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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
8 May 2014
SMP
– May 2014
PDF
637KB
https://www.rba.gov.au/publications/smp/2014/may/pdf/box-b.pdf
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
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
Box E: Scenario Analysis Using the MARTIN Model
8 Nov 2019
SMP
– November 2019
Statement on Monetary Policy – November 2019 Box E. Scenario Analysis Using the MARTIN Model. ... Scenario analysis involves a range of steps and requires the use of economic models.
https://www.rba.gov.au/publications/smp/2019/nov/box-e-scenario-analysis-using-the-martin-model.html
In Depth – Full Employment
6 Feb 2024
SMP
– February 2024
In Depth – Full Employment | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/in-depth-full-employment.html
Outlook
6 Feb 2024
SMP
– February 2024
Outlook | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/outlook.html
Box C: What Explains Recent Inflation Forecast Errors?
4 Nov 2022
SMP
– November 2022
Each of these models materially underestimated inflation over the past year (Graph C.6). ... Comprehensive econometric models – including single-equation aggregate inflation models, sectoral models and the full system economic model (MARTIN) – are
https://www.rba.gov.au/publications/smp/2022/nov/box-c-what-explains-recent-inflation-forecast-errors.html
Economic Conditions
6 Feb 2024
SMP
– February 2024
Economic Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/economic-conditions.html
Financial Conditions
6 Feb 2024
SMP
– February 2024
Financial Conditions | Statement on Monetary Policy – February 2024
https://www.rba.gov.au/publications/smp/2024/feb/financial-conditions.html
Statement on Monetary Policy
3 Nov 2022
SMP
- November 2022
PDF
7804KB
https://www.rba.gov.au/publications/smp/2022/nov/pdf/statement-on-monetary-policy-2022-11.pdf