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RBA Glossary definition for IPS

IPS – Information Publication Scheme

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Appendix 1: Data Definitions

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
RDP 9510: Modelling Inflation in Australia Appendix 1: Data Definitions. Gordon de Brouwer and Neil R. Ericsson. November 1995. Download the Paper 264. KB. This appendix describes the data. Sections 1–7 list the definitions of the data and give
https://www.rba.gov.au/publications/rdp/1995/9510/appendix-1.html

The Model's Properties

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
For Australia with this data, p, ulc, ip, and pet appear to be I(1) empirically. ... One quarter later, the CPI increases by 0.394%, noting that the coefficient on ip.
https://www.rba.gov.au/publications/rdp/1995/9510/models-properties.html

The Data

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
real tariff-adjusted import prices ip – p (). Figure 9: Real petrol prices pet – p (—). One more series is of interest, private final demand (Y). ... To portray clearly the relative movements of ulc – p and ip – p in Figure 8, the mean of ip
https://www.rba.gov.au/publications/rdp/1995/9510/data.html

Integration and Cointegration

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
47.2. 29.7. 15.4. 3.8. Standardized eigenvectors β′. Variable. p. ulc. ip. ... Variable. p. ulc. ip. pet. χ. 2. (1). 25.4. 7.3. 29.2.
https://www.rba.gov.au/publications/rdp/1995/9510/integration-and-cointegration.html

Appendix 2: Design of the Empirical ECM

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
0.022. (0.042). p. ti. 0.098. (0.034). ulc. ti. 0.051. (0.028). ip. ... 0.0404. (0.0143). ip. ti. 0.0417. (0.0055). pet. ti. 0.0072. (0.0030). 0.0641.
https://www.rba.gov.au/publications/rdp/1995/9510/appendix-2.html

A Conceptual Framework

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
The elasticities of the consumer price index with respect to ULC, IP, and PET are γ, δ, and κ, respectively, each of which is hypothesized to be greater than or equal ... Juselius (1992) and Metin (1994). Additionally, through the term (ip – p), (4)
https://www.rba.gov.au/publications/rdp/1995/9510/conceptual-framework.html

Encompassing and Forecasting

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
Full testing of such a proposition turns on demonstrating that the equations for ulc, ip, and pet in the VAR are nonconstant. ... Empirically, the equation for ip appears nonconstant, and possibly those for ulc and pet as well.
https://www.rba.gov.au/publications/rdp/1995/9510/encompassing-and-forecasting.html

A Single Equation Model of Inflation

1 Nov 1995 RDP 9510
Gordon de Brouwer and Neil R. Ericsson
p, ulc, ip, and pet is a natural starting point for single equation modelling. ... That leaves (11) with the constant a. 0. and the levels p, ulc, ip, and pet.
https://www.rba.gov.au/publications/rdp/1995/9510/single-equation-model-of-inflation.html