CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2019-48: Inflation and monetary policy: What South African newspapers report in an era of policy transparency: Monique Reid, Zinette Bergman, Stan Du Plessis, Manfred Max Bergman and Pierre Siklos
2019-47: Empirically-transformed linear opinion pools: Anthony Garratt, Timo Henckel and Shaun Vahey
2019-46: Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation: Joshua Chan, Liana Jacobi and Dan Zhu
2019-45: An automated prior robustness analysis in Bayesian model comparison: Joshua Chan, Liana Jacobi and Dan Zhu
2019-44: Monetary policy, inflation target and the great moderation: An empirical investigation: Qazi Haque
2019-43: Analyzing credit risk transmission to the non-financial sector in Europe: A network approach: Christian Gross and Pierre Siklos
2019-42: Price discovery in agricultural commodity markets: Do speculators contribute?: Martin T. Bohl, Pierre Siklos, Martin Stefan and Claudia Wellenreuther
2019-41: Implications of partial information for econometric modeling of macroeconomic systems: Adrian Pagan and Tim Robinson
2019-40: Can loss aversion shed light on the deflation puzzle?: Jeanette Lye and Ian McDonald
2019-39: Demographic change, human capital, and economic growth in Korea: Jong-Suk Han and Jong-Wha Lee
2019-38: Yield curve and financial uncertainty: Evidence based on US data: Efrem Castelnuovo
2019-37: Females, the elderly, and also males: Demographic aging and macroeconomy in Japan: Sagiri Kitao, Minamo Mikoshiba and Hikaru Takeuchi
2019-36: Dimensions of inequality in Japan: Distributions of earnings, income and wealth between 1984 and 2014: Sagiri Kitao and Tomoaki Yamada
2019-35: US-China rivalry: The macro policy choices: Rodney Tyers and Yixiao Zhou
2019-34: Residual shape risk on natural gas market with mixed jump diffusion: Karel Janda and Jakub Kourilek
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

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