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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Model Designs

31 Dec 2011 RDP 2011-04
Adrian Pagan and Tim Robinson
t1. ) and other model variables (w. t. ), that is, they have the structure. ... Iacoviello (2005) estimates a model based on these ideas. The loan-to-value ratio need not be fixed (although it is in many models, such as Iacoviello (2005)) and could be
https://www.rba.gov.au/publications/rdp/2011/2011-04/model-designs.html