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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Sensitivity Analysis

16 May 2008 RDP 2008-01
Jeremy Lawson and Daniel Rees
Figure 11 shows the forecast error variance decomposition for the endogenous variables in the model estimated over the more recent sample period. ... See Berkelmans (2005) for a detailed VAR study of the role of credit in the transmission of monetary
https://www.rba.gov.au/publications/rdp/2008/2008-01/sen-analysis.html

A Sectoral Model of the Australian Economy

16 May 2008 RDP 2008-01
Jeremy Lawson and Daniel Rees
We deal with this in our sensitivity analysis by comparing the results from our baseline model to those from models estimated over two shorter sub-samples. ... Correct specification of the model also requires the inclusion of the appropriate number of
https://www.rba.gov.au/publications/rdp/2008/2008-01/sec-aus-economy.html

References

16 May 2008 RDP 2008-01
Jeremy Lawson and Daniel Rees
RDP 2008-01: A Sectoral Model of the Australian Economy References. Jeremy Lawson and Daniel Rees. ... Dungey M and A Pagan (2000), ‘A Structural VAR Model of the Australian Economy’, Economic Record, 76(235), pp 321–342.
https://www.rba.gov.au/publications/rdp/2008/2008-01/references.html

The Sectoral Effects of Monetary Policy

16 May 2008 RDP 2008-01
Jeremy Lawson and Daniel Rees
is broadly in line with the estimates from other VAR studies (Figure 3). ... These responses are broadly consistent with the results from the expenditure components model.
https://www.rba.gov.au/publications/rdp/2008/2008-01/sec-effects-monetary-policy.html