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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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Appendix B: VAR Results and Sensitivity Analysis

1 Feb 1998 RDP 9801
Guy Debelle and James Vickery
Download the Paper 314. KB. The two tables below present summarised results from the two VAR models in Section 5 of the paper. ... 0.09. These models were then subject to a range of sensitivity tests to examine the robustness of conclusions from the VAR
https://www.rba.gov.au/publications/rdp/1998/1998-01/appendix-b.html

Dynamics of State Labour Market Adjustment

1 Feb 1998 RDP 9801
Guy Debelle and James Vickery
In this section we address this issue using a VAR model of the state labour markets that incorporates information on state employment, unemployment and participation rates. ... generated from the VAR model.
https://www.rba.gov.au/publications/rdp/1998/1998-01/dynamics-of-state-labour-market-adjustment.html

Tests of Labour Mobility

1 Feb 1998 RDP 9801
Guy Debelle and James Vickery
Todaro model. ... We also estimate a VAR of the state unemployment rates and test for cointegrating relations between the states using the Johansen (1988) procedure.
https://www.rba.gov.au/publications/rdp/1998/1998-01/tests-of-labour-mobility.html