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RBA Glossary definition for CPS

CPS – Consumer Payments Survey

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A Panel VAR

31 Dec 2012 RDP 2012-01
Hugo Gerard
of endogenous variables per country) there are NGP CP = 60 coefficients (where P = 2 is the lag length and C = 2 is the number of exogenous variables) for a total number ... of (NGP CP)NG = 1680 coefficients in such an unrestricted VAR.
https://www.rba.gov.au/publications/rdp/2012/2012-01/panel.html

Appendix A: The Panel VAR

31 Dec 2012 RDP 2012-01
Hugo Gerard
Where in the above equations. , δ. i. is a (NGP CP) 1 vector formed by stacking the rows of D = [D.
https://www.rba.gov.au/publications/rdp/2012/2012-01/appendix-a.html