reserve
https://www.rba.gov.au/publications/rdp/1999/pdf/rdp1999-09.pdf

Estimating The First Stage of Price Adjustment

1 Dec 1994 RDP 9407
Jacqueline Dwyer and Ricky Lam
that:. and represents the long-run relationship. It can be re-expressed as a general linear kth-order autoregressive distributed lag (ADL) model and reparamaterised to form an UECM.
https://www.rba.gov.au/publications/rdp/1994/9407/estimating-first-adjustment.html

Unemployment and the Australian Labour Market

7 Dec 2006 Conferences PDF 1056KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/conf-vol-1998.pdf