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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Payments: The Future?
8 Dec 2021
Speech
PDF
299KB
4. The increasing specialisation within the payments value chain and the emergence of newbusiness models. ... So it is highly likelythat we will continue to see new business models emerge.
https://www.rba.gov.au/speeches/2021/pdf/sp-gov-2021-12-09.pdf
The Economic Outlook
9 Nov 2022
Speech
PDF
738KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-dg-2022-11-09.pdf
The Economics of a Central Bank Digital Currency in Australia
7 Dec 2022
Speech
PDF
685KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-12-08.pdf
Banking and the COVID-19 Pandemic
15 Dec 2020
Speech
PDF
299KB
Another importantelement of the model is projecting how risk weights change with economic conditions. ... So there is lots of uncertainty. Our own model is continuously undergoingdevelopment, especially this year.
https://www.rba.gov.au/speeches/2020/pdf/sp-so-2020-12-15.pdf
Inflation and the Monetary Policy Framework
8 Sep 2022
Speech
PDF
775KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-gov-2022-09-08.pdf
10/4/2019 Lumps, Bumps and Waves | Speeches ...
4 Oct 2019
PDF
277KB
Bumps’ are the factors we can't or don't typically model that push economic outcomes aroundtemporarily. ... Thisdoesn't mean that our economic understanding is all superfluous. The standard models need not bethrown out completely.
https://www.rba.gov.au/speeches/2019/pdf/sp-so-2019-10-04.pdf
27/10/2017 Uncertainty | Speeches http://www.rba.gov.au/speeches/2017/sp-dg-2017-10-26.html 1/16 Speech ...
26 Oct 2017
PDF
340KB
But this information was difficult toincorporate directly into standard models of business investment. ... And it can be harder to explain,replicate and refine than quantitative models.
https://www.rba.gov.au/speeches/2017/pdf/sp-dg-2017-10-26.pdf
Climate Change Risk in the Financial System
26 Aug 2022
Speech
PDF
471KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-08-24.pdf
Climate Change and the Economy
13 Mar 2019
Speech
PDF
273KB
Similarly, the scenario analysis from climate models needs to betranslated into the horizons of our economic models, taking account of price changes and how thataffects decision-making. ... We are working through the challenge of taking this information
https://www.rba.gov.au/speeches/2019/pdf/sp-dg-2019-03-12.pdf
Financial Conditions and the Australian Dollar – Recent Developments
15 Feb 2019
Speech
PDF
445KB
In that regard, it is worthrecognising that models of exchange rates provide only rough estimates of the more enduringrelationships. ... For a description of the factors that influence the Australian dollar see, Chapman B, J Jääskelä and E Smith (2018)
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-02-15.pdf