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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries

12 Feb 2007 Conferences PDF 178KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/artis.pdf

Monetary Policy and Financial Stability

10 Feb 2020 Conferences PDF 1844KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-dellariccia-habermeier-haksar-mancini-griffoli.pdf

Robust Design Principles for Monetary Policy Committees

10 Feb 2020 Conferences PDF 1517KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018-archer-levin.pdf

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

Discussion on It Takes More Than a Bubble to Become Japan | Conference – 2003

18 Aug 2003 Conferences
Table 1: Estimated Probabilities of Rising Asset Prices. Probit model of the rise in asset prices. ... variables are percentage change except the Tankan survey of actual business conditions; Granger causality tests conducted in a VAR model with three
https://www.rba.gov.au/publications/confs/2003/posen-disc.html

Lessons from the Financial Turmoil of 2007 and 2008: Proceedings of a Conference

24 Oct 2008 Conferences PDF 1049KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/conf-vol-2008.pdf

Is Monetary Policy Less Effective When Interest Rates Are Persistently Low?

10 Feb 2020 Conferences PDF 1690KB
RBA Conference Volume 2017
https://www.rba.gov.au/publications/confs/2017/pdf/rba-conference-volume-2017-borio-hofmann.pdf

The Debate on Alternatives for Monetary Policy in Australia | Conference – 1997

21 Jul 1997 Conferences
Malcolm Edey
Recent empirical work on currency crises by Funke (1996) provides some support for these models. ... King (1996) notes that these latter considerations are hard to model but likely to be important in practice.
https://www.rba.gov.au/publications/confs/1997/edey.html

The Sub-prime Crisis: Causal Distortions and Regulatory Reform

22 Oct 2008 Conferences PDF 270KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/blundell-wignall-atkinson.pdf

Liquidity and Funding Markets

6 Jan 2014 Conferences PDF 4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf