Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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External Review - RBA Economic Group Forecasts and Analysis
4 Apr 2016
Speech
PDF
722KB
Another major difference between these two model types is that ECO models tend to have a much smaller number of endogenously determined variables than ECS models have. ... This method could well be applied to existing VAR models in ER in order to produce
https://www.rba.gov.au/speeches/2016/pdf/sp-ag-2016-04-06-external-forecast-review-final-report.pdf
Channels of Transmission
17 Oct 2023
Speech
PDF
755KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-10-11.pdf
The Reserve Bank Review and Monetary Policy
12 Jul 2023
Speech
PDF
232KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-gov-2023-07-12.pdf
Emerging Threats to Financial Stability – New Challenges for the Next Decade
31 Oct 2023
Speech
PDF
1157KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-10-31.pdf
Australian Financial Markets and Climate Change
15 Aug 2023
Speech
PDF
597KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-08-08.pdf
The Outlook for the Australian Economy
15 Nov 2023
Speech
PDF
564KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-11-13.pdf
Climate Change and Central Banks
31 Aug 2023
Speech
PDF
1101KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-dg-2023-08-29.pdf
Bagehot and the Lender of Last Resort – 150 Years On
18 Dec 2023
Speech
PDF
318KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-12-14.pdf
A Tokenised Future for the Australian Financial System?
16 Oct 2023
Speech
PDF
504KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-ag-2023-10-16.pdf
Achieving Full Employment
21 Jun 2023
Speech
PDF
787KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-dg-2023-06-20.pdf