CAMA Working Papers

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

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: AsiaÕs 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? PikettyÕs 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 Macromodels

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 TrumpÕs 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 Crosscountry 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