CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2015-46: Parameter bias in an estimated DSGE model: does nonlinearity matter?

Yasuo Hirose and Takeki Sunakawa

2015-45: Short- and long-run tradeoff monetary easing

Koki Oikawa and Kozo Ueda

2015-44: Risk sharing in a world economy with uncertainty shocks

Robert Kollmann

2015-43: Italian Ordinary Statute Regions and Derivatives

Giulia Fantini and Chiara Oldani

2015-42: Specification tests for time-varying parameter models with stochastic volatility

Joshua Chan

2015-41: Large Bayesian VARs: A flexible Kronecker error covariance structure

Joshua Chan

2015-40: Extremal dependence tests for contagion

Renee Fry-McKibbin and Cody Yu-Ling Hsiao

2015-39: How portfolios evolve after retirement: evidence from Australia

Alexandra Spicer, Olena Stavrunova and Susan Thorp

2015-38: QE and the Bank Lending Channel in the United Kingdom

Nick Butt, Rohan Churm, Michael McMahon, Arpad Morotz and Jochen Schanz

2015-37: The coming US interest rate tightening cycle: smooth sailing or stormy waters?

Carlos Arteta, Ayhan Kose, Franziska Ohnsorge and Marc Stocker

2015-36: Disinflations in a model of imperfectly anchored expectations

Christopher Gibbs and Mariano Kulish

2015-35: Time-varying effect of oil market shocks on the stock market

Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon

2015-34: Fertility and housing

Creina Day

2015-33: Corporate asset pricing models and debt contracts

Martin Dòzsa and Karel Janda

2015-32: Bayesian model comparison for time-varying parameter VARs with stochastic volatility

Joshua Chan and Eric Eisenstat

2015-31: A Bayesian model comparison for trend-cycle decompositions of output

Joshua Chan and Angelia Grant

2015-30: Controlling carbon emissions from U.S. power plants: how a tradable performance standard compares to a carbon tax

Warwick McKibbin, Adele Morris and Peter Wilcoxen

2015-29: Slower growth and vulnerability to recession: updating China’s global impact

Rodney Tyers

2015-28: Selective reporting and the social cost of carbon

Tomas Havranek, Zuzana Irsova, Karel Janda and David Zilberman

2015-27: What drives the global official/policy interest rate?

Ronald Ratti and Joaquin Vespignani

2015-26: China’s electrical equipment manufacturing in the Global Value Chain: A GVC income analysis based on World Input-Output Database (WIOD)

Yingying Lu

2015-25: Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET

Barend Abeln and Jan Jacobs

2015-24: Do transparency initiatives work? Assessing the impact of the Special Data Dissemination Standard (SDDS) on data transparency

Krishna Chaitanya Vadlamannati and Arusha Cooray

2015-23: The great plunge in oil prices: causes, consequences, and policy responses

John Baffes, Ayhan Kose, Franziska Ohnsorge and Marc Stocker

2015-22: Meta-Granger causality testing

Stephan B. Bruns and David Stern

2015-21: Does the central bank respond to credit market factors? A Bayesian DSGE approach

Paul Kitney

2015-20: Modeling energy price dynamics: GARCH versus stochastic volatility

Joshua Chan and Angelia Grant

2015-19: Efficient estimation of Bayesian VARMAs with time-varying coefficients

Joshua Chan and Eric Eisenstat

2015-18: Technology transfer and North-South

Martin Davies

2015-17: Mismatch Shocks and Unemployment During the Great Recession

Francesco Furlanetto and Nicolas Groshenny

2015-16: Indonesian Macro Policy through Two Crises

Prayudhi Azwar and Rodney Tyers

2015-15: The interest rate pass-through in the euro area during the sovereign debt crisis

Julia von Borstel, Sandra Eickmeier and Leo Krippner

2015-14: The Optimal Inflation Rate under Schumpeterian Growth

Koki Oikawa and Kozo Ueda

2015-13: A New Monthly Indicator of Global Real Economic Activity

Francesco Ravazzolo and Joaquin Vespignani

2015-12: Carbon dioxide emissions in the short run: The rate and sources of economic growth matter

Paul Burke, Md Shahiduzzaman and David Stern

2015-11: Co-movements of Ethanol Related Prices: Evidence from Brazil and the USA

Ladislav Krištoufek, Karel Janda and David Zilberman

2015-10: A structural investigation of the Chinese economy with a hybrid monetary policy rule

Ran Li and Jiao Wang

2015-09: China and Global Macroeconomic Interdependence

Rodney Tyers

2015-08: Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean

Joshua Chan and Angelia Grant

2015-07: The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling

Joshua Chan

2015-06: Inflation and Professional Forecast Dynamics: An Evaluation of Stickiness, Persistence, and Volatility

Elmar Mertens and James Nason

2015-05: Can monetary policy surprise the market?

Edda Claus and Mardi Dungey

2015-04: Globalization and international risk-sharing: do political and social factors matter more than economic integration?

Faruk Balli and Eleonora Pierucci

2015-03: State-Dependent Pricing, Firm Entry and Exit, and Non-Neutrality of Money

Koki Oikawa and Kozo Ueda

2015-02: Financial integration and China's global impact

Rodney Tyers

2015-01: Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity

Faruk Balli, Filippo Maria Pericoli and E. Pierucci

2014-78: Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia

Kerry B. Hudson and Joaquin Vespignani

2014-77: Noisy information, distance and law of one price dynamics across US cities

Mario Crucini, Mototsugu Shintani and Takayuki Tsuruga

2014-76: Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach

Kan Chen and Mario Crucini

2014-75: Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732 - 1860

Mario Crucini and Gregor Smith