Search: VAR models
Did you mean
varmodels?
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Box A: The Boom in the Prices of Steel-making Commodities
10 May 2010
SMP
– May 2010
China's demand for steel has been rising steadily for a number of years, reflecting its stage of economic development and the growth model that it has pursued. ... Rapid industrialisation and urbanisation are driving high levels of investment in fixed
https://www.rba.gov.au/publications/smp/2010/may/box-a.html
Overview
10 Feb 2012
SMP
– February 2012
With the exchange rate having been at a high level for some time, a number of businesses are reassessing their business models and medium-term prospects.
https://www.rba.gov.au/publications/smp/2012/feb/overview.html
Box C: Supply and Demand Drivers of Inflation in Australia
9 Feb 2023
SMP
- February 2023
PDF
263KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/box-c-supply-and-demand-drivers-of-inflation-in-australia.pdf
Domestic Financial Markets
10 Aug 2012
SMP
– August 2012
Separately, Moody's placed 20 tranches from 18 RMBS transactions on review for downgrade, as part of its revised individual loan analysis model.
https://www.rba.gov.au/publications/smp/2012/aug/dom-fin-mkts.html
Overview
5 Aug 2021
SMP
- August 2021
PDF
90KB
https://www.rba.gov.au/publications/smp/2021/aug/pdf/00-overview.pdf
Statement on Monetary Policy
20 Nov 2023
SMP
- November 2023
PDF
9530KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/statement-on-monetary-policy-2023-11.pdf
International Financial Conditions
7 Aug 2020
SMP
– August 2020
Statement on Monetary Policy. , May. Available at <For more information on the key determinants of the Australian dollar and the Reserve Bank's forward-looking model of the real TWI, see ... Chapman B, J Jaaskela and E Smith (2018), ‘A forward-looking
https://www.rba.gov.au/publications/smp/2020/aug/international-financial-conditions.html
Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf
Box C: What Explains Recent Inflation Forecast Errors?
3 Nov 2022
SMP
- November 2022
PDF
392KB
https://www.rba.gov.au/publications/smp/2022/nov/pdf/box-c-what-explains-recent-inflation-forecast-errors.pdf
Box A: The Effect of Oil Price Movements on the Terms of Trade
10 May 2015
SMP
– May 2015
For the purposes of this analysis, growth in US dollar prices for Australian natural gas exports are modelled using an autoregressive distributed lag model that includes the growth in US dollar ... Consistent with the sample period, the model implies
https://www.rba.gov.au/publications/smp/2015/may/box-a.html