CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2016-16: Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach

Michele Catalano and Corrado Di Guilmi

2016-15: Adapting to changing input prices in response to the crisis: The case of US commercial banks

Laura Spierdijk, Sherrill Shaffer and Tim Considine

2016-14: Sustainable international monetary policy cooperation

Ippei Fujiwara, Timothy Kam and Takeki Sunakawa

2016-13: Remittances over the business cycle: theory and evidence

Supriyo De, Ergys Islamaj, Ayhan Kose and S. Reza Yousefi

2016-12: Contractions in Chinese fertility and savings: long run domestic and global implications

Jane Golley, Rodney Tyers and Yixiao Zhou

2016-11: Strategic central bank communication: discourse and game-theoretic analyses of the Bank of Japan's Monthly Report

Kohei Kawamura, Yohei Kobashi, Masato Shizume and Kozo Ueda

2016-10: The post-crisis slump in the Euro area and the US: evidence from an estimated three-region DSGE model

Robert Kollmann, Beatrice Pataracchia, Rafal Raciborski, Marco Ratto, Werner Roeger and Lukas Vogel

2016-09: Increasing Trends in the Excess Comovement of Commodity Prices

Kazuhiko Ohashi and Tatsuyoshi Okimoto

2016-08: Determinants of economic growth in South East Asia: an analysis for the first decade of the third millennium

Markus Brueckner and Paitoon Kraipornsak

2016-07: The science of monetary policy: an imperfect knowledge perspective

Stefano Eusepi and Bruce Preston

2016-06: Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation

Mathias Hoffmann and Iryna Stewen

2016-05: The implications of liquidity expansion in China for the US dollar

Wensheng Kang, Ronald Ratti and Joaquin Vespignani

2016-04: Shocking language: understanding the macroeconomic effects of central bank communication

Stephen Hansen and Michael McMahon

2016-03: Japan's oligopolies: potential gains from third arrow reforms

Akihito Asano and Rodney Tyers

2016-02: Monetary policy and indeterminacy after the 2001 slump

Firmin Doko Tchatoka, Nicolas Groshenny, Qazi Haque and Mark Weder

2016-01: Slowdown in emerging markets: rough patch or prolonged weakness?

Tatiana Didier, Ayhan Kose, Franziska Ohnsorge and Lei Sandy Ye

2015-48: A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates

Leo Krippner

2015-47: Effects of US quantitative easing on emerging market economies

Saroj Bhattarai, Arpita Chatterjee and Woong Yong Park

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