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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Gazing at r*: A Hysteresis Perspective

29 Dec 2022 Conferences PDF 1071KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-beaudry-kartashova-meh-presentation.pdf

Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit

10 Dec 2012 Conferences PDF 896KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/kuttner-shim.pdf

Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy

10 May 2010 Conferences PDF 633KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/siklos.pdf

The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence

21 Aug 2015 Conferences PDF 336KB
RBA Conference Volume 2015
https://www.rba.gov.au/publications/confs/2015/pdf/norden-vankampen.pdf

Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence

29 Dec 2022 Conferences PDF 495KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-fry-mckibbin-mckinnon-martin.pdf

Property Markets and Financial Stability

10 Dec 2012 Conferences PDF 9437KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/conf-vol-2012.pdf

Measuring Global Interest Rate Comovements with Implications for Monetary Interdependence

29 Dec 2022 Conferences PDF 1161KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-fry-mckibbin-mckinnon-martin-presentation.pdf

Supply & Demand Shocks, Global Networks and Inflation

23 Nov 2023 Conferences PDF 1097KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-di-giovanni-kalemli-ozcan-silva-yildirim-presentation.pdf

Key Elements of Global Inflation

10 May 2010 Conferences PDF 332KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/anderton-galesi-lombardi-dimauro.pdf

The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective

20 Nov 2007 Conferences PDF 129KB
RBA Conference Volume 2007
https://www.rba.gov.au/publications/confs/2007/pdf/laker.pdf