Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Negative Gearing and Welfare: A Quantitative Study for the Australian Housing Market
4 Jan 2018
Research Workshop
PDF
791KB
https://www.rba.gov.au/publications/workshops/research/2017/pdf/rba-workshop-2017-simon-cho-may-li.pdf
Same Spain, Less Pain?
17 Jan 2017
Research Workshop
PDF
1230KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-gomez-gonzales.pdf
Mortgage Prepayment and Path-Dependent Effects of Monetary Policy∗ David ...
20 Nov 2018
Research Workshop
PDF
691KB
is the simplest possible model withstate-dependence: all other models with state-dependent prepayment require additional information on. ... On the empirical side, our paper differs from most of thisliterature by estimating a prepayment model based on
https://www.rba.gov.au/publications/workshops/research/2018/pdf/rba-workshop-2018-berger.pdf
Accelerator or Brake? Cash for Clunkers, Household, Liquidity, and Aggregate Demand
17 Jan 2017
Research Workshop
PDF
1028KB
Accelerator or Brake? Cash for Clunkers, Household, Liquidity, and Aggregate Demand
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-parker.pdf
Understanding the Long-Run Decline in Interstate Migration
12 Dec 2013
Research Workshop
PDF
639KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kaplan-schulhofer-wohl.pdf
Optimal Automatic Stabilizers
17 Jan 2017
Research Workshop
PDF
592KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-mckay.pdf
Fiscal Stimulus and Households' Non-Durable Consumption Expenditures: Evidence from the 2009 Australian Nation Building and Jobs Plan
23 Dec 2013
Research Workshop
PDF
238KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/aisbett-brueckner-steinhauser-wilcox.pdf
Information, Misallocation and Aggregate Productivity
25 Nov 2014
Research Workshop
PDF
674KB
https://www.rba.gov.au/publications/workshops/research/2014/pdf/david-hopenhayn-venkateswaran.pdf
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
13 Dec 2012
Research Workshop
PDF
867KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/swanson-williams.pdf
Housing and Migration in Labor Reallocation
2 Dec 2014
Research Workshop
PDF
571KB
Housing, Gross Migration, Net Migration, Labor Reallocation
https://www.rba.gov.au/publications/workshops/research/2014/pdf/davis-fisher-veracierto.pdf