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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Financial Stability Review - September 2006

27 Sep 2006 FSR - September 2006 PDF 476KB
https://www.rba.gov.au/publications/fsr/2006/sep/pdf/0906.pdf

Bulletin September Quarter 2020

9 Jun 2021 Bulletin - September 2020 PDF 5941KB
https://www.rba.gov.au/publications/bulletin/2020/sep/pdf/bulletin-2020-09.pdf

Bulletin June Quarter 2020

24 Jun 2020 Bulletin - June 2020 PDF 5409KB
https://www.rba.gov.au/publications/bulletin/2020/jun/pdf/bulletin-2020-06.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

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

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

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

New Measures of Financial Stress from Non-traditional Data

8 Dec 2022 Bulletin – December 2022
Finn Lattimore and Max Zang
Household and business financial stress has significant implications for financial stability and monetary policy.
https://www.rba.gov.au/publications/bulletin/2022/dec/new-measures-of-financial-stress-from-non-traditional-data.html

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