CAMA Working Papers

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

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