Search: VAR models
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Financial-asset Prices and Monetary Policy: Theory and Evidence
7 Dec 2006
Conferences
PDF
536KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/smets.pdf
Bulletin September Quarter 2021
22 Aug 2022
Bulletin
- September 2021
PDF
8022KB
https://www.rba.gov.au/publications/bulletin/2021/sep/pdf/bulletin-2021-09.pdf
Declining Output Volatility: What Role for Structural Change? | Conference – 2005
11 Jul 2005
Conferences
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
The Debate on Alternatives for Monetary Policy in Australia
7 Dec 2006
Conferences
PDF
85KB
RBA Conference Volume 1997
https://www.rba.gov.au/publications/confs/1997/pdf/edey.pdf
Monetary Policy and Financial Stability in a World of Low Interest Rates
18 Dec 2017
Conferences
PDF
8052KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017.pdf
Monetary Policy and Financial Stability | Conference – 2017
16 Mar 2017
Conferences
These models take into account some financial distortions, as well as heterogeneous agents. ... This estimate is broadly consistent with those obtained using vector autoregression (VAR) models to estimate the transmission of monetary policy.
https://www.rba.gov.au/publications/confs/2017/dell-ariccia-habermeier-haksar-mancini-griffoli.html
Bulletin September Quarter 2020
9 Jun 2021
Bulletin
- September 2020
PDF
5941KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/bulletin-2020-09.pdf
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
Key Elements of Global Inflation | Conference – 2009
17 Aug 2009
Conferences
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
Bulletin June Quarter 2020
24 Jun 2020
Bulletin
- June 2020
PDF
5409KB
https://www.rba.gov.au/publications/bulletin/2020/jun/pdf/bulletin-2020-06.pdf