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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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References

31 Dec 2007 RDP 2007-01
Kristoffer Nimark
An S and F Schorfheide (forthcoming), ‘Bayesian Analysis of DSGE Models’, Econometric Review. ... Dungey M and A Pagan (2000), ‘A Structural VAR Model of the Australian Economy’, The Economic Record, 76(235), pp 321–342.
https://www.rba.gov.au/publications/rdp/2007/2007-01/references.html

Estimation Results

31 Dec 2007 RDP 2007-01
Kristoffer Nimark
of the model evaluated at the estimated posterior modes reported in Table 1. ... However, their structural model attributes less than 1 per cent to foreign sources.
https://www.rba.gov.au/publications/rdp/2007/2007-01/estimation-results.html

Estimation Strategy

31 Dec 2007 RDP 2007-01
Kristoffer Nimark
how well each of them corresponds to the model's concept of output. ... Thirteen time series were used as indicators for the theoretical variables of the model, which is more than that of most other studies estimating structural small open economy models.
https://www.rba.gov.au/publications/rdp/2007/2007-01/estimation-strategy.html