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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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News Sentiment and the Economy

18 Jun 2020 Bulletin – June 2020
Kim Nguyen and Gianni La Cava
The large and immediate effect of the COVID-19 pandemic on economic activity has increased the need for more real-time indicators of the economy.
https://www.rba.gov.au/publications/bulletin/2020/jun/news-sentiment-and-the-economy.html

Economic and Financial Research in the Reserve Bank in 1997

10 Jan 1998 Bulletin – January 1998
A paper by Colleen Cassidy and Marianne Gizycki outlines various approaches to obtaining estimates of the VaR. ... Each of the approaches is based on assumptions and these assumptions need to be tested, as do the predictions from the models used to
https://www.rba.gov.au/publications/bulletin/1998/jan/2.html

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

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

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

Payments System Board Annual Report 2012 - Regulatory Developments in Retail Payments

14 Sep 2012 PSB Annual Report 2012 PDF 358KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/reg-dev-ret-pay.pdf

Exchange Rate Disconnect Revisited

19 Dec 2023 Research Workshop PDF 4777KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-chahrour-cormun-de-leo-guerron-quintana-valchev.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