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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