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RBA Glossary definition for ECM

ECM – Error-correction ratio

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External Review - RBA Economic Group Forecasts and Analysis

4 Apr 2016 Speech PDF 722KB
One also needs to note that ADL equations would need to be given an ECM form since they will not produce rules that would converge to a long-run path.
https://www.rba.gov.au/speeches/2016/pdf/sp-ag-2016-04-06-external-forecast-review-final-report.pdf

The Baseline ECM

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
RDP 2015-12: Modelling the Australian Dollar 3. The Baseline ECM. Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright. ... Download the Paper 1.39. MB. The baseline ECM is specified to address the following question:.
https://www.rba.gov.au/publications/rdp/2015/2015-12/the-baseline-ecm.html
See 8 more results from "RDP 2015-12"

Transitory and Persistent Income Inequality

31 Dec 2015 RDP 2015-15
Rosetta Dollman, Greg Kaplan, Gianni La Cava and Tahlee Stone
We next use an error components model (ECM) to decompose residual income inequality. ... The ECM has been standard in the inequality literature since Gottschalk and Moffitt (1994).
https://www.rba.gov.au/publications/rdp/2015/2015-15/transitory-and-persistent-income-inequality.html

Modelling the Australian Dollar

1 Oct 2015 RDP PDF 1421KB
With this purpose in mind, the paper also discusses several extensions to the ECM. ... 3. The Baseline ECM. The baseline ECM is specified to address the following question:.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf

RBAFOI-141513

4 Mar 2015 PDF 2223KB
documents regarding foreign central bank bond purchases and levels of the Australian dollar
https://www.rba.gov.au/information/foi/disclosure-log/pdf/141513.pdf

A State-space Approach to Australian GDP Measurement

4 Feb 2015 RDP PDF 904KB
Research Discussion Paper. A State-space Approach to Australian GDP Measurement. Daniel Rees, David Lancaster and Richard Finlay. RDP 2014-12. The Discussion Paper series is intended to make the results of the current economic research within the
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-12.pdf

Appendix B: Levels or Differences?

31 Dec 2014 RDP 2014-12
Daniel Rees, David Lancaster and Richard Finlay
Table B1 shows the results for Model 2 estimated in error correction form (ECM). ... However, the variances of some of the shocks are smaller in the ECM model.
https://www.rba.gov.au/publications/rdp/2014/2014-12/appendix-b.html

documents produced since 1 January 2014 in relation to the appropriate level of the exchange rate

12 Sep 2014 PDF 822KB
appropriate level of the exchange rate
https://www.rba.gov.au/information/foi/disclosure-log/pdf/141503.pdf

RBAFOI-131412

28 Jan 2014 PDF 1207KB
exchange rates
https://www.rba.gov.au/information/foi/disclosure-log/pdf/131412.pdf

An Analysis of the Determinants of Imports

19 Nov 2012 RDP PDF 966KB
Finally, the full error correction models (ECM) are estimated. Initially four lags of each of the differenced explanators are included, and then the. ... These quite different paths to the new equilibrium in response to a demand shock can be explained by
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8910.pdf