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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities
17 Apr 2024
Bulletin
- April 2024
PDF
598KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.pdf
Payments System Board Annual Report 2012
19 Sep 2012
PSB Annual Report
2012
PDF
3384KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/2012-psb-ann-report.pdf
News Sentiment and the Economy
17 Jun 2020
Bulletin
- June 2020
PDF
695KB
https://www.rba.gov.au/publications/bulletin/2020/jun/pdf/news-sentiment-and-the-economy.pdf
The Reserve Bank and the Business Cycle
25 Feb 2001
Bulletin
PDF
85KB
The ‘political economy’ aspects have beenprominent in the academic literature, andsome very neat models can be built to illustratethe issues of time inconsistency. ... 9607. Dungey, M. and A. Pagan (1997), ‘Towardsa Structural VAR Model of the
https://www.rba.gov.au/publications/bulletin/1997/sep/pdf/bu-0997-1.pdf
Payments System Board Annual Report 2013
31 Jan 2014
PSB Annual Report
2013
PDF
1306KB
https://www.rba.gov.au/publications/annual-reports/psb/2013/pdf/2013-psb-ann-report.pdf
Market Making in Bond Markets
17 Mar 2015
Bulletin
March Quarter 2015
PDF
250KB
https://www.rba.gov.au/publications/bulletin/2015/mar/pdf/bu-0315-7.pdf
Monetary Policy: The End of History?
24 Oct 2001
Bulletin
PDF
47KB
This model was pioneered by New Zealand(who introduced it, not as a specific modeltailored to the unique needs of monetarypolicy, but rather as part of a process ofreforming governance and ... forms of equityinsurance which were put in place prior tothe
https://www.rba.gov.au/publications/bulletin/2001/aug/pdf/bu-0801-2.pdf
GDP-linked Bonds
13 Sep 2016
Bulletin
September Quarter 2016
PDF
379KB
https://www.rba.gov.au/publications/bulletin/2016/sep/pdf/rba-bulletin-2016-09-gdp-linked-bonds.pdf
New Measures of Financial Stress from Non-traditional Data
8 Dec 2022
Bulletin
- December 2022
PDF
826KB
https://www.rba.gov.au/publications/bulletin/2022/dec/pdf/new-measures-of-financial-stress-from-non-traditional-data.pdf
Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities
18 Apr 2024
Bulletin
– April 2024
This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.
https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.html