Search: VAR models
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Research Workshop – 2007
18 Dec 2007
Research Workshop
The Reserve Bank of Australia 2007 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2007/
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
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
30 May 2022
Research Workshop
PDF
805KB
RBA Workshop 2022
https://www.rba.gov.au/publications/workshops/research/2022/pdf/rba-workshop-2022-read.pdf
Research Workshop – 2012
14 Dec 2012
Research Workshop
The Reserve Bank of Australia 2012 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2012/
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
Asian Business Cycle Synchronisation
6 Dec 2010
Research Workshop
PDF
271KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/he.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
The Real Exchange Rate in Sticky Price Models: Does Investment Matter?
2 Dec 2008
Research Workshop
PDF
436KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/sondergaard.pdf
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
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf