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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Cost-benefit Analysis of Leaning against the Wind

1 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Both scenarios are generated by the AUS-M model maintained by Outlook Economics. ... We also experimented with other VARs used for operational work within the RBA.
https://www.rba.gov.au/publications/rdp/2019/2019-05/full.html

References

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Robstad Ø (2014), ‘House Prices, Credit and the Effect of Monetary Policy in Norway: Evidence from Structural VAR Models’, Norges Bank Working Paper No 05|2014. ... Saunders T and P Tulip (2019), ‘A Model of the Australian Housing Markets’, RBA
https://www.rba.gov.au/publications/rdp/2019/2019-05/references.html

Dynamic Estimates for Australia

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
Both scenarios are generated by the AUS-M model maintained by Outlook Economics. ... We also experimented with other VARs used for operational work within the RBA.
https://www.rba.gov.au/publications/rdp/2019/2019-05/dynamic-estimates-for-australia.html

Introduction

10 Jul 2019 RDP 2019-05
Trent Saunders and Peter Tulip
A second ‘structural’ strand embeds these relationships into general equilibrium models with explicit preferences and technology. ... However, the two strands substantially overlap and most of our discussion also relates to the structural models.
https://www.rba.gov.au/publications/rdp/2019/2019-05/introduction.html