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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Economic and Financial Research in the Reserve Bank in 1997

22 Feb 2001 Bulletin PDF 41KB
9. by David Gruen, John Romalis andNaveen Chandra attempts to measure thistime lag using a simple model of Australianoutput growth. ... A paperby Colleen Cassidy and Marianne Gizyckioutlines various approaches to obtainingestimates of the VaR.
https://www.rba.gov.au/publications/bulletin/1998/jan/pdf/bu-0198-2.pdf

Identifying Global Systemically Important Financial Institutions

17 Dec 2014 Bulletin December Quarter 2014 PDF 1091KB
https://www.rba.gov.au/publications/bulletin/2014/dec/pdf/bu-1214-8.pdf

The Economic Effects of Low Interest Rates and Unconventional Monetary Policy

17 Sep 2020 Bulletin – September 2020
Rochelle Guttmann, Dana Lawson and Peter Rickards
The cash rate is currently at its effective lower bound and the Reserve Bank has put in place a suite of alternative monetary policy tools.
https://www.rba.gov.au/publications/bulletin/2020/sep/the-economic-effects-of-low-interest-rates-and-unconventional-monetary-policy.html

The Economic Effects of Low Interest Rates and Unconventional Monetary Policy

17 Sep 2020 Bulletin - September 2020 PDF 433KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/the-economic-effects-of-low-interest-rates-and-unconventional-monetary-policy.pdf

Inflation Expectations in Advanced Economies

10 Feb 2020 Bulletin March Quarter 2017 PDF 1560KB
https://www.rba.gov.au/publications/bulletin/2017/mar/pdf/bu-0317-4-inflation-expectations-in-advanced-economies.pdf

In Depth – Full Employment

6 Feb 2024 SMP – February 2024
In Depth – Full Employment | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/in-depth-full-employment.html

Outlook

6 Feb 2024 SMP – February 2024
Outlook | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/outlook.html

Box E: Scenario Analysis Using the MARTIN Model

8 Nov 2019 SMP – November 2019
Statement on Monetary Policy – November 2019 Box E. Scenario Analysis Using the MARTIN Model. ... Scenario analysis involves a range of steps and requires the use of economic models.
https://www.rba.gov.au/publications/smp/2019/nov/box-e-scenario-analysis-using-the-martin-model.html

Economic Conditions

6 Feb 2024 SMP – February 2024
Economic Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/economic-conditions.html

Bulletin

18 Apr 2024 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/