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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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Financial Stability in Uncertain Times
24 Nov 2020
Speech
PDF
1105KB
model. In Australia's case, the banking system that is at the core of our financial system is supervised and regulated by the Australian Prudential Regulation Authority (APRA). ... One way of getting a feel for the possible outcomes is to use a model to
https://www.rba.gov.au/speeches/2020/pdf/sp-ag-2020-10-27.pdf
Securitisation: Past, Present and Future
30 Nov 2022
Speech
PDF
884KB
Speech - 2022
https://www.rba.gov.au/speeches/2022/pdf/sp-so-2022-11-30.pdf
What Happened to the Study of Economics?
4 Jul 2018
Speech
PDF
385KB
Role models are also important, and the lack of visibility of what an economist does results in ashortage of role models. ... This includes promoting awareness ofrole models outside the Bank, such as prominent Australian women in economics.).
https://www.rba.gov.au/speeches/2018/pdf/sp-so-2018-05-26.pdf
On Lags
21 Aug 2018
Speech
PDF
227KB
In the interim, prices can fluctuatesignificantly. Too many economic models forget about these dynamics. ... Stock–flow lags are also important, but in my view these are oftenunderappreciated in many forecasting models.
https://www.rba.gov.au/speeches/2018/pdf/sp-ag-2018-08-17.pdf
Lessons and Questions from the GFC
6 Dec 2018
Speech
PDF
302KB
Building finance into macro models is one approach but by no means theonly one. ... Macroeconomics is like the model of the engine, finance is the oil that lubricates theengine.
https://www.rba.gov.au/speeches/2018/pdf/sp-dg-2018-12-06.pdf
Housing in the Endemic Phase
26 May 2022
Speech
PDF
480KB
Graph 8Pipeline Model – Total New Dwelling Investment. 12. 14. 16. ... 18$b. 12. 14. 16. 18$b. Model Actual. Change in backlog, four-quarter rolling sum.
https://www.rba.gov.au/speeches/2022/pdf/sp-ag-2022-05-25.pdf
Watching the Invisibles
13 Jun 2019
Speech
PDF
380KB
You are in essenceasserting that a particular theory, a particular model of how the world works, is true. ... We can also use statistical models to make this assessment, but in essence these are just moresophisticated approaches for making the same
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-06-12-2.pdf
Ten Years of Research – What Have We Learnt Since the Financial Crisis?
7 Mar 2019
Speech
PDF
321KB
It generally uses a model of the economy to conduct variousexperiments on how monetary policy should operate. ... Since the crisis representative titles are‘Assessing some models of the impact of financial stress upon business cycles’, ‘Central
https://www.rba.gov.au/speeches/2019/pdf/sp-so-2019-03-07.pdf
Innovation and Regulation in the Australian Payments System
6 Dec 2020
Speech
PDF
181KB
New technologies are creating new ways ofmoving money around and new business models are emerging. ... New business models are also emerging, includingsome that facilitate payments using virtual cards issued under the designated card schemes that
https://www.rba.gov.au/speeches/2020/pdf/sp-gov-2020-12-07.pdf
Innovation and Dynamism in the Post-pandemic World
26 Nov 2021
Speech
PDF
335KB
That is not to say that existing firms don't innovate. Survey evidence shows that a significant andincreasing fraction of firms engage in innovative activity and change their business models in ... It simply took firms a while to work out how best to
https://www.rba.gov.au/speeches/2021/pdf/sp-ag-2021-11-18.pdf