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31–40 of 1,093 search results for VAR models

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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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

Regulatory Developments in Retail Payments

10 Sep 2012 PSB Annual Report – 2012

in the payments system; or establishing a new payments system regulatory body with a similar model to utilities regulation. ... Available at <http://www.rba.gov.au/payments-and-infrastructure/cards/201206-var-surcharging-stnds-fin-ref-ris/>.

https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html

The Sub-prime Crisis: Causal Distortions and Regulatory Reform | Conference – 2008

14 Jul 2008 Conferences

Adrian Blundell-Wignall and Paul Atkinson

The FSF focuses on strengthening models and procedures. This has to be supported as an important ‘conditioning factor’. ... For the mathematical model underlying the Basel approach (I or II), each exposure's contribution to value-at-risk (VAR) is

https://www.rba.gov.au/publications/confs/2008/blundell-wignall-atkinson.html

Key Elements of Global Inflation | Conference – 2009

17 Aug 2009 Conferences

Robert Anderton, Alessandro Galesi, Marco Lombardi and Filippo di Mauro

that is, a VAR model augmented by weakly exogenous variables), with each country model comprising domestic and foreign variables. ... The data are monthly. After estimating each of the country models, the results are connected through link matrices and

https://www.rba.gov.au/publications/confs/2009/anderton-galesi-lombardi-dimauro.html

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

Declining Output Volatility: What Role for Structural Change? | Conference – 2005

11 Jul 2005 Conferences

Christopher Kent, Kylie Smith and James Holloway

Perotti (2005), using structural VAR models for Australia, Canada, Germany, the UK and the US, finds that the magnitude of fiscal shocks declined around the early 1980s and that the transmission ... 2. for Model 1a is 0.212. Direct structural measures.

https://www.rba.gov.au/publications/confs/2005/kent-smith-holloway.html