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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Incorporating judgement with DSGE models

13 Dec 2007 Research Workshop PDF 198KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/binning.pdf

The Sources of Fluctuations in Residential Investment: A View from a Policy-Oriented DSGE Model of the U.S. Economy

2 Dec 2008 Research Workshop PDF 303KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/edge.pdf

Combining Forecast Densities from VARs with Uncertain Instabilities

4 Dec 2007 Research Workshop PDF 194KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/vahey-nicolaisen.pdf

Deriving Implied Time-variation in DSGE Coefficients from a Kernel-estimated TVP-VAR

13 Dec 2012 Research Workshop PDF 2123KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/theodoridis.pdf

Measurement with Some Theory: Using Sign Restrictions to Evaluate Business Cycle Models

3 Dec 2007 Research Workshop PDF 444KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/canova.pdf

Exchange Rates and Fundamentals: A Generalization

3 Dec 2007 Research Workshop PDF 323KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/nason.pdf

Structural Evolution of the Postwar U.S. Economy

12 Dec 2013 Research Workshop PDF 950KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/liu-morley.pdf

Incorporating Conjunctural Analysis in Structural Models

4 Dec 2008 Research Workshop PDF 338KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/monti.pdf

Multiple Filtering Devices for the Estimation of Cyclical DSGE Models

3 Dec 2008 Research Workshop PDF 346KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/canova.pdf

Business Cycle Implications of Internal Consumption Habit for New Keynesian Models

2 Dec 2008 Research Workshop PDF 440KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/nason.pdf