Search: ECM

Help

Contents

Any

All

Phrase

Not

Metadata

Title

Author

Subject

Format

Published

Before

After

Display

Sort

Results

per page

Sort by: Relevance Date

61–70 of 73 search results for ECM

RBA Glossary definition for ECM

ECM – Error-correction ratio

Inflation in an Era of Relative Price Shocks: Proceedings of a Conference

12 May 2010 Conferences PDF 2491KB

RBA Conference Volume 2009

https://www.rba.gov.au/publications/confs/2009/pdf/conf-vol-2009.pdf

Modelling the Real Exchange Rate

1 May 1996 RDP 9601

David Gruen and Tro Kortian

To derive the second time-series model for Australia's real exchange rate, we begin with an unrestricted error-correction model (ECM):. ... For each sample period, we use a general-to-specific modelling approach. We test sequentially larger sets of

https://www.rba.gov.au/publications/rdp/1996/9601/modelling-the-real-exchange-rate.html

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

Home-buyers, Housing and the Macroeconomy | Conference – 2003

18 Aug 2003 Conferences

Karl E Case, John M Quigley and Robert J Shiller

Our time-series cross-section method is eclectic; we present analyses in levels, first differences, and in error-correction-model (ECM) forms, and with alternative assumptions about error terms and fixed

https://www.rba.gov.au/publications/confs/2003/case-quigley-shiller.html

Prospects for Output and Employment Growth with Steady Inflation | Conference – 1998

9 Jun 1998 Conferences

Mardi Dungey and John Pitchford

In Dungey and Pitchford (1998) we estimate a naive labour demand curve in error-correction model (ecm) form for a number of market segments and measures of labour and real wages.

https://www.rba.gov.au/publications/confs/1998/dungey-pitchford.html