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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf
Domestic Financial Markets
10 Aug 2012
SMP
– August 2012
Separately, Moody's placed 20 tranches from 18 RMBS transactions on review for downgrade, as part of its revised individual loan analysis model.
https://www.rba.gov.au/publications/smp/2012/aug/dom-fin-mkts.html
Domestic Financial Conditions
5 May 2023
SMP
- May 2023
PDF
2572KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/03-domestic-financial-conditions.pdf
Box C: Supply and Demand Drivers of Inflation in Australia
9 Feb 2023
SMP
- February 2023
PDF
263KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/box-c-supply-and-demand-drivers-of-inflation-in-australia.pdf
Box A: The Boom in the Prices of Steel-making Commodities
6 May 2010
SMP
– May 2010
PDF
117KB
https://www.rba.gov.au/publications/smp/2010/may/pdf/box-a.pdf
International Financial Conditions
7 Aug 2020
SMP
– August 2020
Statement on Monetary Policy. , May. Available at <For more information on the key determinants of the Australian dollar and the Reserve Bank's forward-looking model of the real TWI, see ... Chapman B, J Jaaskela and E Smith (2018), ‘A forward-looking
https://www.rba.gov.au/publications/smp/2020/aug/international-financial-conditions.html
Overview
5 Aug 2021
SMP
- August 2021
PDF
90KB
https://www.rba.gov.au/publications/smp/2021/aug/pdf/00-overview.pdf
Box C: What Explains Recent Inflation Forecast Errors?
3 Nov 2022
SMP
- November 2022
PDF
392KB
https://www.rba.gov.au/publications/smp/2022/nov/pdf/box-c-what-explains-recent-inflation-forecast-errors.pdf
Box A: The Effect of Oil Price Movements on the Terms of Trade
10 May 2015
SMP
– May 2015
For the purposes of this analysis, growth in US dollar prices for Australian natural gas exports are modelled using an autoregressive distributed lag model that includes the growth in US dollar ... Consistent with the sample period, the model implies
https://www.rba.gov.au/publications/smp/2015/may/box-a.html
Statement on Monetary Policy - August 2012
15 Aug 2012
SMP
- August 2012
PDF
1879KB
https://www.rba.gov.au/publications/smp/2012/aug/pdf/0812.pdf