Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
Search Results
Appendix 4: Error Correction Model Results
1 May 1993
RDP
9304
RDP 9304: Exchange Rate Pass-Through: The Different Responses of Importers and Exporters Appendix 4: Error Correction Model Results. Jacqueline Dwyer, Christopher Kent and Andrew Pease. May 1993. Download the Paper 115. KB. dependent variable –
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-4.html
Appendix 3: Testing for Cointegration
1 May 1993
RDP
9304
The coefficient estimates and t-statistics for the P-H ECM are shown in Table A3.2, with t-statistics in parentheses. ... Table A3.2: P-H ECM Based Cointegration Test. P-H ECM. Imports. 0.16.
https://www.rba.gov.au/publications/rdp/1993/9304/appendix-3.html
Estimating the Pass-Through Relationship | RDP9304 Exchange Rate Pass-Through: The Different Responses of Importers and Exporters
1 May 1993
RDP
9304
This observation is confirmed by the impact elasticities derived from the estimated ECM. ... The P-H ECM is re-estimated over the period up to the September quarter 1991.
https://www.rba.gov.au/publications/rdp/1993/9304/estimating-pass-through-relationship.html
Analysis of Results
1 May 1993
RDP
9304
This was done by including a measure of the output gap in the short-run dynamics of the P-H ECM and the UECM.
https://www.rba.gov.au/publications/rdp/1993/9304/analysis-results.html