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RBA Glossary definition for ECM

ECM – Error-correction ratio

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Bulletin December Quarter 2019

12 Dec 2019 Bulletin - December 2019 PDF 4709KB

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


21 Oct 2022 PDF 9689KB
impacts of rate rises on house prices and other economic indicators

Explaining Import Price Inflation: A Recent History of Second Stage Pass-through

30 Nov 2009 RDP PDF 105KB
b) In the ECM, t-statistics for differenced terms are distributed standard t; thedistribution of the coefficient on p t( ) 1 lies somewhere between theDickey-Fuller and N(0, 1) distributions; ... c) In the ECM, statistics for differenced terms are

Reduced-form Model

6 May 2018 RDP 2018-05
Jonathan Hambur and Gianni La Cava
This model can be re-parameterised as an error correction model (ECM), which allows for easy identification of the long- and short-run dynamics:. ... While this should not introduce any estimation issues, the model is no longer an ECM as gross investment
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Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach

2 Dec 2009 RDP PDF 217KB
We also compared the results to ECM and OLS estimates. Appendix C contains the details.

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.

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,

Household Economic Inequality in Australia

25 Oct 2017 RDP PDF 4842KB
27. 5.1 Error Components Model. We next use an error components model (ECM) to decompose residual incomeinequality. ... The ECM has been standard in the inequality literature sinceGottschalk and Moffitt (1994).

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