Skip to content
Reserve Bank of Australia
  • Monetary Policy
  • Market Operations
  • Payments & Infrastructure
  • Financial Stability
  • Banknotes
  • Financial Services
  • About Us
  • Media Releases
  • Speeches
  • Publications
  • Statistics
  • Chart Pack
  • Research
  • Archives
  • Education
  • Careers
  • Q&A
  • Contact Us
In RDP
  • About RDPs
  • Advanced Search for RDPs
  • 2021–2025
  • 2011–2020
  • 2001–2010
  • 1991–2000
  • 1981–1990
  • 1971–1980
  • 1969–1970
Tags
asset quality, balance sheet, banking, banknotes, bonds, business, business cycle, capital, cash rate, central clearing, China, climate change, commercial property, commodities, consumption, COVID-19, credit, cryptocurrency, currency, digital currency, debt, education, emerging markets, exchange rate, export, fees, finance, financial markets, financial stability, First Nations, fiscal policy, forecasting, funding, global economy, global financial crisis, history, households, housing, income and wealth, inflation, insolvency, insurance, interest rates, international, investment, labour market, lending standards, liquidity, machine learning, macroprudential policy, mining, modelling, monetary policy, money, open economy, payments, productivity, rba survey, regulation, resources sector, retail, risk and uncertainty, saving, securities, services sector, technology, terms of trade, trade, wages
In 1988
  • RDP 8813: The Fiscal Deficit and the Current Account: Twins or Distant Relatives?
  • RDP 8812: International Interest Rate Linkages and Monetary Policy: The Case of Australia
  • RDP 8811: Monetary Transmission in a Deregulated Financial System
  • RDP 8810: The Relationship between Actual Investment and Survey-based Expectations
  • RDP 8809: The Intertemporal Government Budget Constraint and Tests for Bubbles
  • RDP 8808: Consumption and Permanent Income: The Australian Case
  • RDP 8807: The Cost of Capital: Some Issues
  • RDP 8806: Employment, Output and Real Wages
  • RDP 8805: The Relationship Between Financial Indicators and Activity: 1968–1987
  • RDP 8804: Pricing Behaviour in Australian Financial Future Markets
  • RDP 8803: Do Financial Aggregates Lead Activity? A Preliminary Analysis
  • RDP 8802: VAR Forecasting Models of the Australian Economy: A Preliminary Analysis
  • RDP 8801: Time-Consistent Policy: A Survey of the Issues

Research Discussion Paper – RDP 8802 Var Forecasting Models of the Australian Economy: A Preliminary Analysis

Robert G. Trevor and Susan J. Thorp[*]

January 1988

  • Abstract
  • Download the Paper 786KB

Contents

  • Introduction
  • Evidence on VAR Forecasting
  • Three Vector Autoregressive Models
  • Forecast Evaluation
  • Conclusions and Future Directions
  • Data Appendix
  • References

Endnote

The views expressed herein and any remaining errors are our own and should not be attributed to our employer. [*]

Related Information

  • Subscribe to RDP updates
Back to top

Sign up for email and SMS alerts

Subscribe

Follow us

  • Facebook
  • X
  • LinkedIn
  • YouTube
  • Instagram
  • Flickr

Affiliate sites

  • Banknotes
  • Unreserved
  • Museum
  • Council of Financial Regulators
  • Australian Foreign Exchange Committee
  • H.C. Coombs Centre

The Reserve Bank of Australia supports the Foundation for Children.

The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and Disclaimer Notice. © Reserve Bank of Australia, 2001–2025. All rights reserved. The Reserve Bank of Australia acknowledges the Aboriginal and Torres Strait Islander Peoples of Australia as the Traditional Custodians of this land, and recognises their continuing connection to country. We pay our respects to their Elders, past and present. Aboriginal and Torres Strait Islander peoples should be aware that this website may contain the names, images and voices of people who are now deceased.

References

  • For Media
  • Judicial Notice
  • Privacy
  • Accessibility
  • Procurement
  • Glossary
  • Schedules & Events
  • Report a Vulnerability
  • Scams
  • Public Interest Disclosure
  • Access to Information