CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2019-33: New kid on the block? China vs the US in world oil markets

Jamie Cross, Bao H. Nguyen and Bo Zhang

2019-32: On the relationship between domestic saving and the current account: Evidence and theory for developing countries

Markus Brueckner, Wojtek Paczos and Evi Pappa

2019-31: Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925

Andrew Clare, James Seaton, Peter Smith and Stephen Thomas

2019-30: Changes in the inflation target and the comovement between inflation and the nominal interest rate

Yunjong Eo and Denny Lie

2019-29: Inflation expectations: Review and evidence

Ayhan Kose, Hideaki Matsuoka, Ugo Panizza and Dana Vorisek

2019-28: Why do fiscal multipliers depend on fiscal positions?

Raju Huidrom, Ayhan Kose, Jamus Lim and Franziska Ohnsorge

2019-27: Risk aversion among Australian households

Robert Breunig and Owen Freestone

2019-26: Stagnation vs singularity: The global implications of alternative productivity growth scenarios

Warwick McKibbin and Adam Triggs

2019-25: An analysis of the global oil market using SVARMA models

Mala Raghavan

2019-24: Global inflation synchronization

Jongrim Ha, Ayhan Kose and Franziska Ohnsorge

2019-23: A provincial view of consumption risk sharing: Asset classes as shock absorbers

Victor Pontines

2019-22: Understanding inflation in emerging and developing economies

Jongrim Ha, Ayhan Kose and Franziska Ohnsorge

2019-21: Macroeconomic time-series evidence that energy efficiency improvements do not save energy

Stephan B. Bruns, Alessio Moneta and David Stern

2019-20: The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management

Karel Janda and Ladislav Krištoufek

2019-19: Large Bayesian vector autoregressions

Joshua Chan

2019-18: FinTech and the future of financial services: What are the research gaps?

Anil Kavuri and Alistair Milne

2019-17: Measuring multi-product banks' market power using the Lerner index

Sherrill Shaffer and Laura Spierdijk

2019-16: Role of expectations in a liquidity trap

Kohei Hasui, Yoshiyuki Nakazono and Yuki Teranishi

2019-15: Improved methods for combining point forecasts for an asymmetrically distributed variable

Ozer Karagedikli, Shaun Vahey and Elizabeth Wakerly

2019-14: The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies

Kevin Lee, James Morley, Kalvinder Shields and Madeleine Sui-Lay Tan

2019-13: Measuring the fiscal multiplier when plans take time to implement

Kevin Lee, James Morley, Kian Ong and Kalvinder Shields

2019-12: Money-financed fiscal stimulus: The effects of implementation lag

Takayuki Tsuruga and Shota Wake

2019-11: The US-China trade dispute: A macro perspective

Rodney Tyers and Yixiao Zhou

2019-10: Uncertainty and sign-dependent effects of oil market shocks

Bao H. Nguyen, Tatsuyoshi Okimoto and Trung Duc Tran

2019-09: Financial integration and the global effects of China's growth surge

Rodney Tyers and Yixiao Zhou

2019-08: Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage

Deborah Gefang, Gary Koop and Aubrey Poon

2019-07: The gains from catch-up for China and the US: An empirical framework

Mardi Dungey and Denise Osborn

2019-06: Identifying global and national output and fiscal policy shocks using a GVAR

Alexander Chudik, Mohammad Pesaran and Kamiar Mohaddes

2019-05: The dynamics of health care and growth: A model with physician in dual practice

Baris Alpaslan, King Yoong Lim and Yan Song

2019-04: Global economic and environmental outcomes of the Paris Agreement

Weifeng Liu, Warwick McKibbin, Adele Morris and Peter Wilcoxen

2019-03: Tourist arrivals, energy consumption and pollutant emissions in a developing economy–Implications for sustainable tourism

Muhammad Indra al Irsyad, Rabindra Nepal and Sanjay Kumar Nepal

2019-02: Estimating the impacts of financing support policies towards photovoltaic market in Indonesia: A social-energy-economy-environment (SE3) model simulation

Muhammad Indra al Irsyad, Anthony Halog and Rabindra Nepal

2019-01: Will the real eigensystem VAR please stand up? A univariate primer

Leo Krippner

2018-62: Inequality and market concentration, when shareholding is more skewed than consumption

Joshua Gans, Andrew Leigh, Martin Schmalz and Adam Triggs

2018-61: Are remittances a source of finance for private adaptation strategy? Evidence from a natural experiment in the Cyclone Sidr hit regions of southern Bangladesh

Sakib Mahmud and Gazi Hassan

2018-60: Global inflation dynamics and inflation expectations

Martin Feldkircher and Pierre Siklos

2018-59: What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers

Efrem Castelnuovo and Guay Lim

2018-58: Financial and non-financial global stock market volatility shocks

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2018-57: Fuel prices and road accident outcomes in New Zealand

Rohan Best and Paul Burke

2018-56: Current account dynamics under information rigidity and imperfect capital mobility

Akihisa Shibata, Mototsugu Shintani and Takayuki Tsuruga

2018-55: Economic impact of energy consumption change caused by global warming

Peter A. Lang and Kenneth B. Gregory

2018-54: Drivers of growth in the Philippines

Markus Brueckner and Birgit Hansl

2018-53: Time varying cointegration and the UK great ratios

George Kapetanios, Stephen Millard, Katerina Petrova and Simon Price

2018-52: Multivariate stochastic volatility with co-heteroscedasticity

Joshua Chan, Arnaud Doucet, Roberto Leon-Gonzalez and Rodney Strachan

2018-51: Korean unification: Economic adjustments under German assumptions

Jong-Wha Lee and Warwick McKibbin

2018-50: Monetary policy transmission in systemically important economies and China’s impact

Domenico Lombardi, Pierre Siklos and Xiangyou Xie

2018-49: Reducing dimensions in a large TVP-VAR

Joshua Chan, Eric Eisenstat and Rodney Strachan

2018-48: What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting

Stan Du Plessis, Monique Reid and Pierre Siklos

2018-47: Nowcasting New Zealand GDP using machine learning algorithms

Adam Richardson, Thomas van Florenstein Mulder and Tugrul Vehbi

2018-46: Energy intensity, growth and technical change

Akshay Shanker and David Stern