CAMA Working Papers

from Australian National University, Centre for Applied Macroeconomic Analysis
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2008-19: THE FREQUENCY OF PRICE ADJUSTMENT AND NEW KEYNESIAN BUSINESS CYCLE DYNAMICS

Richard Dennis

2008-18: FINANCE AND INEQUALITY: THE CASE OF INDIA

James B. Ang

2008-17: LEARNING, EXPECTATIONS FORMATION, AND THE PITFALLS OF OPTIMAL CONTROL MONETARY POLICY

Athanasios Orphanides and John C. Williams

2008-16: WELFARE-MAXIMIZING MONETARY POLICY UNDER PARAMETER UNCERTAINTY

Rochelle M. Edge, Thomas Laubach and John C. Williams

2008-15: ARE FINANCIAL CRISES ALIKE?

MArdi Dungey, Renee Fry, Brenda Gonzales-Hermosillo, Vance L. Martin and Chrismin Tang

2008-14: CHINA CAN GROW AND STILL HELP PREVENT THE TRAGEDY OF THE CO2 COMMONS

Warwick Mckibbin, Peter Wilcoxen and Wing Thye Woo

2008-13: BUILDING ON KYOTO: TOWARDS A REALISTIC GLOBAL CLIMATE AGREEMENT

Warwick Mckibbin and Peter Wilcoxen

2008-12: FUNDING EXTERNALITIES, ASSET PRICES AND INVESTORS' "SEARCH FOR YIELD"

Prasanna Gai and Kamakshya Trivedi

2008-11: AN UNOBSERVED COMPONENTS COMMON CYCLE FOR AUSTRALIA? IMPLICATIONS FOR A COMMON CURRENCY

Viv Hall and John McDermott

2008-10: WHAT DOES A FREE TRADE AREA OF THE ASIA-PACIFIC MEAN TO CHINA

Tingsong Jiang and Warwick Mckibbin

2008-09: MACROECONOMIC EFFECTS FROM THE REGIONAL ALLOCATION OF PUBLIC CAPITAL FORMATION

Jaime Alonso-Carrera, Maria Jesus Freire-Seren and Baltasar Manzano

2008-08: AMERICAN AND EUROPEAN FINANCIAL SHOCKS: IMPLICATIONS FOR CHINESE ECONOMIC PERFORMANCE

Rodney Tyers and Iain Bain

2008-07: SOVEREIGN THEFT: THEORY AND EVIDENCE ABOUT SOVEREIGN DEFAULT AND EXPROPRIATION

Michael Tomz and Mark Wright

2008-06: INFLATION DYNAMICS WITH SEARCH FRCTIONS: A STRUCTURAL ECONOMETRIC ANALYSIS

Michael Krause, David Lopez-Salido and Thomas Lubik

2008-05: SERVICE OLIGOPOLIES AND AUSTRALIA'S ECONOMY-WIDE PERFORMANCE

Rodney Tyers and Lucy Rees

2008-04: WELFARE IMPROVING COORDINATION OF FISCAL AND MONETARY POLICY

Andrew Hughes Hallet, Jan Libich and Petr Stehlik (Andrew Hughes Hallett)

2008-03: SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS

Stephen Satchell and Susan Thorp

2008-02: DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS

Stephen Satchell and Susan Thorp

2008-01: A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS

Renee A. Fry, Vance L. Martin and Chrismin Tang

2007-29: THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR

Mardi Dungey and Renee A. Fry

2007-28: RELATIVE RISK AVERSION AND THE TRANSMISSION OF FINANCIAL CRISES

Melisso Boschi and Aditya Goenka

2007-27: THE TERM SPREAD AND GDP GROWTH IN AUSTRALIA

Jacob Poke and Graeme M. Wells

2007-26: LIMITED RATIONALITY AND STRATEGIC INTERACTION: THE IMPACT OF THE STRATEGIC ENVIRONMENT ON NOMINAL INERTIA

Ernst Fehr and Jean-Robert Tyran

2007-25: EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET

Mardi Dungey, Michael McKenzie and Vanessa Smith

2007-24: STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY?

Philip Liu

2007-23: DO COUNTRIES DEFAULT IN "BAD TIMES"?

Michael Tomz and Mark Wright

2007-22: DEBT STABILISATION BIAS AND THE TAYLOR PRINCIPLE: OPTIMAL POLICY IN A NEW KEYNESIAN MODEL WITH GOVERNMENT DEBT AND INFLATION PERSISTENCE

Sven Jari Stehn and David Vines

2007-21: MONETARY AND FISCAL POLICY INTERACTION WITH VARIOUS DEGREES AND TYPES OF COMMITMENT

Jan Libich, Andrew Hughes Hallett and Petr Stehlik

2007-20: ROGOFF REVISITED: THE CONSERVATIVE CENTRAL BANKER PROPOSITION UNDER ACTIVE FISCAL POLICIES

Andrew Hughes Hallett, Jan Libich and Petr Stehlik

2007-19: MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA

Mark Mink, Jan Jacobs and Jakob de Haan

2007-18: CONSTRUCTING HISTORICAL EURO AREA DATA

Heather M. Anderson, Mardi Dungey, Denise Osborn and Farshid Vahid

2007-17: SIX LEADING INDEXES OF NEW ZEALAND EMPLOYMENT

Edda Claus and Iris Claus

2007-16: INCREASING RETURNS, FINANCIAL CAPITAL MOBILITY AND REAL EXCHANGE RATE DYNAMICS

Steven Pennings and Rodney Tyers

2007-15: GROWTH, SECTORAL COMPOSITION, AND THE WEALTH OF NATIONS

Jaime Alonso-Carrera and Xavier Raurich

2007-14: CHINA'S REAL EXCHANGE RATE PUZZLE

Rodney Tyers, Jane Golley and Iain Bain

2007-13: CAN CONSUMPTION SPILLOVERS BE A SOURCE OF EQUILIBRIUM INDETERMINACY?

Jaime Alonso-Carrera, Jordi caballe and Xavier Raurich

2007-12: COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY

Jan Jacobs and Kenneth F. Wallis

2007-11: EQUILIBRIUM STORAGE WITH MULTIPLE COMMODITIES

Kazuo Nishimura and John Stachurski

2007-10: INCORPORATING RIGIDITY IN THE TIMING STRUCTURE OF MACROECONOMIC GAMES

Jan Libich and Petr Stehlik

2007-09: TWO ISSUES IN CARBON PRICING: TIMING AND COMPETITIVENESS

David Pearce and Warwick Mckibbin

2007-08: THE IMPACT OF FISCAL POLICY ON LABOR SUPPLY AND EDUCATION IN AN ECONOMY WITH HOUSEHOLD AND MARKET PRODUCTION

Alison Lee Booth and Melvyn Glyn Coles

2007-07: A MICROFOUNDATION FOR INCREASING RETURNS IN HUMAN CAPITAL ACCUMULATION AND THE UNDER-PARTICIPATION TRAP

Alison Lee Booth and Melvyn Glyn Coles

2007-06: ENDOGENOUS FERTILITY POLICY AND UNFUNDED PENSIONS

Alison Lee Booth and Facundo Sepulveda

2007-05a: THE 2006 SIR LESLIE MELVILLE LECTURE: FROM NATIONAL TO INTERNATIONAL CLIMATE CHANGE POLICY

Warwick Mckibbin

2007-05: OPEN ECONOMY DSGE-VAR FORECASTING AND POLICY ANALYSIS: HEAD TO HEAD WITH THE RBNZ PUBLISHED FORECASTS

Kirdan Lees, Troy D. Matheson and Christie Smith

2007-04: DOMESTIC INVESTMENT AND EXTERNAL IMBALANCES IN EAST ASIA

Jong-Wha Lee and Warwick Mckibbin

2007-03: TRANSMITTING SHOCKS TO THE ECONOMY: THE CONTRIBUTION OF INTEREST AND EXCHANGE RATES AND THE CREDIT CHANNEL

Edda Claus and Iris Claus

2007-02: EXCHANGE RATE MARKETS AND CONSERVATIVE INFERENTIAL EXPECTATIONS

Gordon Menzies and Daniel John Zizzo

2007-01: LEARNING AND INTERNATIONAL TRANSMISSION SHOCKS

Warwick Mckibbin and Kang Yong Tan

2006-25: GAINS FROM COMMITMENT POLICY FOR A SMALL OPEN ECONOMY: THE CASE OF NEW ZEALAND

Philip Liu