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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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The Rise in Household Liquidity

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
Household income is assumed to be a function of observable household-specific characteristics based on the following OLS regression model:. ... fixed or part-time basis) and the industry of work. From this regression model the residual income is
https://www.rba.gov.au/publications/rdp/2021/2021-10/full.html

The Rise in Household Liquidity and Falling Interest Rates

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
The first borrower should therefore have accumulated more buffer. To formally test this, we specify the regression model as follows:. ... Footnotes. This is similar to the standard VAR approach but is less restrictive.
https://www.rba.gov.au/publications/rdp/2021/2021-10/the-rise-in-household-liquidity-and-falling-interest-rates.html