Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Monetary Policy and the Exchange Rate: Evaluation of VAR Models
6 Oct 2010
RDP
2010-07
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2010/2010-07.html
Monetary Policy and the Exchange Rate: Evaluation of VAR Models
1 Sep 2010
RDP
2010-07
Research Discussion Paper – RDP 2010-07 Monetary Policy and the Exchange Rate: Evaluation of VAR Models.
https://www.rba.gov.au/publications/rdp/2010/2010-07/