Search: VAR models

Sort by: Relevance Date
1–10 of 437 search results for VAR models
Did you mean varmodels?

RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

Search Results

Economic Forecasting at the Reserve Bank of Australia

6 Apr 2016 Speech
Christopher Kent
Speech delivered by Christopher Kent, Assistant Governor (Economic), to the Economic Society of Australia, Hobart
https://www.rba.gov.au/speeches/2016/sp-ag-2016-04-06.html

On Risk and Uncertainty

31 Aug 2010 Speech
Guy Debelle
Address by Guy Debelle to the Risk Australia Conference, Sydney
https://www.rba.gov.au/speeches/2010/sp-ag-310810.html

Monetary Policy Transmission – What's Known and What's Changed

15 Jun 2015 Speech
Christopher Kent
Public Lecture at the Australian National University, Canberra
https://www.rba.gov.au/speeches/2015/sp-ag-2015-06-15.html

Monetary Policy: The End of History?

20 Jul 2001 Speech
Stephen Grenville
Speech by Stephen Grenville to the Monetary Authority of Singapore 30th Anniversary Conference on Central Banking in The New Economic and Financial Landscape, Singapore
https://www.rba.gov.au/speeches/2001/sp-dg-200701.html

Transcript of Question & Answer Session on 15 June 2015

15 Jun 2015 Speech
Christopher Kent
Transcript of Question & Answer Session , Public Lecture at the Australian National University, Canberra
https://www.rba.gov.au/speeches/2015/sp-ag-2015-06-15-q-and-a-transcript.html

The Reserve Bank and the Business Cycle

5 Sep 1997 Speech
Stephen Grenville
Talk by Stephen Grenville to the Melbourne Institute of Applied Economic and Social Research Conference on ‘Business Cycles: Policy and Analysis’, Melbourne
https://www.rba.gov.au/speeches/1997/sp-dg-050997.html

External Review - RBA Economic Group Forecasts and Analysis

4 Apr 2016 Speech PDF 722KB
Another major difference between these two model types is that ECO models tend to have a much smaller number of endogenously determined variables than ECS models have. ... This method could well be applied to existing VAR models in ER in order to produce
https://www.rba.gov.au/speeches/2016/pdf/sp-ag-2016-04-06-external-forecast-review-final-report.pdf

The Why, How and What of Forecasting

3 May 2023 Speech
Marion Kohler
Speech delivered by Marion Kohler, Head of Economic Analysis Department, to CEDA, Perth
https://www.rba.gov.au/speeches/2023/sp-so-2023-05-03.html

Some Observations on Recent Economic Developments

13 Dec 2005 Speech
Ian Macfarlane
Speech by Ian Macfarlane to the Australian Business Economists Annual Forecasting Conference Dinner, Sydney
https://www.rba.gov.au/speeches/2005/sp-gov-131205.html

The Outlook for the Australian Economy

13 Nov 2023 Speech
Marion Kohler
Speech delivered by Marion Kohler, Acting Assistant Governor (Economic), UBS Australasia Conference, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-11-13.html