CAMA Working Papers

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

2014-74: Product Quality and Intra-Industry Trade

Tadashi Ito and Toshihiro Okubo

2014-73: Exchange rates, expected returns and risk: UIP unbound

Anella Munro

2014-72: Bringing Financial Stability into Monetary Policy

Eric Leeper and James Nason

2014-71: The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship

Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon

2014-70: Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences

Robert Kollmann

2014-69: OPEC and non-OPEC oil production and the global economy

Ronald Ratti and Joaquin Vespignani

2014-68: Modelling Inflation Volatility

Eric Eisenstat and Rodney Strachan

2014-67: A Comparison of the Wage Structure between the Public and Private Sectors in Japan

Masayuki Morikawa

2014-66: Real Exchange Rates and Sectoral Productivity in the Eurozone

Martin Berka, Michael Devereux and Charles Engel

2014-65: Offsets to compulsory superannuation: do people consciously choose their level of retirement saving?

Akshay Shanker and Sacha Vidler

2014-64: Does Inflation Targeting Outperform Alternative Policies during Global Downturns?

Renee Fry-McKibbin and Chen Wang

2014-63: Participation constraints of matching mechanisms

Weifeng Liu

2014-62: The elephant in the ground: managing oil and sovereign wealth

Ton van den Bremer, Frederick (Rick) van der Ploeg and Samuel Wills

2014-61: Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades

Nao Sudo, Kozo Ueda, Kota Watanabe and Tsutomu Watanabe

2014-60: Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents

Laura Barbosa de Carvalho and Corrado Di Guilmi

2014-59: Straightforward approximate stochastic equilibria for nonlinear rational expectations models

Michael Johnston, Robert G. King and Denny Lie

2014-58: Factors behind Foreign Currency Holding by Household in Cambodia

Reza Siregar and Narith Chan

2014-57: Mismatch Shocks and Unemployment During the Great Recession

Francesco Furlanetto and Nicolas Groshenny

2014-56: Reciprocal Brokered Deposits, Bank Risk, and Recent Deposit Insurance Policy

Guo Li and Sherrill Shaffer

2014-55: Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition

Hans Christian Müller-Dröge, Tara Sinclair and Herman Stekler

2014-54: Disaggregating Electricity Generation Technologies in CGE Models

Vipin Arora and Yiyong Cai

2014-53: How Monetary Policy is made: Two Canadian Tales

Pierre Siklos and Matthias Neuenkirch

2014-52: An Estimated DSGE Model with a Deflation Steady State

Yasuo Hirose

2014-51: Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion

Joshua Chan and Angelia Grant

2014-50: Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly

Rodney Tyers

2014-49: The Economic Consequences of Delay in U.S.Climate Policy

Warwick McKibbin, Adele C. Morris and Peter Wilcoxen

2014-48: Innovation in the Service Sector and the Role of Patents and Trade Secrets

Masayuki Morikawa

2014-47: What Types of Company Have Female and Foreign Directors?

Masayuki Morikawa

2014-46: Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?

Varang Wiriyawit and Benjamin Wong

2014-45: Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey

Benjamin Wong

2014-44: Asymmetric Increasing Trends in Dependence in International Equity Markets

Tatsuyoshi Okimoto

2014-43: Analyzing business and financial cycles using multi-level factor models

Jörg Breitung and Sandra Eickmeier