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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Domestic Economic Conditions
4 Aug 2023
SMP
– August 2023
Domestic Economic Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-economic-conditions.html
Economic Conditions
6 Feb 2024
SMP
- February 2024
PDF
1611KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/02-economic-conditions.pdf
Inflation
5 Nov 2020
SMP
– November 2020
Motor vehicle price inflation also picked up due to price pressures from reduced domestic inventory and the introduction of new models at higher price points.
https://www.rba.gov.au/publications/smp/2020/nov/inflation.html
Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy
10 Feb 2023
SMP
– February 2023
Estimates from the major central banks macroeconomic models are also broadly similar to those of the RBAs MARTIN and dynamic stochastic general equilibrium (DSGE) models. ... The Bank also uses a more heavily structured DSGE model in its analysis.
https://www.rba.gov.au/publications/smp/2023/feb/box-a-mortgage-interest-payments-in-advanced-economies.html
Box E: Scenario Analysis Using the MARTIN Model
7 Nov 2019
SMP
- November 2019
PDF
237KB
https://www.rba.gov.au/publications/smp/2019/nov/pdf/box-e-scenario-analysis-using-the-martin-model.pdf
Overview
6 Aug 2021
SMP
– August 2021
This is because business models have adapted to restrictions on activity, and the restrictions themselves have generally become more targeted now that more is known about how the virus is transmitted.
https://www.rba.gov.au/publications/smp/2021/aug/overview.html
Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy
9 Feb 2023
SMP
- February 2023
PDF
311KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/box-a-mortgage-interest-payments-in-advanced-economies.pdf
Box C: Supply and Demand Drivers of Inflation in Australia
10 Feb 2023
SMP
– February 2023
Graph C.1. Economic models can be used to estimate how much supply-side and demand-side factors have added to inflation, although the results can depend on the model used. ... See Del Negro M, A Gleich, S Goyal, A Johnson and A Tambalotti (2022), Drivers
https://www.rba.gov.au/publications/smp/2023/feb/box-c-supply-and-demand-drivers-of-inflation-in-australia.html
Statement on Monetary Policy
6 Feb 2024
SMP
- February 2024
PDF
4547KB
https://www.rba.gov.au/publications/smp/2024/feb/pdf/statement-on-monetary-policy-2024-02.pdf
Domestic Financial Conditions
20 Nov 2023
SMP
- November 2023
PDF
2300KB
https://www.rba.gov.au/publications/smp/2023/nov/pdf/03-domestic-financial-conditions.pdf