Search: MAEs
RBA Glossary definition for MAEs
MAEs – Major advanced economies
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Appendix C: Forecast Performance
1 May 1999
RDP
1999-04
ME. 0.004. 0.004. 0.009. 0.005. 0.005. MAE. 0.049. 0.047. 0.054. 0.049. ... ME. 0.004. 0.004. 0.008. 0.004. 0.004. MAE. 0.048. 0.047. 0.053. 0.046.
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-c.html
Discussion on Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference –…
14 Jul 2008
Conferences
the net worth of all institutions – even those with what had appeared to be unimpeachable credentials like Freddie Mac and Fannie Mae – spirals downwards in the mayhem. ... There has been a call here in Australia for the creation of a new institution
https://www.rba.gov.au/publications/confs/2008/davis-disc.html
Performance of Individual Forecasters
1 Jul 1986
RDP
8609
As expected, forecasters who do well using the MAE criterion also do well using the MSE criterion. ... 01). No forecaster was able to provide forecasts superior to the group mean forecasts in both markets on both the MAE and MSE criteria.
https://www.rba.gov.au/publications/rdp/1986/8609/performance-of-individual-forecasters.html
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Appendix A: Sources of Data
14 Jun 2016
RDP
2016-04
Series. Notes. Sample period. Unit. Source. Housing prices. Index based on repeat sales of single-family properties that have mortgages which have been purchased or securitised by Fannie Mae or Freddie
https://www.rba.gov.au/publications/rdp/2016/2016-04/appendix-a.html
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The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008
14 Jul 2008
Conferences
Section 6 looks at the problem of regulatory competition and illustrates it with the controls placed on Fannie Mae and Freddie Mac, which in the view of this paper played a ... At the same time, the OFHEO, which was the Fannie Mae and Freddie Mac
https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html
Institutional Background
31 Dec 2013
RDP
2013-05
The agency market includes mortgages securitised by government-sponsored enterprises (GSEs), such as the Federal National Mortgage Association (Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie Mac).
https://www.rba.gov.au/publications/rdp/2013/2013-05/institutional-background.html
Developing Housing Finance Systems | Conference – 2012
20 Aug 2012
Conferences
The securitisers can be public (such as Cagamas Berhad in Malaysia, or Fannie Mae, Freddie Mac or Ginnie Mae in the United States) or private (such as GE Capital); the investors ... For example, the development of Fannie Mae in the United States stemmed
https://www.rba.gov.au/publications/confs/2012/warnock-warnock.html
Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011
16 Aug 2011
Conferences
The TIC data allow a further division between bilateral holdings of US government bonds, agencies (essentially, holdings of the quasi-public bonds of Freddie Mac and Fannie Mae, which were often
https://www.rba.gov.au/publications/confs/2011/bayoumi-bui.html
Financial System Liquidity, Asset Prices and Monetary Policy | Conference – 2005
11 Jul 2005
Conferences
Although the assumption of continuous marking to market is not appropriate if taken literally, the ‘banks’ in my framework could be seen as the US mortgage agencies such as Fannie Mae,
https://www.rba.gov.au/publications/confs/2005/shin.html
Introduction | Conference – 2008
14 Jul 2008
Conferences
Mae and Freddie Mac.
https://www.rba.gov.au/publications/confs/2008/intro-2008.html