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RBA Glossary definition for RMSEs

RMSEs – Root Mean Squared Errors

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Glossary

22 Jan 2024
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Estimation Results

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Errors in predicting actual conditions in years 1996 to 2015. RMSEs for predictions of conditions in:. ... Compared with the size of the RMSEs themselves, such differences seem relatively unimportant.
https://www.rba.gov.au/publications/rdp/2017/2017-01/estimation-results.html
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Results

31 Dec 2003 RDP 2003-12
Tim Robinson, Andrew Stone and Marileze van Zyl
RMSE of forecasts for quarterly inflation (one quarter ahead). 1976–1980. 0.36. ... 0.21. RMSE of forecasts for year-ended inflation (one year ahead). 1976–1980.
https://www.rba.gov.au/publications/rdp/2003/2003-12/results.html
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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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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

Inflation Expectations in Advanced Economies

16 Mar 2017 Bulletin – March 2017
Rachel Adeney, Ivailo Arsov and Richard Evans
Anchored inflation expectations are important for price stability because expectations affect current actions. Although all inflation expectations measures provide some information about future inflation, professional forecasters have been the most
https://www.rba.gov.au/publications/bulletin/2017/mar/4.html

Results

31 Dec 2000 RDP 2000-02
Andrea Brischetto and Graham Voss
RMSE for forecast sample: 1990:Q1–1999:Q1. Forecast horizon (quarters). p. 1. 2. ... horizon. All RMSE statistics are in terms of levels of the activity series.
https://www.rba.gov.au/publications/rdp/2000/2000-02/results.html

Empirical Analysis

31 Dec 2006 RDP 2006-10
Andrea Brischetto and Anthony Richards
RMSE of 25–40 per cent relative to forecasting with headline inflation itself. ... Figure 8: Forecasting Inflation over Next Three Months. RMSE. Notes: Dots show forecast performance of exclusion measures.
https://www.rba.gov.au/publications/rdp/2006/2006-10/empirical-analysis.html
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Forecasts

11 Sep 2015 RDP 2015-04
Christian Gillitzer
Each number in the table represents the root mean squared error (RMSE) of the forecast relative to the RMSE of an autoregressive forecast; numbers less than unity indicate improved forecast accuracy
https://www.rba.gov.au/publications/rdp/2015/2015-04/forecasts.html

Realisation Ratios in the Capital Expenditure Survey

19 Dec 2013 Bulletin – December 2013
Leon Berkelmans and Gareth Spence
The Australian Bureau of Statistics capital expenditure survey is one of the inputs into the Reserve Bank's forecasts for private business investment. This article considers several methods for interpreting the expectations data from this survey and
https://www.rba.gov.au/publications/bulletin/2013/dec/1.html