CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
Contact information at EDIRC.
Bibliographic data for series maintained by Cama Admin ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2013-52: Price Indexation, Habit Formation, and the Generalized Taylor Principle

Saroj Bhattarai, Jae Won Lee and Woong Yong Park

2013-51: Optimal Macroprudential Policy

Ko Munakata, Koji Nakamura and Yuki Teranishi

2013-50: Consumer Loss in Czech Photovoltaic Power Plants

Jan Prusa, Andrea Klimesova and Karel Janda

2013-49: A tractable framework for zero-lower-bound Gaussian term structure models

Leo Krippner

2013-48: Looking Inward for Transformative Growth in China

Rodney Tyers

2013-47: Skill Composition, Fertility and Economic Growth

Creina Day

2013-46: What's in a Second Opinion? Shadowing the ECB and the Bank of England

Matthias Neuenkirch and Pierre L. Siklos

2013-45: Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts

Yuki Teranishi

2013-44: International Effects of China's Rise and Transition: Neoclassical and Keynesian Perspectives

Rodney Tyers

2013-43: Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

Serkan Arslanalp and Yin Liao

2013-42: Monetary Policy and Debt Deflation: Some Computational Experiments

Carl Chiarella and Corrado Di Guilmi

2013-41: Purchasing Power Parity and the Taylor Rule

Hyeongwoo Kim, Ippei Fujiwara, Bruce Hansen and Masao Ogaki

2013-40: How Portfolios Evolve After Retirement: Evidence from Australia

Alexandra Spicer, Olena Stavrunova and Susan Thorp

2013-39: Financial exposure and the international transmission of financial shocks

Gunes Kamber and Christoph Thoenissen

2013-38: Feasibility and Optimality of the Initial Capital Stock in the Ramsey Vintage Capital Model

Franklin Gamboa and Wilfredo Maldonado

2013-37: Borders and Nominal Exchange Rates in Risk-Sharing

Michael Devereux and Viktoria Hnatkovska

2013-36: 'By a Silken Thread': regional banking integration and pathways to financial development in Japan's Great Recession

Mathias Hoffmann and Toshihiro Okubo

2013-35: A Heterogenous Agent Foundation for Tests of Asset Price Bubbles

Vipin Arora and Shuping Shi

2013-34: China and Global Macroeconomic Interdependence

Rodney Tyers

2013-33: Modelling Complex Emissions Intensity Targets with a Simple Simulation Algorithm

Yiyong Cai, Yingying Lu, David Newth and Alison Stegman

2013-32: Invariant Inference and Efficient Computation in the Static Factor Model

Joshua Chan, Roberto Leon-Gonzalez and Rodney Strachan

2013-31: Moving Average Stochastic Volatility Models with Application to Inflation Forecast

Joshua Chan

2013-30: Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model

Robert Kollmann

2013-29: Tractable latent state filtering for non-linear DSGE models using a second-order Approximation

Robert Kollmann

2013-28: Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach

Melisso Boschi, Massimiliano Marzo and Simone Salotti

2013-27: Time-Frequency Dynamics of Biofuels-Fuels-Food System

Lukas Vacha, Karel Janda, Ladislav Krištoufek and David Zilbermand

2013-26: How Well Does "Core" Inflation Capture Permanent Price Changes?

Michael Bradley, Dennis Jansen and Tara Sinclair

2013-25: Forecasting fiscal variables: Only a strong growth plan can sustain the Greek austerity programs - Evidence from simultaneous and structural models

Nicholas Apergis and Arusha Cooray

2013-24: The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Andrew Clare, James Seaton, Peter Smith and Stephen Thomas

2013-23: What do the Fama-French factors add to CCAPM?

Pongrapeeporn Abhakorn, Peter Smith and Michael Wickens

2013-22: Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks

Alfonso Mendoza-Velázquez and Peter Smith

2013-21: Subjective Well-Being and Income: Is There Any Evidence of Satiation?

Betsey Stevenson and Justin Wolfers

2013-20: Inflationary Implication of Gold Price in Vietnam*

Thi Kim Cuc Nguyen and Reza Siregar

2013-19: How Experts Decide: Preferences or Private Assessments on a Monetary Policy Committee?*

Stephen Hansen, Carlos Velasco Rivera and Michael McMahon

2013-18: Estimating Bayesian Decision Problems with Heterogeneous Priors*

Stephen Hansen and Michael McMahon

2013-17: Subjective and Objective Indicators of Racial Progress

Betsey Stevenson and Justin Wolfers

2013-16: Empirical Research on Sovereign Debt and Default

Michael Tomz and Mark Wright

2013-15: A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion

Joshua Chan, Cody Yu-Ling Hsiao and Renee Fry-McKibbin

2013-14: Long term Projections of the World Economy – A Review

Alison Stegman and Warwick McKibbin

2013-13: Uncertainty and International Climate Change Negotiations

Yiyong Cai and Warwick McKibbin

2013-12: Asymmetry in Government Bond Returns

Ippei Fujiwara, Lena Mareen Korber and Daisuke Nagakura

2013-11: What drives oil prices? Emerging versus developed economies

Knut Are Aastveit and Hilde Bjørnland

2013-10: Quantifying Australia's "Three Speed" Boom

Aaron Walker and Rodney Tyers

2013-09: Regionalization vs. Globalization

Hideaki Hirata, Ayhan Kose and Christopher Otrok

2013-08: A Climate Diplomacy Proposal: Carbon Pricing Consultations

Adele C. Morris, Warwick McKibbin and Peter Wilcoxen

2013-07: Global House Price Fluctuations: Synchronization and Determinants

Hideaki Hirata, Ayhan Kose, Christopher Otrok and Marco Terrones

2013-06: Financial Crises: Explanations, Types and Implications

Stijn Claessens and Ayhan Kose

2013-05: Understanding Financial Crises: Causes, Consequences, and Policy Responses

Stijn Claessens, Ayhan Kose, Luc Laeven and Fabian Valencia

2013-04: The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints

Oscar Parkyn and Tugrul Vehbi

2013-03: The New Stylized Facts About Income and Subjective Well-Being

Justin Wolfers, Daniel Sacks and Betsey Stevenson