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1–10 of 691 search results for VAR models

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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities

18 Apr 2024 Bulletin – April 2024

Ronan McCarthy and Geordie Reid

This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.

https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.html

Bulletin

17 Apr 2024 Bulletin - April 2024 PDF 7253KB

https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf

Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities

17 Apr 2024 Bulletin - April 2024 PDF 598KB

https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.pdf

Bulletin June Quarter 2023

29 Sep 2023 Bulletin - June 2023 PDF 7089KB

https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/bulletin-2023-06.pdf

Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia

15 Jun 2023 Bulletin – June 2023

Ben Beckers, Jonathan Hambur and Tom Williams

Inflation has increased substantially since mid-2021.

https://www.rba.gov.au/publications/bulletin/2023/jun/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.html

Estimating the Relative Contributions of Supply and Demand Drivers to Inflation in Australia

13 Jun 2023 Bulletin - June 2023 PDF 711KB

https://www.rba.gov.au/publications/bulletin/2023/jun/pdf/estimating-the-relative-contributions-of-supply-and-demand-drivers-to-inflation-in-australia.pdf