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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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The Effect of Credit Constraints on Housing Prices: (Further) Evidence from a Survey Experiment

31 Jan 2023 RDP 2023-01
Tom Cusbert
segments. I then describe a heterogeneous user cost model that can interpret the empirical features of the data, before estimating regression models and using them to simulate the response of housing ... I estimate linear regression models using
https://www.rba.gov.au/publications/rdp/2023/2023-01/full.html

The Role of Collateral Constraints is Contested

31 Jan 2023 RDP 2023-01
Tom Cusbert
The model of the San Diego housing market in Landvoigt, Piazzesi and Schneider (2015) models richer household heterogeneity and takes the housing stock to be of varying quality over a continuum. ... There is no rental market in the model, which makes
https://www.rba.gov.au/publications/rdp/2023/2023-01/the-role-of-collateral-constraints-is-contested.html