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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Fiscal Stimulus and Households' Non-Durable Consumption Expenditures: Evidence from the 2009 Australian Nation Building and Jobs Plan

23 Dec 2013 Research Workshop PDF 238KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/aisbett-brueckner-steinhauser-wilcox.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

Uncertainty shocks, asset supply and pricing over the business cycle

12 Dec 2013 Research Workshop PDF 425KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/bianchi-ilut-schneider.pdf

International spill-overs of uncertainty shocks: Evidence from a FAVAR

12 Dec 2013 Research Workshop PDF 389KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kamber-karagedikli-ryan-vehbi.pdf

Understanding the Long-Run Decline in Interstate Migration

12 Dec 2013 Research Workshop PDF 639KB
Reserve Bank of Australia Workshop 2013
https://www.rba.gov.au/publications/workshops/research/2013/pdf/kaplan-schulhofer-wohl.pdf

Agenda for Reserve Bank of Australia Workshop 2012: Quantitative Macroeconomics

21 Dec 2012 Research Workshop PDF 756KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/agenda-2012-wkshp.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/

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

An Estimated Small Open Economy Model with Labour Market Frictions

13 Dec 2012 Research Workshop PDF 787KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/jeff-sheen.pdf

Estimating Fiscal Limits: The Case of Greece

13 Dec 2012 Research Workshop PDF 320KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/nora-traum.pdf