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1–10 of 518 search results for VAR models

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RBA Glossary definition for VAR models

VAR models – Vector Auto Regression models

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

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

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

Bulletin

17 Apr 2024 Bulletin - April 2024 PDF 7253KB

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