CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2014-24: Generalised Density Forecast Combinations

Nicholas Fawcett, George Kapetanios, James Mitchell and Simon Price

2014-23: Stochastic Model Specification Search for Time-Varying Parameter VARs

Eric Eisenstat, Joshua Chan and Rodney Strachan

2014-22: U.S. Natural Gas Exports and their Global Impacts

Vipin Arora and Yiyong Cai

2014-21: Modelling Inflation Volatility

Eric Eisenstat and Rodney Strachan

2014-20: Reconstructing the Savings Glut: The Global Implications of Asian Excess Saving

Vipin Arora, Rodney Tyers and Ying Zhang

2014-19: The sectorial impact of commodity price shocks in Australia

Stephen Knop and Joaquin Vespignani

2014-18: Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis

Patrick Carvalho and Renee Fry-McKibbin

2014-17: Impacts of a Capacity Advantaged Bidder in Sequential Common Value Auctions: Evidence from the Laboratory

Kalyn Coatney, Dale J. Menkhaus and Sherrill Shaffer

2014-16: Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation

Thomas A. Lubik and Christian Matthes

2014-15: Estimation and Solution of Models with Expectations and Structural Changes

Mariano Kulish and Adrian Pagan

2014-14: Not all international monetary shocks are alike for the Japanese economy

Ronald Ratti and Joaquin Vespignani

2014-13: Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach

Ronald Ratti and Joaquin Vespignani

2014-12: Determinants of risk sharing through remittances: cross-country evidence

Faruk Balli and Faisal Rana

2014-11: Macroeconomic Consequences of Terms of Trade Episodes, Past and Present

Tim Atkin, Mark Caputo, Tim Robinson and Hao Wang

2014-10: A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve

Joshua Chan, Gary Koop and Simon Potter

2014-09: Fast Computation of the Deviance Information Criterion for Latent Variable Models

Joshua Chan and Angelia Grant

2014-08: European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?

Andrew Clare, James Seaton, Peter Smith and Stephen Thomas

2014-07: Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts

James Nason and Gregor Smith

2014-06: Measuring the stance of monetary policy in conventional and unconventional environments

Leo Krippner

2014-05: International Effects of China’s Rise and Transition: Neoclassical and Keynesian Perspectives

Rodney Tyers

2014-04: Buyer-Size Discounts and Inflation Dynamics

Mayumi Ojima, Junnosuke Shino and Kozo Ueda

2014-03: The Boy Who Cried Bubble: Public Warnings against Riding Bubbles

Yasushi Asako and Kozo Ueda

2014-02: News-driven business cycles in small open economies

Gunes Kamber, Konstantinos Theodoridis and Christoph Thoenissen

2014-01: The determinants of the volatility of returns on cross-border asset holdings

Faruk Balli, Syed Abul Basher and Faisal Rana

2013-78: Shadow banks and macroeconomic instability

Roland Meeks, Benjamin Nelson and Piergiorgio Alessandri

2013-77: Efficient Jacobian evaluations for estimating zero lower bound term structure models

Leo Krippner

2013-76: Boom or gloom? Examining the Dutch disease in a two-speed economy

Hilde Bjørnland and Leif Thorsrud

2013-75: Inflation Dynamics: The Role of Public Debt and Policy Regimes

Saroj Bhattarai, Jae Won Lee and Woong Yong Park

2013-74: Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence

Joshua Chan and Cody Yu-Ling Hsiao

2013-73: What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks

Ozer Karagedikli, Michael Ryan, Daan Steenkamp and Tugrul Vehbi

2013-72: Deep Habits, Price Rigidities and the Consumption Response to Government Spending

Punnoose Jacob

2013-71: Financial Stability in Open Economies

Ippei Fujiwara and Yuki Teranishi

2013-70: The Evolution of the U.S. Output-Inflation Tradeoff

Benjamin Wong

2013-69: Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive

Richard Dennis

2013-68: Imperfect Credibility and Robust Monetary Policy

Richard Dennis

2013-67: Macro-Econometric System Modelling @75

Anthony Hall, Jan Jacobs and Adrian Pagan

2013-66: Faster solutions for Black zero lower bound term structure models

Leo Krippner

2013-65: Economic Growth and the Transition from Traditional to Modern Energy in Sweden

Astrid Kander and David Stern

2013-64: Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach

Jasmine Zheng

2013-63: Micro Price Dynamics during Japan's Lost Decades

Nao Sudo, Kozo Ueda and Kota Watanabe

2013-62: Exchange Rates and Fundamentals: Closing a Two-country Model

Takashi Kano

2013-61: Financial Contagion and Asset Pricing

Renee Fry-McKibbin, Vance Martin and Chrismin Tang

2013-60: Zero Lower Bound and Parameter Bias in an Estimated DSGE Model

Yasuo Hirose and Atsushi Inoue

2013-59: Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?

Benjamin Wong

2013-58: The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad

Pierre Siklos

2013-57: Understanding Long-run Price Dispersion

Mario Crucini and Hakan Yilmazkuday

2013-56: Distribution Capital and the Short- and Long-run Import Demand Elasticity

Mario Crucini and Jonathan Davis

2013-55: The Great Recession and the Two Dimensions of European Central Bank Credibility

Timo Henckel, Gordon Menzies and Daniel Zizzo

2013-54: Chinese Resource Demand and the Natural Resource Supplier

Mardi Dungey, Renee Fry-McKibbin and Verity Linehan

2013-53: Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero

Jinill Kim and Seth Pruitt