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31–40 of 94 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Indicators of Labour Demand

18 Sep 2013 Bulletin PDF 599KB
Reserve Bank of Australia Bulletin September Quarter 2013
https://www.rba.gov.au/publications/bulletin/2013/sep/pdf/bu-0913-1.pdf

The Performance of Trimmed Mean Measures of Underlying Inflation

27 Mar 2013 RDP PDF 406KB
6. average of monthly headline CPI inflation rates. In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures with respect to similar measures of trend
https://www.rba.gov.au/publications/rdp/2006/pdf/brischetto-richards-final-paper-2007-05.pdf

Appendix D: Comparisons with Errors from Null Alternatives

31 Dec 2012 RDP 2012-07
Peter Tulip and Stephanie Wallace
Download the Paper 690. KB. Table D1: Underlying Inflation Forecast RMSEs – RBA and Random Walk. ... 1993:Q1–2011:Q4. Horizon. RMSE. Significance. R. 2. (quarters ahead). RBA. Random walk.
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-d.html
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An Estimated Small Open Economy Model with Labour Market Frictions

13 Dec 2012 Research Workshop PDF 787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf

VAR Forecasting Models of the Australian Economy: A Preliminary Analysis

19 Nov 2012 RDP PDF 785KB
10. 8. 6. 4. 2. RMSE VAR(T}=3.9 RMSE VAR(D}=.2.5 RMSE BVAR=6.1. ... 25. 20. -10. RMSE VAR(T)-9.1 RMSE VAR(D)-8.9 RMSE BVAR-8.3. -15.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8802.pdf

A Weekly Model of the Floating Australian Dollar

19 Nov 2012 RDP PDF 1139KB
By comparing the root mean square. error (RMSE) of to F, one can deduce the benefit from using the Muth. ... expectations used. In section 2.3, more complex models are introduced. RMSE.
https://www.rba.gov.au/publications/rdp/1986/pdf/rdp8612.pdf

A Random Walk Around the $A: Expectations, Risk, Interest Rates and Consequences for External Imbalance

19 Nov 2012 RDP PDF 1760KB
Judged by the root mean square error. (RMSE) over the sample period, both the average market participants' four-week. ... RMSE for the no-change forecast of 3.1 %. 6 Table 2 reports estimates of equation (3).
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8906.pdf

The Future of Inflation Targeting: Proceedings of a Conference

18 Apr 2012 Conferences PDF 1390KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/conf-vol-2004.pdf

Results

31 Dec 2010 RDP 2010-03
David Norman and Anthony Richards
0.309. 0.032. Adjusted R. 2. 0.395. 0.684. In-sample RMSE. 0.380. 0.152. ... a) RMSE is calculated as a weighted average of manufactures and non-manufactures regressions.
https://www.rba.gov.au/publications/rdp/2010/2010-03/results.html

Capital Flows to China and the Issue of Hot Money: An Empirical Investigation

6 Dec 2010 Research Workshop PDF 234KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/lai.pdf