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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Box B: Lags from Activity to the Labour Market

8 May 2014 SMP – May 2014 PDF 637KB
https://www.rba.gov.au/publications/smp/2014/may/pdf/box-b.pdf

Box B: Lags from Activity to the Labour Market

10 May 2014 SMP – May 2014
One approach that can provide an estimate of the magnitude of these links is a VAR model, which captures the dynamic relationships between these variables. ... The results of VAR models can be interpreted using impulse responses, which trace out how
https://www.rba.gov.au/publications/smp/2014/may/box-b.html

Statement on Monetary Policy – May 2014

9 May 2014 SMP – May 2014 PDF 2599KB
https://www.rba.gov.au/publications/smp/2014/may/pdf/0514.pdf

Surveillance of the Financial System | Reserve Bank of Australia Annual Report - 1996

31 Dec 1996 Annual Report
In calculating capital requirements for market risk, banks will have the option of using either a “standard measurement” approach, or their own risk management models. ... The major banks now publish “value at risk” (VAR) figures, which are
https://www.rba.gov.au/publications/annual-reports/rba/1996/surveillance-fin-system.html

Regulatory Developments in Retail Payments

10 Sep 2012 PSB Annual Report – 2012
in the payments system; or establishing a new payments system regulatory body with a similar model to utilities regulation. ... Available at <http://www.rba.gov.au/payments-and-infrastructure/cards/201206-var-surcharging-stnds-fin-ref-ris/>.
https://www.rba.gov.au/publications/annual-reports/psb/2012/reg-dev-ret-pay.html

Payments System Board Annual Report 2012 - Regulatory Developments in Retail Payments

14 Sep 2012 PSB Annual Report 2012 PDF 358KB
https://www.rba.gov.au/publications/annual-reports/psb/2012/pdf/reg-dev-ret-pay.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

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

Box E: Scenario Analysis Using the MARTIN Model

8 Nov 2019 SMP – November 2019
Statement on Monetary Policy – November 2019 Box E. Scenario Analysis Using the MARTIN Model. ... Scenario analysis involves a range of steps and requires the use of economic models.
https://www.rba.gov.au/publications/smp/2019/nov/box-e-scenario-analysis-using-the-martin-model.html

At a Glance

21 Oct 2021 PSB Annual Report – 2021
https://www.rba.gov.au/publications/annual-reports/psb/2021/