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CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2017-61: Measuring inflation expectations uncertainty using high-frequency data Downloads
Joshua Chan and Yong Song
2017-60: Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility Downloads
Elmar Mertens and James M. Nason
2017-59: Automation and inequality in China Downloads
Yixiao Zhou and Rodney Tyers
2017-58: A UK financial conditions index using targeted data reduction: forecasting and structural identification Downloads
George Kapetanios, Simon Price and Garry Young
2017-57: Trend-cycle-seasonal interactions: identification and estimation Downloads
Irma Hindrayanto, Jan P.A.M. Jacobs, Denise R. Osborn and Jing Tian
2017-56: Modelling a complex world: Improving macro-models Downloads
Warwick J. McKibbin and Andrew Stoeckel
2017-55: Tractable likelihood-based estimation of non- linear DSGE models Downloads
Robert Kollmann
2017-54: Dealing with time-inconsistency: Inflation targeting vs. exchange rate targeting Downloads
J. Scott Davis, Ippei Fujiwara and Jiao Wang
2017-53: Some global effects of President Trump’s economic program Downloads
Warwick J. McKibbin and Andrew Stoeckel
2017-52: Signed spillover effects building on historical decompositions Downloads
Mardi Dungey, John Harvey, Pierre Siklos and Vladimir Volkov
2017-51: Nationalism and economic openness: The cross-country evidence revisited Downloads
Vishesh Agarwal, Sadia Arfin, Robert Breunig, Samuel G. Weldeegzie and Tong Zhang
2017-50: The price elasticity of electricity demand in the United States: A three-dimensional analysis Downloads
Paul Burke and Ashani Abayasekara
2017-49: The trade effects of tariffs and non-tariff changes of preferential trade agreements Downloads
Juyoung Cheong, Do Won Kwak and Kam Ki Tang
2017-48: A cross-country database of fiscal space Downloads
Ayhan Kose, Sergio Kurlat, Franziska Ohnsorge and Naotaka Sugawara
2017-47: Incorporating relevant multivariate information for characterizing half-life with an application to purchasing power parity Downloads
Benjamin Wong
2017-46: Estimating and accounting for the output gap with large Bayesian vector autoregressions Downloads
James Morley and Benjamin Wong
2017-45: Effects of commodity price shocks on inflation: A cross-country analysis Downloads
Atsushi Sekine and Takayuki Tsuruga
2017-44: The stability of tax elasticities over the business cycle in European countries Downloads
Melisso Boschi and Stefano d'Addona
2017-43: Technology and leisure: Macroeconomic Implications Downloads
Anil Savio Kavuri and Warwick J. McKibbin
2017-42: World steel production: A new monthly indicator of global real economic activity Downloads
Francesco Ravazzolo and Joaquin Vespignani
2017-41: A comment on Wu and Xia (2016) from a macroeconomic perspective Downloads
Leo Krippner
2017-40: Unpleasant monetarist arithmetic: Macroprudential edition Downloads
Jan Libich
2017-39: The role of border carbon adjustments in a US carbon tax Downloads
Warwick McKibbin, Adele C. Morris, Peter J. Wilcoxen and Weifeng Liu
2017-38: The natural rate of interest in a nonlinear DSGE model Downloads
Yasuo Hirose and Takeki Sunakawa
2017-37: How important are spillovers from major emerging markets? Downloads
Raju Huidrom, Ayhan Kose and Franziska Ohnsorge
2017-36: Global commodity prices and global stock volatility shocks: Effects across countries Downloads
Wensheng Kang, Ronald Ratti and Joaquin Vespignani
2017-35: Macro-financial effects of portfolio flows: Malaysia’s experience Downloads
Tng Boon Hwa, Mala Raghavan and Teh Tian Huey
2017-34: Fiscal foundations of inflation: Imperfect knowledge Downloads
Stefano Eusepi and Bruce Preston
2017-33: What has publishing inflation forecasts accomplished? Central banks and their competitors Downloads
Pierre Siklos
2017-32: Government bond yields at the effective lower bound: International evidence Downloads
Domenico Lombardi, Pierre Siklos and Samantha St. Amand
2017-31: Surfing a wave of economic growth Downloads
Thomas McGregor and Samuel Wills
2017-30: Modelling the economic impacts of Korean unification Downloads
Warwick McKibbin, Jong-Wha Lee, Weifeng Liu and Cheol Jong Song
2017-29: Unconventional monetary policy: interest rates and low inflation: A review of literature and methods Downloads
Mariarosaria Comunale and Jonas Striaukas
2017-28: Can Italy grow out of its NPL overhang? A panel threshold analysis Downloads
Kamiar Mohaddes, Mehdi Raissi and Anke Weber
2017-27: The role of the inflation target adjustment in stabilization policy Downloads
Yunjong Eo and Denny Lie
2017-26: Directed technical change and the British Industrial Revolution Downloads
John Pezzey, David Stern and Yingying Lu
2017-25: Durations at the zero lower bound Downloads
Richard Dennis
2017-24: Trade uncertainty and income inequality Downloads
Markus Brueckner and Joaquin Vespignani
2017-23: Joint tests of contagion with applications to financial crises Downloads
Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Vance Martin
2017-22: Stagnation traps Downloads
Gianluca Benigno and Luca Fornaro
2017-21: Explaining international business cycle synchronization: Recursive preferences and the terms of trade channel Downloads
Robert Kollmann
2017-20: Do central banks respond timely to developments in the global economy? Downloads
Hilde Bjørnland, Leif Thorsrud and Sepideh Khayati Zahiri
2017-19: Weakness in investment growth: Causes, implications and policy responses Downloads
Ayhan Kose, Franziska Ohnsorge, Lei Sandy Ye and Ergys Islamaj
2017-18: The impact of social justice on economic performance Downloads
Anil Savio Kavuri and Hongwei Shao
2017-17: The merit order effect of Czech renewable energy Downloads
Petra Lunackova, Jan Prusa and Karel Janda
2017-16: Automation and inequality with taxes and transfers Downloads
Rodney Tyers and Yixiao Zhou
2017-15: The Australian Macro Database: An online resource for macroeconomic research in Australia Downloads
Timur Behlul, Anastasios Panagiotelis, George Athanasopoulos, Rob Hyndman and Farshid Vahid
2017-14: Revisiting the commodity curse: A financial perspective Downloads
Enrique Alberola and Gianluca Benigno
2017-13: The global role of the US economy: Linkages, policies and spillovers Downloads
Ayhan Kose, Csilla Lakatos, Franziska Ohnsorge and Marc Stocker
2017-12: Some consequences of using "measurement error shocks" when estimating time series models Downloads
Adrian Pagan
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