Search: VAR models
Did you mean
varmodels?
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Discussion on Assessing the Sources of Changes in the Volatility of Real Growth | Conference – 2005
11 Jul 2005
Conferences
It is immediately evident that there are three potential non-unique candidates to explain a reduction in var (Δy. ... The authors propose a simple AR(1) model to first test for breaks in persistence in output growth.
https://www.rba.gov.au/publications/confs/2005/cecchetti-flores-lagunes-krause-disc.html
Australian Macroeconomic Performance and Policies in the 1990s | Conference – 2000
21 Jun 1990
Conferences
now. In political and policy-making circles, more attention began to be given to the model which combined an inflation target and clear central bank independence. ... There was, however, a gradual shift towards an inflation-targeting model. This began in
https://www.rba.gov.au/publications/confs/2000/gruen-stevens.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
New elements include structured credit, the originate-to-distribute business model and expanded markets for repurchase agreements (repos). ... The model itself is not new, having been used in the syndicated loan market for years.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
As models evolve and data accumulate, better model validation should be possible and the degree of uncertainty should reduce. ... In the case of complex models, another caution is that those responsible for risk oversight of the model may not have the
https://www.rba.gov.au/publications/confs/2007/laker.html
It Takes More Than a Bubble to Become Japan | Conference – 2003
18 Aug 2003
Conferences
Obviously, no serious macroeconomist who allows balance sheets, let alone credit markets and nominal rigidities, to play a meaningful role in her economic models would deny that significant declines in asset ... In fact, the normal Fed response alone
https://www.rba.gov.au/publications/confs/2003/posen.html
Conference in Applied Economic Research
6 Dec 1977
Conference
–
1977
The Reserve Bank of Australia 1977 conference is on the topic: ‘Conference in Applied Economic Research’
https://www.rba.gov.au/publications/confs/1977/
Global Relative Price Shocks: The Role of Macroeconomic Policies | Conference – 2009
17 Aug 2009
Conferences
In contrast to static computable general equilibrium (CGE) models, time and dynamics are of fundamental importance in the G-Cubed model. ... Here again the model's assumptions differ from the standard market-clearing assumption in most CGE models.).
https://www.rba.gov.au/publications/confs/2009/cagliarini-mckibbin.html
Alternative Models of Financial System Development | Conference – 1996
9 Jul 1996
Conferences
RBA Annual Conference – 1996 Alternative Models of Financial System Development Stephen Prowse.
https://www.rba.gov.au/publications/confs/1996/prowse.html
Discussion on Alternative Models of Financial System Development | Conference – 1996
9 Jul 1996
Conferences
the relative performance of Anglo-Saxon financial systems compared with those based on the ‘universal banking’ model.
https://www.rba.gov.au/publications/confs/1996/fukao-disc.html
Discussion on Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy | Conference – 2009
17 Aug 2009
Conferences
First, there is a concern that the models considered may suffer from unknown parameter non-constancies. ... Second, the modelling of relative forecast differentials imposes potentially invalid restrictions on model dynamics.
https://www.rba.gov.au/publications/confs/2009/siklos-disc.html