Search: VAR models
Did you mean
varmodels?
RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
Search Results
Transcript of Question & Answer Session
18 Mar 2010
Speech
PDF
23KB
Mortgage Finance Industry Association, Industry Leaders Panel Forum
https://www.rba.gov.au/speeches/2009/pdf/sp-ag-220709.pdf
The Development and Resilience of Financial Systems in Asia
18 Mar 2010
Speech
PDF
64KB
3 000. 1 000. 2 0002 000. 3 000. This model of financial integration – with relatively small gross capital flows and the central bank playing a key role – has had implications
https://www.rba.gov.au/speeches/2009/pdf/sp-ag-091109.pdf
Exchange Rate and Crises
27 Feb 2001
Speech
PDF
53KB
The second major issue behind exchange rate fluctuations revolves around perceptions ofhow the economy works - “the model”. ... In the Balassa/Samuelson (1964) model,productivity rises fastest in the tradeables sector, and equilibrium requires a
https://www.rba.gov.au/speeches/1998/pdf/sp-dg-160198.pdf
The Evolving Financial Situation
18 Mar 2010
Speech
PDF
167KB
Given the extraordinarily low probability of even one 25 standard deviation event occurring, this illustrates that the models and statistical distributions used to assess and manage risk were, in many cases, ... This applies to models used by investors,
https://www.rba.gov.au/speeches/2010/pdf/sp-ag-160210.pdf
The Asia Crisis, Capital Flows and the International Financial Architecture
26 Feb 2001
Speech
PDF
45KB
McKinnon and Pill (1995),referring to the work of Kurz, say: “The rational beliefs approach permits individuals to hold differentviews about the structure of the economy, provided the models implicit in ... Wade, R. and F. Veneroso (1998), ‘The Asian
https://www.rba.gov.au/speeches/1998/pdf/sp-dg-210598.pdf
Housing Market Cycles and Fundamentals
15 May 2024
Speech
PDF
479KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-05-16.pdf
Policymaking at the Reserve Bank
18 Oct 2022
Speech
PDF
489KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-dg-2022-10-18.pdf
20/09/2018 Money – Born of Credit? | Speeches | ...
19 Sep 2018
PDF
346KB
But it gives us a useful baseline for comparison. Table 2: Simple Models of Nominal GDP GrowthMarch quarter 1993 – June quarter 2018. ... Model 1 Model 2 Model 3 Model 4. Constant 1.14 0.85 0.88 0.70.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-09-19.pdf
Interest Rates and the Property Market
19 Sep 2022
Speech
PDF
559KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-09-19.pdf
Exchange Rates and Inflationary Pressures
23 Oct 2022
Speech
PDF
778KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-10-24.pdf