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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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The Role of the Exchange Rate in Monetary Policy – the Experience of Other Countries | Conference – 1993
12 Jul 1993
Conferences
This gave way after around 1983 (the year of the ‘Mitterand U-turn’) to the asymmetric model. ... The credibility model was seen as requiring that no nominal devaluations should be undertaken.
https://www.rba.gov.au/publications/confs/1993/artis.html
Monetary Policy and Financial Stability
10 Feb 2020
Conferences
PDF
1844KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-dellariccia-habermeier-haksar-mancini-griffoli.pdf
Conference on Money and Credit: Summary of Discussion | Conference – 1989
20 Jun 1989
Conferences
One participant suggested that drawing stylised facts from Vector Auto-Regression (VAR) models of this type presents some difficulties, in the sense that the results are model-dependent, and the techniques ... The aim is to find a rule which has
https://www.rba.gov.au/publications/confs/1989/summary-of-discussion.html
Lessons from the Financial Turmoil of 2007 and 2008: Proceedings of a Conference
24 Oct 2008
Conferences
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1049KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/conf-vol-2008.pdf
Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?
10 Feb 2020
Conferences
PDF
1690KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-borio-hofmann.pdf
The Sub-prime Crisis: Causal Distortions and Regulatory Reform
22 Oct 2008
Conferences
PDF
270KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/blundell-wignall-atkinson.pdf
Liquidity and Funding Markets
6 Jan 2014
Conferences
PDF
4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf
Discussion on It Takes More Than a Bubble to Become Japan | Conference – 2003
18 Aug 2003
Conferences
Table 1: Estimated Probabilities of Rising Asset Prices. Probit model of the rise in asset prices. ... variables are percentage change except the Tankan survey of actual business conditions; Granger causality tests conducted in a VAR model with three
https://www.rba.gov.au/publications/confs/2003/posen-disc.html
Discussion on Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
This is especially so in the VAR analysis, which attempts to go beyond the analysis of correlations in the first two sections of the paper to ascertain some direction of causation ... Ultimately, it is difficult to answer such questions without some
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey-disc.html
Pandemic-Era Inflation Drivers and Global Spillovers
23 Nov 2023
Conferences
PDF
797KB
RBA Annual Conference 2023
https://www.rba.gov.au/publications/confs/2023/pdf/rba-conference-2023-di-giovanni-kalemli-ozcan-silva-yildirim.pdf