Search: VAR models
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RBA Glossary definition for VAR models
VAR models – Vector Auto Regression models
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1 June 2010 | Minutes of the Monetary Policy Meeting of the Board
15 Jun 2010
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 1 June 2010
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2010/01062010.html
Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy
9 Feb 2023
SMP
- February 2023
PDF
311KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/box-a-mortgage-interest-payments-in-advanced-economies.pdf
Box A: Mortgage Interest Payments in Advanced Economies – One Channel of Monetary Policy
10 Feb 2023
SMP
– February 2023
Estimates from the major central banks macroeconomic models are also broadly similar to those of the RBAs MARTIN and dynamic stochastic general equilibrium (DSGE) models. ... The Bank also uses a more heavily structured DSGE model in its analysis.
https://www.rba.gov.au/publications/smp/2023/feb/box-a-mortgage-interest-payments-in-advanced-economies.html
Economic Conditions
7 May 2024
SMP
– May 2024
Economic Conditions | Statement on Monetary Policy – May 2024
https://www.rba.gov.au/publications/smp/2024/may/economic-conditions.html
Domestic Financial Conditions
5 May 2023
SMP
– May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html
Overview
6 Aug 2021
SMP
– August 2021
This is because business models have adapted to restrictions on activity, and the restrictions themselves have generally become more targeted now that more is known about how the virus is transmitted.
https://www.rba.gov.au/publications/smp/2021/aug/overview.html
Box C: Supply and Demand Drivers of Inflation in Australia
10 Feb 2023
SMP
– February 2023
Graph C.1. Economic models can be used to estimate how much supply-side and demand-side factors have added to inflation, although the results can depend on the model used. ... See Del Negro M, A Gleich, S Goyal, A Johnson and A Tambalotti (2022), Drivers
https://www.rba.gov.au/publications/smp/2023/feb/box-c-supply-and-demand-drivers-of-inflation-in-australia.html
Box E: Scenario Analysis Using the MARTIN Model
7 Nov 2019
SMP
- November 2019
PDF
237KB
https://www.rba.gov.au/publications/smp/2019/nov/pdf/box-e-scenario-analysis-using-the-martin-model.pdf
Economic Outlook
4 Feb 2021
SMP
– February 2021
On the other hand, for some businesses that were able to build cash buffers and adapt their business models last year, stronger balance sheets and the opening of new opportunities as
https://www.rba.gov.au/publications/smp/2021/feb/economic-outlook.html
Inflation
6 Feb 2020
SMP
– February 2020
foreign entrants, technology and changing business models. ... Graph 4.10. Grocery price inflation was subdued throughout much of the 2010s because of changes to business models and the entry of new supermarket chains.
https://www.rba.gov.au/publications/smp/2020/feb/inflation.html