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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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A Factor Model Analysis of the Effects of Inflation Targeting on the Australian Economy
10 Feb 2020
Conferences
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1902KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-hartigan-morley.pdf
Financial-asset Prices and Monetary Policy: Theory and Evidence
7 Dec 2006
Conferences
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536KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/smets.pdf
Inflation in an Era of Relative Price Shocks: Proceedings of a Conference
12 May 2010
Conferences
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2491KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/conf-vol-2009.pdf
Twenty-five Years of Inflation Targeting in Australia: Are There Better Alternatives for the Next Twenty-five Years? | Conference – 2018
12 Apr 2018
Conferences
To test this hypothesis, we follow the approach by Demertzis et al (2008) as summarised by the vector autoregressive (VAR) model below:. ... To test monetary policy credibility during the pre-inflation-targeting era, we examine the sensitivity of
https://www.rba.gov.au/publications/confs/2018/mckibbin-panton.html
Measuring Core Inflation in Australia with Disaggregate Ensembles | Conference – 2009
17 Aug 2009
Conferences
Wallis (2005) uses opinion pools to average (model free) survey forecasts, rather than those from macroeconometric models. ... Andersson MK and S Karlsson (2007), ‘Bayesian Forecast Combination for VAR Models’, Sveriges Riksbank Working Paper No 216.
https://www.rba.gov.au/publications/confs/2009/ravazzolo-vahey.html
The Debate on Alternatives for Monetary Policy in Australia
7 Dec 2006
Conferences
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85KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/edey.pdf
Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis
13 Dec 2011
Conferences
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8780KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/bayoumi-bui.pdf
Monetary Policy and Financial Stability in a World of Low Interest Rates
18 Dec 2017
Conferences
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8052KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017.pdf
The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries
12 Feb 2007
Conferences
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178KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/artis.pdf
Discussion | Conference – 2009
17 Aug 2009
Conferences
Consequently, they re-estimate the VAR models and examine whether there are differences in impulses between the two sample periods. ... This raised a concern that the parameter estimates of the VAR model may be compromised by the lack of sample data.
https://www.rba.gov.au/publications/confs/2009/baumeister-peersman-vanrobays-disc.html