Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Remarks to Commemorate the 150th Anniversary of Bendigo Bank
11 Jul 2008
Bulletin
PDF
44KB
Address by Mr Glenn Stevens; Governor; at an Invitation-only Dinner; Bendigo; 9 July 2008
https://www.rba.gov.au/publications/bulletin/2008/jul/pdf/bu-0708-1.pdf
Central Bank Cooperation in the Asian Region
4 Jun 2003
Bulletin
PDF
52KB
The Bank for International Settlements(BIS) is a promising model in this context. ... Nosupervisory model is applicable to allcountries, irrespective of their stage ofdevelopment.
https://www.rba.gov.au/publications/bulletin/1995/oct/pdf/bu-1095-2.pdf
Some Thoughts on Australia's Position in Light of Recent Events in Asia
22 Feb 2001
Bulletin
PDF
54KB
a fewcriticisms of the simple models that are oftenemployed for this purpose. ... To date, those trying to be scientific andquantitative have tended to use a model whichI would term a ‘fixed co-efficient input-outputmodel’.
https://www.rba.gov.au/publications/bulletin/1998/apr/pdf/bu-0498-1.pdf
Exchange Rate Movements and Economic Activity
19 Mar 2014
Bulletin
PDF
1642KB
Reserve Bank of Australia Bulletin March 2014
https://www.rba.gov.au/publications/bulletin/2014/mar/pdf/bu-0314-5.pdf
Economic Forecasting and its Role in Making Monetary Policy
25 Feb 2001
Bulletin
PDF
57KB
As far back asthe early 1970s, US economists debated theaccuracy of various kinds of model-basedforecast. ... 3. In slightly more technical language, with a linear model and a quadratic objective function, certainty equivalenceis the optimal strategy.
https://www.rba.gov.au/publications/bulletin/1999/sep/pdf/bu-0999-1.pdf
Exchange Rates and Crises
28 Feb 2001
Bulletin
PDF
62KB
thetechnicians would call ‘model uncertainty’:there is no close, well-established relationshipbetween the fundamentals of the economy andthe exchange rate. ... The second major issue behind exchangerate fluctuations revolves around perceptionsof how
https://www.rba.gov.au/publications/bulletin/1998/feb/pdf/bu-0298-3.pdf
The Death of Inflation?
23 Feb 2001
Bulletin
PDF
42KB
could be exploitedconsistently to achieve lower unemployment,at the expense of higher (but stable) inflation.It would be easy to exaggerate the extent ofthe misunderstanding of the ‘model’. ... If amisunderstanding of the model was the basiccause of
https://www.rba.gov.au/publications/bulletin/1997/may/pdf/bu-0597-2.pdf
The Monetary Policy Transmission Process: What Do We Know? (And What Don’t We Know?)
20 Oct 2003
Bulletin
PDF
410KB
I don’t want to get into a detailed discussionof these and other models. ... 10. Murphy and TRYM also model the transmission to prices. In these models, prices respond quite quickly to achange in monetary policy because the exchange rate is assumed to
https://www.rba.gov.au/publications/bulletin/1995/sep/pdf/bu-0995-3.pdf
Banking - The Changing Scene
23 Feb 2001
Bulletin
PDF
43KB
A bank whose systemsare not up to scratch will have to use thestandard model. ... For thisreason, an incremental approach torecognising models for credit risk supervisionis likely to emerge.
https://www.rba.gov.au/publications/bulletin/1997/oct/pdf/bu-1097-5.pdf
Monetary Policy and Financial Stability
9 Dec 2004
Bulletin
PDF
67KB
We in Australia are very comfortable with this model, although we adopted a less rigid one than the early starters like New Zealand and Canada. ... They are then re-assured by standard risk-management models, which are based on Australia’s history of
https://www.rba.gov.au/publications/bulletin/2004/dec/pdf/bu-1204-1.pdf