CAMA Working Papers

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

2014-42: Asset markets and monetary policy shocks at the zero lower bound

Edda Claus, Iris Claus and Leo Krippner

2014-41: Oil prices and the economy: A global perspective

Ronald Ratti and Joaquin Vespignani

2014-40: International Capital Flows and the Boom-Bust Cycle in Spain

Jan in 't Veld, Robert Kollmann, Beatrice Pataracchia, Marco Ratto and Werner Roeger

2014-39: Output Composition of the Monetary Policy Transmission Mechanism: Is Australia Different?

Tuan Phan

2014-38: Extremal Dependence and Contagion

Renee Fry-McKibbin and Cody Yu-Ling Hsiao

2014-37: Optimal Monetary Responses to Oil Discoveries

Samuel Wills

2014-36: Tax Competition with Heterogeneous Firms

Richard Baldwin and Toshihiro Okubo

2014-35: What drives the German current account? And how does it affect other EU member states?

Robert Kollmann, Marco Ratto, Werner Roeger, Jan in 't Veld and Lukas Vogel

2014-34: Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries

Wilfredo Maldonado, Octavio Augusto Tourinho and Jorge A. B. M. de Abreu

2014-33: The Impact of Oil Price Shocks on U.S. Bond Market Returns

Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon

2014-32: Policy Uncertainty in China, Oil Shocks and Stock Returns

Wensheng Kang and Ronald Ratti

2014-31: Trade Misinvoicing and Macroeconomic Outcomes in India

Raghbendra Jha and Truong Duc Nguyen

2014-30: Asian Fragmentation in the Global Financial Crisis

Toshihiro Okubo, Fukunari Kimura and Nozomu Teshima

2014-29: Analysing the Short Run Effects of China’s Economic Reform Agenda

Rodney Tyers

2014-28: Substitutability and the Cost of Climate Mitigation Policy

Yingying Lu and David Stern

2014-27: Wage Determination and Imperfect Competition

Alison Booth

2014-26: The Safer, the Riskier: A Model of Financial Instability and Bank Leverage

Ryo Kato and Takayuki Tsuruga

2014-25: Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions

Mitsuru Katagiri, Ryo Kato and Takayuki Tsuruga

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