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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Price and Wage Developments
10 May 2014
SMP
– May 2014
This is indicated by tradables inflation over the year to March 2014 being close to model-implied estimates (Graph 5.4).
https://www.rba.gov.au/publications/smp/2014/may/price-wage-dev.html
Box C: Low Volatility in Financial Markets
10 Aug 2014
SMP
– August 2014
Indeed, low volatility will typically generate an increase in risk-taking for investors that employ value-at-risk models.
https://www.rba.gov.au/publications/smp/2014/aug/box-c.html
Box B: Greater Transparency about Our Forecasts and Assumptions
6 Feb 2024
SMP
– February 2024
Box B: Greater Transparency About Our Forecasts and Assumptions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/box-b-greater-transparency-about-our-forecasts-and-assumptions.html
Inflation
8 Nov 2019
SMP
– November 2019
Graph 4.11. Over a longer period of some years, retail inflation has been very low as a result of heightened competition from new foreign entrants, technology and changing business models.
https://www.rba.gov.au/publications/smp/2019/nov/inflation.html
Box C: The Cycle in Dwelling Investment
10 May 2015
SMP
– May 2015
Statistical models that jointly consider the various drivers of investment in new dwellings (which makes up the bulk of dwelling investment) suggest that the response to declines in the cash rate ... Footnotes. See, for instance, Lawson J and D Rees (2008
https://www.rba.gov.au/publications/smp/2015/may/box-c.html
Inflation
8 May 2020
SMP
– May 2020
In contrast, prices for motor vehicles and furniture declined (Graph 5.8). Motor vehicle prices typically rise in the March quarter as new models are introduced at higher prices. ... However, fewer new models were introduced this year, resulting in
https://www.rba.gov.au/publications/smp/2020/may/inflation.html
Box B: COVID-19 and Commercial Property in Australia
6 Aug 2021
SMP
– August 2021
Liaison suggests that the majority of firms are adopting a ‘hybrid’ model for their office staff, where employees have the option of working remotely for part of each week. ... Despite most large firms planning to adopt a hybrid model of work, around
https://www.rba.gov.au/publications/smp/2021/aug/box-b-covid-19-and-commercial-property-in-australia.html
Domestic Economic Conditions
28 Nov 2015
SMP
– November 2015
The Australian Government's new employment services model, ‘jobactive’, introduced on 1 July, may have also boosted the participation rate by requiring more unemployment benefit recipients to search actively for work
https://www.rba.gov.au/publications/smp/2015/nov/03-domestic-economic-conditions.html
Economic Outlook
8 Nov 2019
SMP
– November 2019
For an example of how movements in the exchange rate technical assumption can affect the forecasts see Box E: Scenario Analysis Using the MARTIN Model).
https://www.rba.gov.au/publications/smp/2019/nov/economic-outlook.html
Box B: The Recent Deflation in Consumer Durables Prices
10 May 2013
SMP
– May 2013
As illustrated, there have been other episodes in the past where consumer durables price inflation deviated from such models.
https://www.rba.gov.au/publications/smp/2013/may/box-b.html