CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2018-10: Global climate change mitigation: Strategic incentives

Sigit Perdana and Rodney Tyers

2018-09: Quantifying the impact of the November 2014 Shanghai-Hong Kong stock connect

Richard Burdekin and Pierre Siklos

2018-08: The anatomy of inflation: An economic history perspective

Martin T. Bohl and Pierre Siklos

2018-07: What has publishing inflation forecasts accomplished? Central banks and their competitors

Pierre Siklos

2018-06: Speculative activity and returns volatility of Chinese major agricultural commodity futures

Martin T. Bohl, Pierre Siklos and Claudia Wellenreuther

2018-05: Measuring financial interdependence in asset returns with an application to euro zone equities

Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Vance Martin

2018-04: Critically assessing estimated DSGE models: A case study of a multi-sector model

Xianglong Liu, Adrian Pagan and Tim Robinson

2018-03: Closing the evidence gap: Energy consumption, real output and pollutant emissions in a developing mountainous economy

Rabindra Nepal and Nirash Paija

2018-02: Ignorance isn’t bliss: Uninformed voters drive budget cycles

Jan Janků and Jan Libich

2018-01: Belief adjustment: A double hurdle model and experimental evidence

Timo Henckel, Gordon Menzies, Peter Moffatt and Daniel Zizzo

2017-79: Oil and macroeconomic (in)stability

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

Victor Pontines and Reza Siregar

2017-77: Climate change and monetary policy: Dealing with disruption

Warwick McKibbin, Adele Morris, Augustus Panton and Peter Wilcoxen

2017-76: Asset prices and macroeconomic outcomes: A survey

Stijn Claessens and Ayhan Kose

2017-75: Macroeconomic implications of financial imperfections: A survey

Stijn Claessens and Ayhan Kose

2017-74: Renewable energy projections for climate change mitigation: An analysis of uncertainty and errors

M. Indra al Irsyada, Anthony Halog and Rabindra Nepal

2017-73: Food versus fuel: An updated and expanded evidence

Ondrej Filip, Karel Janda, Ladislav Krištoufek and David Zilberman

2017-72: Impact of German Energiewende on transmission lines in the Central European region

Jan Málek, Lukáš Rečka and Karel Janda

2017-71: Forecasting the real price of oil under alternative specifications of constant and time-varying volatility

Beili Zhu

2017-70: Automation and inequality with taxes and transfers

Rodney Tyers and Yixiao Zhou

2017-69: Recovery from Dutch Disease

Mardi Dungey, Renee Fry-McKibbin, Verity Todoroski and Vladimir Volkov

2017-68: Revisiting the growth effects of fiscal policy: A Bayesian model averaging approach

Kerim Arin, Elias Braunfels and Gernot Doppelhofer

2017-67: A state space approach to evaluate multi-horizon forecasts

Thomas Goodwin and Jing Tian

2017-66: Asia’s rebalancing and growth

Soyoung Kim, Jong-Wha Lee and Warwick McKibbin

2017-65: Joint tests of contagion with applications to financial crises

Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Vance Martin

2017-64: Do immigrants’ funds affect the exchange rate?

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

Jakob Madsen

2017-62: Historical decompositions for nonlinear vector autoregression models

Benjamin Wong

2017-61: Measuring inflation expectations uncertainty using high-frequency data

Joshua Chan and Yong Song

2017-60: Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility

Elmar Mertens and James Nason

2017-59: Automation and inequality in China

Yixiao Zhou and Rodney Tyers

2017-58: A UK financial conditions index using targeted data reduction: forecasting and structural identification

George Kapetanios, Simon Price and Garry Young

2017-57: Trend-cycle-seasonal interactions: identification and estimation

Irma Hindrayanto, Jan Jacobs, Denise Osborn and Jing Tian

2017-56: Modelling a complex world: Improving macro-models

Warwick McKibbin and Andrew Stoeckel

2017-55: Tractable likelihood-based estimation of non- linear DSGE models

Robert Kollmann

2017-54: Dealing with time-inconsistency: Inflation targeting vs. exchange rate targeting

Jonathan Davis, Ippei Fujiwara and Jiao Wang

2017-53: Some global effects of President Trump’s economic program

Warwick McKibbin and Andrew Stoeckel

2017-52: Signed spillover effects building on historical decompositions

Mardi Dungey, John Harvey, Pierre Siklos and Vladimir Volkov

2017-51: Nationalism and economic openness: The cross-country evidence revisited

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

Paul Burke and Ashani Abayasekara

2017-49: The trade effects of tariffs and non-tariff changes of preferential trade agreements

Juyoung Cheong, Do Won Kwak and Kam Ki Tang

2017-48: A cross-country database of fiscal space

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

Benjamin Wong

2017-46: Estimating and accounting for the output gap with large Bayesian vector autoregressions

James Morley and Benjamin Wong

2017-45: Effects of commodity price shocks on inflation: A cross-country analysis

Atsushi Sekine and Takayuki Tsuruga

2017-44: The stability of tax elasticities over the business cycle in European countries

Melisso Boschi and Stefano d'Addona

2017-43: Technology and leisure: Macroeconomic Implications

Anil Kavuri and Warwick McKibbin

2017-42: World steel production: A new monthly indicator of global real economic activity

Francesco Ravazzolo and Joaquin Vespignani

2017-41: A comment on Wu and Xia (2016) from a macroeconomic perspective

Leo Krippner

2017-40: Unpleasant monetarist arithmetic: Macroprudential edition

Jan Libich