Search: RMSEs

Help
Contents
Metadata
Published
Display
per page
Results from
Sort by: Relevance Date
41–50 of 94 search results for RMSEs

RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

Search Results

Econometric Analysis

31 Dec 2015 RDP 2015-06
David Rodgers
The aggregate level of credit losses predicted by Model C fits actual losses quite closely (the RMSE is 0.15), so this model provides a macro-level explanation that, while suffering ... This omission of lending standards is partly responsible for the
https://www.rba.gov.au/publications/rdp/2015/2015-06/eco-analysis.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

Bulletin March Quarter 2017

10 Feb 2020 Bulletin March Quarter 2017 PDF 6757KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-reserve-bank-bulletin.pdf

The Performance of Trimmed Mean Measures of Underlying Inflation

12 Dec 2006 RDP PDF 328KB
In Section 5.3, we calculate the root mean squared error (RMSE) of the candidate measures versus similar measures of trend inflation.
https://www.rba.gov.au/publications/rdp/2006/pdf/rdp2006-10.pdf

The Information Content of Financial Aggregates in Australia

1 Dec 2009 RDP PDF 278KB
21 The ratios of the root mean squared error (RMSE) is comparable to the Theil-U statistic used. ... in forecast evaluation that compares a forecast RMSE to that of a random walk forecast.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9606.pdf

An Empirical BVAR-DSGE Model of the Australian Economy

2 Feb 2015 RDP PDF 657KB
model (as measured by their root meansquared error (RMSE)). ... the forecasting performance across models primarilyby their RMSE and their bias.
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-07.pdf

A Perspective | Conference – 1993

12 Jul 1993 Conferences
Adrian Pagan
Applying a similar test to BWFH over the forecast period of 1990/91 to 1992/93 gives the result that the root-mean-squared error (RMSE) of prediction for the real
https://www.rba.gov.au/publications/confs/1993/pagan.html

Indicators of Labour Demand

19 Sep 2013 Bulletin – September 2013
Kim Edwards and Linus Gustafsson
There are several indicators of labour demand that can be used to assess labour market conditions and as inputs into forecasts of employment growth. These include measures of job vacancies, job advertisements and business surveys of employment
https://www.rba.gov.au/publications/bulletin/2013/sep/1.html

Monetary Policy Goals for Inflation in Australia

30 Nov 2009 RDP PDF 85KB
0.23 0.29. RMSE 1.27 1.21. # Announced in August of preceding year. ... 7 The weighted average RMSE of the individual OECD forecasts for the G7 countries over theperiod 1974-1992 was 1.5 per cent.
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9503.pdf

Estimating Output Gaps

1 Dec 2009 RDP PDF 386KB
Unobservedcomponents. gap. Productionfunction. gap. RMSE 0.0030 0.0022 0.0021 0.0026 0.0015 0.0021 0.0016Meanabsoluteerror. ... 0.0028 0.0020 0.0019 0.0023 0.0014 0.0019 0.0015. Note: RMSE is the root mean square error.
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9809.pdf