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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Are Inflationary Shocks Regressive? A Feasible Set Approach

19 Dec 2023 Research Workshop PDF 842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf

Bulletin December Quarter 2022

8 Dec 2022 Bulletin - December 2022 PDF 4585KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/bulletin-2022-12.pdf

Bulletin September Quarter 2021

22 Aug 2022 Bulletin - September 2021 PDF 8022KB
https://www.rba.gov.au/publications/bulletin/2021/sep/pdf/bulletin-2021-09.pdf

Estimating Fiscal Limits: The Case of Greece

13 Dec 2012 Research Workshop PDF 320KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/nora-traum.pdf

An Estimated Small Open Economy Model with Labour Market Frictions

13 Dec 2012 Research Workshop PDF 787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf

Bulletin September Quarter 2020

9 Jun 2021 Bulletin - September 2020 PDF 5941KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/bulletin-2020-09.pdf

Uncertainty shocks, asset supply and pricing over the business cycle

12 Dec 2013 Research Workshop PDF 425KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/bianchi-ilut-schneider.pdf

News Sentiment and the Economy

17 Jun 2020 Bulletin - June 2020 PDF 695KB
https://www.rba.gov.au/publications/bulletin/2020/jun/pdf/news-sentiment-and-the-economy.pdf

Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities

17 Apr 2024 Bulletin - April 2024 PDF 598KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.pdf

Bulletin June Quarter 2020

24 Jun 2020 Bulletin - June 2020 PDF 5409KB
https://www.rba.gov.au/publications/bulletin/2020/jun/pdf/bulletin-2020-06.pdf