Search: ADL
RBA Glossary definition for ADL
ADL – Autoregressive Distributed Lag model
Search Results
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
See 2 more results from "RDP 2017-02"
The Baseline ECM
31 Dec 2015
RDP
2015-12
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
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
A more formal CLF application process will take place this year, with APRA aiming to finalise the size of each ADl's CLF by 30 September.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html
Results
31 Dec 2006
RDP
2006-01
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
See 1 more results from "RDP 2006-01"
Appendix A: Banking Groups
1 Nov 1999
RDP
1999-09
Table A1: Banking Groups. Adelaide Bank (ADL). January 94 – present.
https://www.rba.gov.au/publications/rdp/1999/1999-09/appendix-a.html
The Macroeconomics of Australian Unemployment | Conference – 1998
9 Jun 1998
Conferences
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
A Single Equation Model of Inflation
1 Nov 1995
RDP
9510
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
See 3 more results from "RDP 9510"
Estimating The First Stage of Price Adjustment
1 Dec 1994
RDP
9407
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
Appendix C: Regression Results
1 Aug 1993
RDP
9310
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