Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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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
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
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289KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/ravazzolo-vahey.pdf
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
PDF
536KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/smets.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
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
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
PDF
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
PDF
8780KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/bayoumi-bui.pdf