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1–10 of 394 search results for VAR models

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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

Managing Market Risk in Banks

17 Jun 2003 Bulletin PDF 44KB

Leadinginternational banks have begun to model theseliquidity effects in more detail and incorporatethem directly into their VaR models, althoughthis work is still at a relatively early stage. ... pricemovements that pose the greatest risks tofinancial

https://www.rba.gov.au/publications/bulletin/1996/dec/pdf/bu-1296-1.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

Cyclical Labour Market Adjustment in Australia

16 Mar 2016 Bulletin March Quarter 2016 PDF 688KB

https://www.rba.gov.au/publications/bulletin/2016/mar/pdf/bu-0316-2.pdf

Meet Martin The Rbas New Macroeconomic Model

17 Sep 2018 Bulletin - March 2018 PDF 366KB

https://www.rba.gov.au/publications/bulletin/2018/mar/pdf/meet-martin-the-rbas-new-macroeconomic-model.pdf

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