Search: VAR models
Did you mean
varmodels?
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Appendix A: Testing the Intertemporal Model
31 Dec 2007
RDP
2007-02
RDP 2007-02: Current Account Deficits: The Australian Debate Appendix A: Testing the Intertemporal Model. ... t. are subject to measurement error. This model is easily generalised to incorporate higher order VARs.
https://www.rba.gov.au/publications/rdp/2007/2007-02/appendix-a.html