CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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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

2019-02: 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

2018-45: Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy

Renee Fry-McKibbin and Rodrigo da Silva Souza

2018-44: Automation, taxes and transfers with International rivalry

Rodney Tyers and Yixiao Zhou

2018-43: Effects of bank capital requirement tightenings on inequality

Sandra Eickmeier, Benedikt Kolb and Esteban Prieto

2018-42: The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach

Sandra Eickmeier, Benedikt Kolb and Esteban Prieto

2018-41: Reforming fiscal institutions in resource-rich Arab economies: Policy proposals

Kamiar Mohaddes, Jeffrey Nugent and Hoda Selim

2018-40: Switching cost models as hypothesis tests

Samuel N. Cohen, Timo Henckel, Gordon D. Menzies, Johannes Muhle-Karbe and Daniel Zizzo

2018-39: Illegal drugs and public corruption: Crack based evidence from California

Alessandro Flamini, Babak Jahanshahi and Kamiar Mohaddes

2018-38: Real-time forecast combinations for the oil price

Anthony Garratt, Shaun Vahey and Yunyi Zhang

2018-37: Estimating a nonlinear new Keynesian model with the zero lower bound for Japan

Hirokuni Iiboshi, Mototsugu Shintani and Kozo Ueda

2018-36: Quantitative or qualitative forward guidance: Does it matter?

Gunda-Alexandra Detmers, Ozer Karagedikli and Richhild Moessner

2018-35: Wealth inequality in the long run: A Schumpeterian growth perspective

Jakob Madsen, Antonio Minniti and Francesco Venturini

2018-34: Risk management-driven policy rate gap

Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari

2018-33: Assessing monetary policy targeting regimes for small open economies

Harsha Paranavithana, Leandro Magnusson and Rodney Tyers

2018-32: Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts

Bo Zhang, Joshua Chan and Jamie Cross

2018-31: Comparing hybrid time-varying parameter VARs

Joshua Chan and Eric Eisenstat

2018-30: Electricity availability: A precondition for faster economic growth?

Rohan Best and Paul Burke

2018-29: Reflections on the US college loans system: Lessons from Australia and England

Nicholas Barr, Bruce Chapman, Lorraine Dearden and Susan Dynarski

2018-28: Inverse J effect of economic growth on fertility: a model of gender wages and maternal time substitution

Creina Day

2018-27: Economic policy uncertainty spillovers in booms and busts

Giovanni Caggiano, Efrem Castelnuovo and Juan Manuel Figueres

2018-26: Composite likelihood methods for large Bayesian VARs with stochastic volatility

Joshua Chan, Eric Eisenstat, Chenghan Hou and Gary Koop

2018-25: How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis

Joshua Chan, Liana Jacobi and Dan Zhu

2018-24: Flexibility and frictions in multisector models

Jorge Miranda-Pinto and Eric Young

2018-23: Do we really know that US monetary policy was destabilizing in the 1970s?

Qazi Haque, Nicolas Groshenny and Mark Weder