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31–40 of 309 search results for VAR models

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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

A Unified Approach to Measuring u*

19 Dec 2019 Research Workshop PDF 1890KB

RBA Workshop 2019

https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-sahin.pdf

Migrant Labor Markets and the Welfare of Rural Households in the Developing World: Evidence from China

6 Dec 2010 Research Workshop PDF 718KB

Reserve Bank of Australia Research Workshop 2010

https://www.rba.gov.au/publications/workshops/research/2010/pdf/giles.pdf

Bank of England Staff Working Paper No. 827

20 Sep 2019 Research Workshop PDF 4321KB

Employment and the collateral channel of monetary policy

https://www.rba.gov.au/publications/workshops/research/2019/pdf/rba-workshop-2019-foulis.pdf

Policy Responses | Hedge Funds, Financial Stability and Market Integrity – March 1999-Public | Financial Sector | Submissions

1 Mar 1999 Submissions

One option is for institutions to disclose the assumptions underlying the VaR calculation. ... If institutions are to disclose information such as large positions relative to the market, their VaR, the results of stress tests and VaR model performance,

https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/public-policy-responses.html