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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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What Caused the Decline in US Business Cycle Volatility?
27 Nov 2006
Conferences
PDF
333KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/gordon.pdf
Business Cycle Dynamics in OECD Countries: Evidence, Causes and Policy Implications
27 Nov 2006
Conferences
PDF
308KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/cotis-coppel.pdf
The Dynamics of Trade Credit and Bank Debt in SME Finance: International Evidence
21 Aug 2015
Conferences
PDF
336KB
RBA Conference Volume 2015
https://www.rba.gov.au/publications/confs/2015/pdf/norden-vankampen.pdf
Discussion of It Takes More Than a Bubble to Become Japan
27 Nov 2006
Conferences
PDF
129KB
RBA Conference Volume 2003
https://www.rba.gov.au/publications/confs/2003/pdf/posen-disc.pdf
Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference – 2012
20 Aug 2012
Conferences
the 0.3 per cent to 0.9 per cent effect derived from VAR estimates. ... Naturally, including these data in a regression model requires some degree of standardisation and aggregation.
https://www.rba.gov.au/publications/confs/2012/kuttner-shim.html
The Australian Business Cycle: A Coincident Indicator Approach | Conference – 2005
11 Jul 2005
Conferences
4. Data and Estimation. The composition of the data panel is crucial when estimating a factor model. ... We interpret this model as having one lead and one lag, rather than two lags.
https://www.rba.gov.au/publications/confs/2005/gillitzer-kearns-richards.html
Discussion of International Business Cycle Co-movements through Time
27 Nov 2006
Conferences
PDF
168KB
RBA Conference Volume 2005
https://www.rba.gov.au/publications/confs/2005/pdf/andrews-kohler-disc.pdf
Designing Inflation Targets | Conference – 1997
21 Jul 1997
Conferences
Both develop general-equilibrium models in an attempt to measure the welfare-distorting impact of the inflation tax. ... There is a raft of empirical evidence addressing the transmission-lag question, much of it drawn from counterfactual VAR and
https://www.rba.gov.au/publications/confs/1997/haldane.html
Key Elements of Global Inflation
10 May 2010
Conferences
PDF
332KB
RBA Conference Volume 2009
https://www.rba.gov.au/publications/confs/2009/pdf/anderton-galesi-lombardi-dimauro.pdf
Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence
29 Dec 2022
Conferences
PDF
495KB
RBA Annual Conference 2022
https://www.rba.gov.au/publications/confs/2022/pdf/rba-conference-2022-fry-mckibbin-mckinnon-martin.pdf