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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Appendix A: Testing the Intertemporal Model

31 Dec 2007 RDP 2007-02
Rochelle Belkar, Lynne Cockerell and Christopher Kent
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