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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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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
Financial Markets and Unemployment
12 Dec 2011
Research Workshop
PDF
1637KB
Reserve Bank of Australia Workshop 2011
https://www.rba.gov.au/publications/workshops/research/2011/pdf/monacelli.pdf
Regulatory Developments in Retail Payments
10 Sep 2012
PSB Annual Report
– 2012
in the payments system; or establishing a new payments system regulatory body with a similar model to utilities regulation. ... Available at <http://www.rba.gov.au/payments-and-infrastructure/cards/201206-var-surcharging-stnds-fin-ref-ris/>.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html
Uncertainty Shocks, Financial Frictions and Business Cycle Asymmetries Across Countries
19 Dec 2019
Research Workshop
PDF
2144KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-chatterjee.pdf
Tests of Simple Targeting Rules for Monetary Policy
2 Dec 2008
Research Workshop
PDF
353KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/otto.pdf
Conclusion | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
markets. This set of information might include details of large positions relative to the market, various measures of VaR, stress tests and measure of the performance of the VaR models.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/conclusion.html
The Role of Auctions and Negotiation in Housing Prices
19 Dec 2019
Research Workshop
PDF
4167KB
RBA Workshop 2019
https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-hansen.pdf
Payments System Board Annual Report 2012
19 Sep 2012
PSB Annual Report
2012
PDF
3384KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/2012-psb-ann-report.pdf
Payments System Board Annual Report 2013
31 Jan 2014
PSB Annual Report
2013
PDF
1306KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/2013-psb-ann-report.pdf