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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Default Risk Among Australian Listed Corporations
17 Sep 2015
Bulletin
– September 2015
Market-based information can help detect deteriorating corporate health because it incorporates more forward-looking information than other data sources such as financial statements. With this in mind, the Reserve Bank has developed an indicator of
https://www.rba.gov.au/publications/bulletin/2015/sep/6.html
Why Is Wage Growth So Low?
18 Jun 2015
Bulletin
– June 2015
Wage growth has declined markedly in Australia over the past few years. At the same time, stronger growth in labour productivity has worked to contain growth in labour costs. These developments reflect several factors, including spare capacity in
https://www.rba.gov.au/publications/bulletin/2015/jun/2.html
Overview
6 Apr 2023
FSR
– April 2023
Overview | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/overview.html
Box E: The 2018 Financial Sector Assessment Program (FSAP) Review of Australia
12 Apr 2019
FSR
– April 2019
By using a common approach (such as applying its own stress testing model), the IMF can compare local frameworks to global best practices. ... A key element of an FSAP review is a stress test of the domestic banking system, using the IMF's ‘top down’
https://www.rba.gov.au/publications/fsr/2019/apr/box-e.html
Exchange Rate Movements and Economic Activity
20 Mar 2014
Bulletin
– March 2014
This article discusses estimates of the effect of movements in the real exchange rate on economic activity and inflation in Australia. The range of estimates suggests that a temporary 10 per cent depreciation of the exchange rate increases the level
https://www.rba.gov.au/publications/bulletin/2014/mar/5.html
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
September | 2023
21 Sep 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/sep/
The Neutral Interest Rate
15 Sep 2017
Bulletin
– September 2017
Central banks monitor the neutral interest rate for a number of reasons, a key one being that it provides a benchmark for assessing the stance of monetary policy. This article describes the determinants of the neutral interest rate and discusses its
https://www.rba.gov.au/publications/bulletin/2017/sep/2.html
Resilience of Australian Households and Businesses
22 Mar 2024
FSR
– March 2024
Resilience of Australian Households and Businesses | Financial Stability Review – March 2024
https://www.rba.gov.au/publications/fsr/2024/mar/resilience-of-australian-households-and-businesses.html
A Forward-looking Model of the Australian Dollar
13 Dec 2018
Bulletin
– December 2018
The exchange rate is an important mechanism that helps the economy adjust to external shocks.
https://www.rba.gov.au/publications/bulletin/2018/dec/a-forward-looking-model-of-the-australian-dollar.html