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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
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
Research Workshop – 2007
18 Dec 2007
Research Workshop
The Reserve Bank of Australia 2007 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2007/
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
Research Workshop – 2012
14 Dec 2012
Research Workshop
The Reserve Bank of Australia 2012 research workshop, 'Monetary Policy in Open Economies'
https://www.rba.gov.au/publications/workshops/research/2012/
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
Welfare-Maximizing Monetary Policy under Parameter Uncertainty
13 Dec 2007
Research Workshop
PDF
312KB
Reserve Bank of Australia Workshop 2007: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2007/edge.pdf
The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions
30 May 2022
Research Workshop
PDF
805KB
RBA Workshop 2022
https://www.rba.gov.au/publications/workshops/research/2022/pdf/rba-workshop-2022-read.pdf
Are Inflationary Shocks Regressive? A Feasible Set Approach
19 Dec 2023
Research Workshop
PDF
842KB
RBA Workshop 2023
https://www.rba.gov.au/publications/workshops/research/2023/pdf/rba-workshop-2023-del-canto-grigsby-qian-walsh.pdf
The Real Exchange Rate in Sticky Price Models: Does Investment Matter?
2 Dec 2008
Research Workshop
PDF
436KB
Reserve Bank of Australia Workshop 2008: Monetary Policy in Open Economies
https://www.rba.gov.au/publications/workshops/research/2008/sondergaard.pdf
Asian Business Cycle Synchronisation
6 Dec 2010
Research Workshop
PDF
271KB
Reserve Bank of Australia Research Workshop 2010
https://www.rba.gov.au/publications/workshops/research/2010/pdf/he.pdf