Search: ADL
RBA Glossary definition for ADL
ADL – Autoregressive Distributed Lag model
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Romer and Romer's Approach
29 May 2017
RDP
2017-02
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
Anticipatory Monetary Policy and the ‘Price Puzzle’
1 May 2017
RDP
2017-02
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/full.html
Robustness to Alternative Specifications
29 May 2017
RDP
2017-02
The policy experiment considered here involves a less persistent shock to policy than the permanent shock we simulated in the ADL model. ... Accordingly, while the responses of output and prices are qualitatively similar to the ADL models, they tend to
https://www.rba.gov.au/publications/rdp/2017/2017-02/robustness-to-alternative-specifications.html