Search: RMSEs

Help
Contents
Metadata
Published
Display
per page
Results from
Sort by: Relevance Date
21–30 of 94 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

Search Results

Appendix D: Estimation Results for Full Set of Explanatory Variables

31 Jan 2023 RDP 2023-01
Tom Cusbert
0.212. 0.227. 0.179. RMSE. 0.30. 0.20. 0.87. 0.68. Note: , and denote statistical significance at the 1, 5 and 10 per cent levels, respectively.
https://www.rba.gov.au/publications/rdp/2023/2023-01/appendix-d.html
See 2 more results from "RDP 2023-01"

Appendix A: Predictability of Capital Flows

21 Dec 2009 RDP 2009-09
Chris Becker and Clare Noone
The Root Mean Squared Error (RMSE) serves as a measure of the fit for each model. ... Model. RMSE. i. /RMSE. Naïve. Countries for which p-value indicates significance at 5 per cent level.
https://www.rba.gov.au/publications/rdp/2009/2009-09/appendix-a.html

Realisation Ratios in the Capital Expenditure Survey

18 Dec 2013 Bulletin PDF 367KB
Reserve Bank of Australia Bulletin December 2013
https://www.rba.gov.au/publications/bulletin/2013/dec/pdf/bu-1213-1.pdf

Measuring Underlying Inflation

19 Dec 2006 Bulletin PDF 81KB
Address by Dr Tony Richards, Head of Economic Analysis Department to the Australian Business Economists, Sydney, 28 November 2006
https://www.rba.gov.au/publications/bulletin/2006/dec/pdf/bu-1206-2.pdf

Measuring Core Inflation

1 Sep 1998 RDP 9810
Jonathan Kearns
The RMSE from a five-quarter moving average declines even more sharply than the MAD for very small trims. ... Seasonal adjustment reduced both the size and the asymmetry of the trim that minimised the MAD and RMSE.
https://www.rba.gov.au/publications/rdp/1998/1998-10/measuring-core-inflation.html

A Small BVAR-DSGE Model for Forecasting the Australian Economy

10 Feb 2009 RDP PDF 599KB
14. Table 3: RMSE of BVAR-DSGE over Different Values of λ2002:Q1–2007:Q4, VAR(3), percentage points. ... Table E1: RMSE of BVAR-DSGE over Different Lags and Values of λ2002:Q1–2007:Q4, percentage points.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-04.pdf

Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years? | Conference – 2018

12 Apr 2018 Conferences
Warwick J McKibbin and Augustus J Panton
For the succeeding period (2012/13–2016/17), the RMSE for the May one-year-ahead nominal GDP forecast is almost twice that of inflation for the same period, although the ... 0.87. 0.70. 2007/08–2016/17. 1.45. 0.82. 1.04. 0.92. Notes: The RMSE is
https://www.rba.gov.au/publications/confs/2018/mckibbin-panton.html

Forecastability of Inflation

9 Nov 2009 RDP 2009-06
Jamie Hall and Jarkko Jääskelä
IT countries experienced a slightly better improvement in RMSE compared to non-IT countries, but, on average, forecast errors remain slightly smaller in the non-IT country sample. ... country breakdown of the forecast performance in Table 5, based on the
https://www.rba.gov.au/publications/rdp/2009/2009-06/for-inflation.html

Appendix A: Income Imputation and Results

31 Dec 2003 RDP 2003-09
Luci Ellis, Jeremy Lawson and Laura Roberts-Thomson
2. 0.204. RMSE. $26,000. RMSE. $19,000. RMSE. $20,500. Note: , and represent significants at 1, 5 and 10 per cent levels.
https://www.rba.gov.au/publications/rdp/2003/2003-09/appendix-a.html
See 1 more results from "RDP 2003-09"

Results

31 Dec 2006 RDP 2006-11
Christian Gillitzer and John Simon
d) Root-mean-squared error (RMSE) of difference in inflation rates from a centred 9-term Henderson trend, in percentage points. ... b) The seasonally adjusted series produced by the BLS. (c) RMSE of difference in inflation rates from a centred 23-term
https://www.rba.gov.au/publications/rdp/2006/2006-11/results.html