CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
Contact information at EDIRC.
Bibliographic data for series maintained by Cama Admin ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

2018-22: Slovak electricity market and the merit order effect of photovoltaics

Karel Janda

2018-21: Population and house prices in the United Kingdom

Creina Day

2018-20: Migration and business cycle dynamics

Christie Smith and Christoph Thoenissen

2018-19: 25 years of inflation targeting in Australia: Are there better alternatives for the next 25 years?

Warwick McKibbin and Augustus Panton

2018-18: Replication and robustness analysis of 'energy and economic growth in the USA: a multivariate approach'

Stephan B. Bruns, Johannes König and David Stern

2018-17: Modelling the G20

Warwick McKibbin and Adam Triggs

2018-16: International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach

Jamie Cross, Chenghan Hou and Aubrey Poon

2018-15: Deflation forces and inequality

Rodney Tyers and Yixiao Zhou

2018-14: Understanding the US natural gas market: A Markov switching VAR approach

Chenghan Hou and Bao H. Nguyen

2018-13: Self-selection and treatment effects in macroeconomics: Revisiting the effectiveness of foreign exchange intervention

Victor Pontines

2018-12: Fuel prices and road deaths in Australia

Paul Burke and Ataklti Teame

2018-11: Cooperative banks and local economic growth

Paolo Coccorese and Sherrill Shaffer