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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Does Financial Repression Inhibit Economic Growth? Empirical Examination of China’s Reform Experience
6 Dec 2010
Research Workshop
PDF
333KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/huang.pdf
Capital Flows to China and the Issue of Hot Money: An Empirical Investigation
6 Dec 2010
Research Workshop
PDF
234KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/lai.pdf
International spill-overs of uncertainty shocks: Evidence from a FAVAR
12 Dec 2013
Research Workshop
PDF
389KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kamber-karagedikli-ryan-vehbi.pdf
Migrant Labor Markets and the Welfare of Rural Households in the Developing World: Evidence from China
6 Dec 2010
Research Workshop
PDF
718KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/giles.pdf
Impacts of Financial Factors on Emerging Market Business Cycle Fluctuations
1 Dec 2009
Research Workshop
PDF
365KB
Reserve Bank of Australia Research Workshop 2009
https://www.rba.gov.au/publications/workshops/research/2009/pdf/tanboon.pdf
Private News and Monetary Policy
7 Apr 2016
Research Workshop
PDF
487KB
Reserve Bank of Australia Research Workshop 2015: Quantitative Macroeconomics
https://www.rba.gov.au/publications/workshops/research/2015/pdf/rba-workshop-2015-fujiwara-waki.pdf
Productivity and Misallocation in GeneralEquilibrium David Rezza Baqaee LSE ...
4 Dec 2018
Research Workshop
PDF
330KB
in the resurgent literature on the macroeconomic impact ofmicroeconomic shocks in mutisector models and models with production networks.2. ... In Section 3, we introduce a parametricversion of the general model and present our structural results.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-farhi.pdf
On the Risk of Leaving the Euro∗ Manuel Macera† ...
2 Dec 2018
Research Workshop
PDF
545KB
9. The previous discussion shows how in our model (and arguably in many models) the as-. ... The model in the previous section highlighted the fact that representative agent models hide.
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-nicolini.pdf
Market Structure and Monetary Non-neutrality
4 Jan 2018
Research Workshop
PDF
1832KB
competitive model (Golosov and Lucas, 2007). My main finding is that—in these two models of. ... ond order losses from price dispersion, which are roughly equal in both models.
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-simon-mongey.pdf
Same Spain, Less Pain?
17 Jan 2017
Research Workshop
PDF
1230KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-gomez-gonzales.pdf