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RBA Glossary definition for ECM

ECM – Error-correction ratio

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Appendix 4: Error Correction Model Results

1 May 1993 RDP 9304
Jacqueline Dwyer, Christopher Kent and Andrew Pease
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
Jacqueline Dwyer, Christopher Kent and Andrew Pease
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
Jacqueline Dwyer, Christopher Kent and Andrew Pease
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
Jacqueline Dwyer, Christopher Kent and Andrew Pease
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