Search: ECM
RBA Glossary definition for ECM
ECM – Error-correction ratio
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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
Modelling the Australian Dollar
1 Oct 2015
RDP
PDF
1421KB
With this purpose in mind, the paper also discusses several extensions to the ECM. ... 3. The Baseline ECM. The baseline ECM is specified to address the following question:.
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-12.pdf
A Perspective
12 Feb 2007
Conferences
PDF
30KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/pagan.pdf
Exchange Rate Pass-through: The Different Responses of Importers and Exporters
30 Nov 2009
RDP
PDF
114KB
Nevertheless, the coefficient on the errorcorrection term is significant for both the P-H ECM and the UECM. ... b) The Short-Run Dynamics. An ECM was estimated using residuals of the P-H estimator.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9304.pdf
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
Household Saving and Asset Valuations in Selected Industrialised Countries
2 Dec 2009
RDP
PDF
212KB
12. The associated short-term specification of the ECM is:. st = α1ECMt1α2yt α3pteqα3pt. ... From the ECM estimations, reported in Table 1, the following observations can bemade:. •
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-07.pdf
Trade Invoicing Currency and First-stage Exchange Rate Pass-through
21 Jun 2016
RDP
PDF
1136KB
aggregate error correction models (ECMs) of import prices. Third, we show that invoicing currency. ... Our results imply. that the speed of adjustment in an ECM framework for exchange rate changes to import prices.
https://www.rba.gov.au/publications/rdp/2016/pdf/rdp2016-05.pdf
Exchange Rates and Fundamentals: A Generalization
3 Dec 2007
Research Workshop
PDF
323KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/nason.pdf
RBAFOI-131412
28 Jan 2014
PDF
1207KB
exchange rates
https://www.rba.gov.au/information/foi/disclosure-log/pdf/131412.pdf
The Impact of Superannuation on Household Saving
3 Mar 2004
RDP
PDF
151KB
20. Table 3: ECM Results for Saving Equations – Long-run CoefficientsSample: 1966/67–2001/02. ... Standard errors on the long-run variables in the ECMs are calculated using a Bewley-Transformation andare Newey-West corrected for heteroskedasticity.
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-01.pdf