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RBA Glossary definition for ADL

ADL – Autoregressive Distributed Lag model

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Modelling Manufactured Exports: Evidence from Australian States

5 Apr 2006 RDP PDF 483KB
Consistent with Pesaran and Shin (1998), the ADL model is estimated as follows:. ... To ensure comparability, the same DOLS and ADL models are estimated on Australian data.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-01.pdf

Anticipatory Monetary Policy and the ‘Price Puzzle’

18 May 2017 RDP PDF 2157KB
own lagged values, and lagged values of our series of monetary policy shocks (an autoregressive distributed lag (ADL) model). ... Notes: ADL model; blue bars show the cumulated response of inflation four quarters after a permanent 1 percentage point shock
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-02.pdf

RBAFOI-151609

25 May 2016 PDF 1563KB
Documents containing information relating to a calculation of the value of the implicit government guarantee of Australian banks as a group, or of any subset of that group. Documents containing information relating to a calculation of the value of
https://www.rba.gov.au/information/foi/disclosure-log/pdf/151609.pdf

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

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

Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
3.3 Model Estimates. 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. ... using the ADL specification. 22
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.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

Developments in the Financial System Architecture

26 Mar 2014 FSR March 2014 PDF 363KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/dev-fin-sys-arch.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

Financial Stability Review March 2014

26 Mar 2014 FSR March 2014 PDF 1956KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/0314.pdf