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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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2018-16: International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach Downloads
Jamie L. Cross, Chenghan Hou and Aubrey Poon
2018-15: Deflation forces and inequality Downloads
Rod Tyers and Yixiao Zhou
2018-14: Understanding the US natural gas market: A Markov switching VAR approach Downloads
Chenghan Hou and Bao H. Nguyen
2018-13: Self-selection and treatment effects in macroeconomics: Revisiting the effectiveness of foreign exchange intervention Downloads
Victor Pontines
2018-12: Fuel prices and road deaths in Australia Downloads
Paul Burke and Ataklti Teame
2018-11: Cooperative banks and local economic growth Downloads
Paolo Coccorese and Sherrill Shaffer
2018-10: Global climate change mitigation: Strategic incentives Downloads
Sigit Perdana and Rod Tyers
2018-09: Quantifying the impact of the November 2014 Shanghai-Hong Kong stock connect Downloads
Richard Burdekin and Pierre Siklos
2018-08: The anatomy of inflation: An economic history perspective Downloads
Martin T. Bohl and Pierre Siklos
2018-07: What has publishing inflation forecasts accomplished? Central banks and their competitors Downloads
Pierre Siklos
2018-06: Speculative activity and returns volatility of Chinese major agricultural commodity futures Downloads
Martin T. Bohl, Pierre Siklos and Claudia Wellenreuther
2018-05: Measuring financial interdependence in asset returns with an application to euro zone equities Downloads
Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Vance L. Martin
2018-04: Critically assessing estimated DSGE models: A case study of a multi-sector model Downloads
X. Liu, Adrian Pagan and Tim Robinson
2018-03: Closing the evidence gap: Energy consumption, real output and pollutant emissions in a developing mountainous economy Downloads
Rabindra Nepal and Nirash Paija
2018-02: Ignorance isn’t bliss: Uninformed voters drive budget cycles Downloads
Jan Janku and Jan Libich
2018-01: Belief adjustment: A double hurdle model and experimental evidence Downloads
Timo Henckel, Gordon D. Menzies, Peter G. Moffatt and Daniel J. Zizzo
2017-79: Oil and macroeconomic (in)stability Downloads
Hilde Bjørnland, Vegard Larsen and Junior Maih
2017-78: Non-core liabilities and monetary policy transmission in Indonesia during the post-2007 global financial crisis Downloads
Victor Pontines and Reza Y. Siregar
2017-77: Climate change and monetary policy: Dealing with disruption Downloads
Warwick McKibbin, Adele Morris, Augustus J. Panton and Peter Wilcoxen
2017-76: Asset prices and macroeconomic outcomes: A survey Downloads
Stijn Claessens and Ayhan Kose
2017-75: Macroeconomic implications of financial imperfections: A survey Downloads
Stijn Claessens and Ayhan Kose
2017-74: Renewable energy projections for climate change mitigation: An analysis of uncertainty and errors Downloads
M. Indra al Irsyada, Anthony Halog and Rabindra Nepal
2017-73: Food versus fuel: An updated and expanded evidence Downloads
Ondrej Filip, Karel Janda, Ladislav Krištoufek and David Zilberman
2017-72: Impact of German Energiewende on transmission lines in the Central European region Downloads
Jan Málek, Lukáš Rečka and Karel Janda
2017-71: Forecasting the real price of oil under alternative specifications of constant and time-varying volatility Downloads
Beili Zhu
2017-70: Automation and inequality with taxes and transfers Downloads
Rodney Tyers and Yixiao Zhou
2017-69: Recovery from Dutch Disease Downloads
Mardi Dungey, Renee Fry-McKibbin, Verity Todoroski and Vladimir Volkov
2017-68: Revisiting the growth effects of fiscal policy: A Bayesian model averaging approach Downloads
Kerim Arin, Elias Braunfels and Gernot Doppelhofer
2017-67: A state space approach to evaluate multi-horizon forecasts Downloads
Thomas Goodwin and Jing Tian
2017-66: Asia’s rebalancing and growth Downloads
Soyoung Kim, Jong-Wha Lee and Warwick McKibbin
2017-65: Joint tests of contagion with applications to financial crises Downloads
Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Vance L. Martin
2017-64: Do immigrants’ funds affect the exchange rate? Downloads
Nusrate Aziz, Arusha Cooray and Wing Leong Teo
2017-63: Is inequality increasing in r-g? Piketty’s principle of capitalist economics and the dynamics of inequality in Britain, 1210-2013 Downloads
Jakob Madsen
2017-62: Historical decompositions for nonlinear vector autoregression models Downloads
Benjamin Wong
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 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 Jacobs, Denise Osborn and Jing Tian
2017-56: Modelling a complex world: Improving macro-models Downloads
Warwick 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 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
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