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RBA Glossary definition for ADL

ADL – Autoregressive Distributed Lag model

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Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

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31 Dec 2006 RDP 2006-01
David Norman
To ensure comparability, the same DOLS and ADL models are estimated on Australian data. ... 0.14). 0.99. 2.73. [0.25]. DOLS model. ADL model. Price elasticity. Income elasticity.
https://www.rba.gov.au/publications/rdp/2006/2006-01/results.html
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A Single Equation Model of Inflation

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
5.2 General to Specific Modelling. This subsection simplifies the fourth-order ADL to a parsimonious ECM. ... However, the long-run solution of the ADL is of interest, and its coefficients are well-determined:.
https://www.rba.gov.au/publications/rdp/1995/9510/single-equation-model-of-inflation.html
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Appendix C: Regression Results

1 Aug 1993 RDP 9310
Gordon Menzies and Geoffrey Heenan
Download the Paper 109. KB. Table C1: Estimates of the Auto-Regressive Distributed-Lag (ADL) Model. ... Heteroskedasticity and autocorrelation were often problems in the various versions of the ADL.
https://www.rba.gov.au/publications/rdp/1993/9310/appendix-c.html

Appendix A: Banking Groups

1 Nov 1999 RDP 1999-09
Marianne Gizycki and Brenton Goldsworthy
Table A1: Banking Groups. Adelaide Bank (ADL). January 94 – present.
https://www.rba.gov.au/publications/rdp/1999/1999-09/appendix-a.html

Romer and Romer's Approach

29 May 2017 RDP 2017-02
James Bishop and Peter Tulip
of our series of monetary policy shocks (an autoregressive distributed lag (ADL) model). ... Notes: ADL model; confidence bands indicate 90 per cent intervals; sample period is 1994:Q2–2015:Q4.
https://www.rba.gov.au/publications/rdp/2017/2017-02/romer-and-romers-approach.html
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The Baseline ECM

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
The model is estimated using a ‘one-step’ autoregressive distributed lag (ADL) specification, which means that the equilibrium relationship and short-run dynamics are estimated concurrently. ... The error correction term estimated using DOLS is
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html

Banking Deregulation – A Virtue or a Necessity? | Conference – 1991

21 Jun 1991 Conferences
Rob Ferguson
RBA Annual Conference – 1991 Banking Deregulation – A Virtue or a Necessity? Rob Ferguson. For much of the 1980s, the conventional wisdom was that banking deregulation was a wholly-virtuous process. Now in the 1990s, with the destabilisation
https://www.rba.gov.au/publications/confs/1991/ferguson.html

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

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