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RBA Glossary definition for ECM

ECM – Error-correction ratio

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Glossary

9 Jun 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

What Can We Learn about Industries' Vulnerability to Overseas Price Shocks from Merchandise Trade Data in BLADE?

4 Jun 2023 PDF 2195KB
ABS and RBA Joint Conference 2023
https://www.rba.gov.au/publications/other-confs/abs-and-rba-joint-conferences/2023/pdf/abs-rba-conference-2023-productivity-commission.pdf

RBAFOI-222348 - documents for release

18 May 2023 PDF 412KB
profits as a source of inflation between the 1st of September 2022 through to the 13th of April 2023
https://www.rba.gov.au/information/foi/disclosure-log/pdf/222349.pdf

HOUSEHOLD SECTOR BALANCE SHEET - MARCH QUARTER 2022 Household ...

21 Oct 2022 PDF 9689KB
impacts of rate rises on house prices and other economic indicators
https://www.rba.gov.au/information/foi/disclosure-log/pdf/222308.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

Being Unreserved: About the Reserve Bank Archives

12 Dec 2019 Bulletin – December 2019
Virginia MacDonald and Jacqui Dwyer
The Reserve Bank of Australia has a unique and rich archives.
https://www.rba.gov.au/publications/bulletin/2019/dec/being-unreserved-about-the-reserve-bank-archives.html

Being Unreserved: About the Reserve Bank Archives

9 Dec 2019 Bulletin - December 2019 PDF 629KB
https://www.rba.gov.au/publications/bulletin/2019/dec/pdf/being-unreserved-about-the-reserve-bank-archives.pdf

Core Equations

23 Aug 2019 RDP 2019-07
Alexander Ballantyne, Tom Cusbert, Richard Evans, Rochelle Guttmann, Jonathan Hambur, Adam Hamilton, Elizabeth Kendall, Rachael McCririck, Gabriela Nodari and Daniel Rees
In all the ECM equations, the symbol. γ. is the speed of adjustment parameter and error. ... We model dwelling investment using an ECM with consumption, real mortgage interest rates and the relative price of dwelling investment.
https://www.rba.gov.au/publications/rdp/2019/2019-07/core-equations.html
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MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy

20 Aug 2019 RDP PDF 1571KB
theory.3 Most of the model’s estimated equations are error correction models (ECMs).4 This. ... We model dwelling investment using an ECM with consumption, real mortgage interest rates and.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-07.pdf

A Forward-looking Model of the Australian Dollar

13 Dec 2018 Bulletin – December 2018
Blair Chapman, Jarkko Jääskelä and Emma Smith
The exchange rate is an important mechanism that helps the economy adjust to external shocks.
https://www.rba.gov.au/publications/bulletin/2018/dec/a-forward-looking-model-of-the-australian-dollar.html