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RBA Glossary definition for ECM

ECM – Error-correction ratio

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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

Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia

2 Dec 2009 RDP PDF 130KB
23 Time series estimation techniques such as an error correction model (ECM) allow us alsoto judge how long it takes for the long-run effects of a permanent wealth change to ... IV ECM DOLS IV ECM DOLS. Yt 0.713 0.803 0.661 0.645 0.696 0.592.
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-07.pdf

Microeconomics of the Australian Labour Market | Conference – 1998

9 Jun 1998 Conferences
John Freebairn
Stacey and Downes (1995). Neoclassical firm investment, employment and pricing. 1971(1)–1995(1) ECM.
https://www.rba.gov.au/publications/confs/1998/freebairn.html

A Re-examination of the Determinants of Australia’s Imports

30 Nov 2009 RDP PDF 69KB
For the sake ofbrevity, long-run constants are not reported.) The existence of cointegration wastested by examining the significance of the error correcting terms in the P-H errorcorrection model (ECM). ... Standard errors of the ECM were corrected
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9312.pdf

Prospects for Output and Employment Growth with Steady Inflation

7 Dec 2006 Conferences PDF 86KB
RBA Conference Volume 1998
https://www.rba.gov.au/publications/confs/1998/pdf/dungey-pitchford.pdf

Bulletin December Quarter 2019

12 Dec 2019 Bulletin - December 2019 PDF 4709KB
https://www.rba.gov.au/publications/bulletin/2019/dec/pdf/bulletin-2019-12.pdf

Appendix 2: Test Procedures

1 Dec 1993 RDP 9314
Gordon de Brouwer, Irene Ng and Robert Subbaraman
The loading vectors may be interpreted analogously to the coefficient on the error-correction variable in the ECM of Engle and Granger (1987).
https://www.rba.gov.au/publications/rdp/1993/9314/appendix-2.html
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Superannuation and Saving

1 Dec 2009 RDP PDF 102KB
SUPERANNUATION AND SAVING. Steven Morling and Robert Subbaraman. Research Discussion Paper. 9511. December 1995. Economic Analysis Department. Reserve Bank of Australia. The authors would like to thank Palle Andersen, Robin Foster, Alison Tarditi,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9511.pdf

The Exchange Rate and the Current Account | Conference – 1993

12 Jul 1993 Conferences
Michele Bullock, Stephen Grenville and Geoffrey Heenan
RBA Annual Conference – 1993 The Exchange Rate and the Current Account Michele Bullock, Stephen Grenville and Geoffrey Heenan. 1. Introduction. Other papers at this Conference (particularly Pitchford and Blundell-Wignall, Fahrer and Heath) examine
https://www.rba.gov.au/publications/confs/1993/bullock-grenville-heenan.html

Inflation in Australia: Measurement and Modelling | Conference – 2004

9 Aug 2004 Conferences
Alexandra Heath, Ivan Roberts and Tim Bulman
RBA Annual Conference – 2004 Inflation in Australia: Measurement and Modelling Alexandra Heath, Ivan Roberts and Tim Bulman. 1. Introduction. Since 1993, monetary policy in Australia has targeted CPI inflation of between 2 and 3 per cent, on
https://www.rba.gov.au/publications/confs/2004/heath-roberts-bulman.html