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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Annual Performance Statement

9 Aug 2023 RBA Annual Report - 2022 PDF 186KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/annual-performance-statement.pdf

Management of the Reserve Bank

9 Aug 2023 RBA Annual Report - 2022 PDF 143KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/management-of-the-reserve-bank.pdf

Communication and Community Engagement

9 Aug 2023 RBA Annual Report - 2022 PDF 1131KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/communication-and-community-engagement.pdf

International Financial Cooperation

9 Aug 2023 RBA Annual Report - 2022 PDF 555KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/international-financial-cooperation.pdf

The Bank's Services and other Activities

9 Mar 2023 RBA Annual Report – 1989
In 1988/89, projects supported included modelling of foreign exchange markets and a short-run forecasting model of the Australian economy.
https://www.rba.gov.au/publications/annual-reports/rba/1989/banks-services.html

Our People

27 Oct 2022 RBA Annual Report – October 2022
The key focus areas of the strategy are:. reinforcing leadership commitment to inclusion, where all leaders show visible, authentic commitment to inclusion and consistently role model inclusive behaviours.
https://www.rba.gov.au/publications/annual-reports/rba/2022/our-people.html

Risk Management

27 Oct 2022 RBA Annual Report – October 2022
To help manage risk, the Bank has implemented the three lines model. ... Risk and Compliance Department typically values these securities based on a pricing model that references prices in the public ABS market.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html

Annual Performance Statement for 2021/22

27 Oct 2022 RBA Annual Report – October 2022
Models in this case, and also its bank stress-testing framework, were important tools used by the Bank during the year to estimate potential effects of certain events or triggers.
https://www.rba.gov.au/publications/annual-reports/rba/2022/annual-performance-statement.html

Governor's Foreword

27 Oct 2022 RBA Annual Report – October 2022
More broadly, the payments landscape is changing rapidly with new technologies and business models.
https://www.rba.gov.au/publications/annual-reports/rba/2022/governors-foreword.html

Communication and Community Engagement

27 Oct 2022 RBA Annual Report – October 2022
bond purchases; the effect of corporate sentiment on investment; and extensions to the Banks Macroeconomic Model. ... In terms of advocacy of economics, a six-part Explore Economics video series was produced to provide role models for students at both
https://www.rba.gov.au/publications/annual-reports/rba/2022/communication-and-community-engagement.html