Search: VAR models
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Cyclical Labour Market Adjustment in Australia
17 Mar 2016
Bulletin
– March 2016
Since the late 1990s, a larger share of labour market adjustment in Australia has come about via changes in average hours worked, as opposed to changes in the number of people employed. Much of this is likely to reflect that the economic downturns
https://www.rba.gov.au/publications/bulletin/2016/mar/2.html
The Relationship Between Financial Indicators and Economic Activity: Some Further Evidence | Conference – 1989
20 Jun 1989
Conferences
The two sets of results are discussed in turn. Each VAR model includes four lags of each variable. ... This section uses VAR models to look at some of these channels.
https://www.rba.gov.au/publications/confs/1989/stevens-thorp.html
Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia
15 Jun 2023
Bulletin
– June 2023
Inflation has increased substantially since mid-2021.
https://www.rba.gov.au/publications/bulletin/2023/jun/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.html
Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time
10 May 2010
Conferences
PDF
206KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/baumeister-peersman-vanrobays-disc.pdf
r*: Definition, Uses, Measurement, and Drivers
28 Dec 2022
Conferences
PDF
1238KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-del-negro-presentation.pdf
Meet Martin The Rbas New Macroeconomic Model
17 Sep 2018
Bulletin
- March 2018
PDF
366KB
https://www.rba.gov.au/publications/bulletin/2018/mar/pdf/meet-martin-the-rbas-new-macroeconomic-model.pdf
Robust Design Principles for Monetary Policy Committees | Conference – 2018
12 Apr 2018
Conferences
2.2.1 Generic elements. Analytical tools. In conducting macroeconometric analysis and forecasting, central banks predominantly relied on linear methods using DSGE models and vector autoregressions (VARs). ... See Brayton et al (1997). For the current
https://www.rba.gov.au/publications/confs/2018/archer-levin.html
Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia
13 Jun 2023
Bulletin
- June 2023
PDF
711KB
https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.pdf
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low? | Conference – 2017
16 Mar 2017
Conferences
In their model, this level could even be positive, depending on structural features of the economy and the financial system. ... This result is confirmed by Jannsen, Potjagailo and Wolters (2015) for a sample of 20 advanced economies based on panel
https://www.rba.gov.au/publications/confs/2017/borio-hofmann.html
Measuring Core Inflation in Australia with Disaggregate Ensembles
10 May 2010
Conferences
PDF
289KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/ravazzolo-vahey.pdf