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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Funding Flows and Credit in Carry Trade Economies | Conference – 2013
19 Aug 2013
Conferences
They use a variant of the Vasicek (2002) model with a two-tier banking system. ... The VAR includes two lags of each variable, which was selected using a combination of criteria.
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.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
Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit
10 Dec 2012
Conferences
PDF
896KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/kuttner-shim.pdf
Property Markets and Financial Stability
10 Dec 2012
Conferences
PDF
9437KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/conf-vol-2012.pdf
Securitisation and the Commercial Property Cycle
10 Dec 2012
Conferences
PDF
1300KB
RBA Conference Volume 2012
https://www.rba.gov.au/publications/confs/2012/pdf/packer-riddiough.pdf
Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference – 2012
20 Aug 2012
Conferences
the 0.3 per cent to 0.9 per cent effect derived from VAR estimates. ... Naturally, including these data in a regression model requires some degree of standardisation and aggregation.
https://www.rba.gov.au/publications/confs/2012/kuttner-shim.html
The Future of Inflation Targeting: Proceedings of a Conference
18 Apr 2012
Conferences
PDF
1390KB
RBA Conference Volume 2004
https://www.rba.gov.au/publications/confs/2004/pdf/conf-vol-2004.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
The Australian Labour Market in the 2000s: The Quiet Decade
13 Dec 2011
Conferences
PDF
1293KB
RBA Conference Volume 2011
https://www.rba.gov.au/publications/confs/2011/pdf/borland.pdf
Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis | Conference – 2011
16 Aug 2011
Conferences
Macroeconomic models provide an alternative approach. An alternative way of estimating growth spillovers is to use results from an empirically estimated macroeconomic model. ... It is worth stressing that this is a typical result from conventional
https://www.rba.gov.au/publications/confs/2011/bayoumi-bui.html