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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Climate Change Risk in the Financial System

26 Aug 2022 Speech PDF 471KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-08-24.pdf

10/4/2019 Lumps, Bumps and Waves | Speeches ...

4 Oct 2019 PDF 277KB
Bumps’ are the factors we can't or don't typically model that push economic outcomes aroundtemporarily. ... Thisdoesn't mean that our economic understanding is all superfluous. The standard models need not bethrown out completely.
https://www.rba.gov.au/speeches/2019/pdf/sp-so-2019-10-04.pdf

The Economic Outlook

9 Nov 2022 Speech PDF 738KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-dg-2022-11-09.pdf

Financial Conditions and the Australian Dollar – Recent Developments

15 Feb 2019 Speech PDF 445KB
In that regard, it is worthrecognising that models of exchange rates provide only rough estimates of the more enduringrelationships. ... For a description of the factors that influence the Australian dollar see, Chapman B, J Jääskelä and E Smith (2018)
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-02-15.pdf

The Economics of a Central Bank Digital Currency in Australia

7 Dec 2022 Speech PDF 685KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-12-08.pdf

Policymaking at the Reserve Bank

18 Oct 2022 Speech PDF 489KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-dg-2022-10-18.pdf

Climate Change and the Economy

13 Mar 2019 Speech PDF 273KB
Similarly, the scenario analysis from climate models needs to betranslated into the horizons of our economic models, taking account of price changes and how thataffects decision-making. ... We are working through the challenge of taking this information
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-03-12.pdf

Exchange Rates and Inflationary Pressures

23 Oct 2022 Speech PDF 778KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-10-24.pdf

27/10/2017 Uncertainty | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-10-26.html 1/16 Speech ...

26 Oct 2017 PDF 340KB
But this information was difficult toincorporate directly into standard models of business investment. ... And it can be harder to explain,replicate and refine than quantitative models.
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-10-26.pdf

The Shift to Electronic Payments – Some Policy Issues

12 Apr 2023 Speech PDF 615KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-03-28.pdf