CAMA Working Papers

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

2017-39: The role of border carbon adjustments in a US carbon tax

Warwick McKibbin, Adele C. Morris, Peter Wilcoxen and Weifeng Liu

2017-38: The natural rate of interest in a nonlinear DSGE model

Yasuo Hirose and Takeki Sunakawa

2017-37: How important are spillovers from major emerging markets?

Raju Huidrom, Ayhan Kose and Franziska Ohnsorge

2017-36: Global commodity prices and global stock volatility shocks: Effects across countries

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2017-35: Macro-financial effects of portfolio flows: Malaysia’s experience

Tng Boon Hwa, Mala Raghavan and Teh Tian Huey

2017-34: Fiscal foundations of inflation: Imperfect knowledge

Stefano Eusepi and Bruce Preston

2017-33: What has publishing inflation forecasts accomplished? Central banks and their competitors

Pierre L. Siklos

2017-32: Government bond yields at the effective lower bound: International evidence

Domenico Lombardi, Pierre L. Siklos and Samantha St. Amand

2017-31: Surfing a wave of economic growth

Thomas McGregor and Samuel Wills

2017-30: Modelling the economic impacts of Korean unification

Warwick McKibbin, Jong-Wha Lee, Weifeng Liu and Cheol Jong Song

2017-29: Unconventional monetary policy: interest rates and low inflation: A review of literature and methods

Mariarosaria Comunale and Jonas Striaukas

2017-28: Can Italy grow out of its NPL overhang? A panel threshold analysis

Kamiar Mohaddes, Mehdi Raissi and Anke Weber

2017-27: The role of inflation target adjustment in stabilization policy

Yunjong Eo and Denny Lie

2017-26: Directed technical change and the British Industrial Revolution

John Pezzey, David Stern and Yingying Lu

2017-25: Durations at the zero lower bound

Richard Dennis

2017-24: Trade uncertainty and income inequality

Markus Brueckner and Joaquin Vespignani