CAMA Working Papers

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

2013-02: International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009

Faruk Balli, Syed Abul Basher and Hatice Balli

2013-01: Causality Between Energy and Output in the Long-Run

David Stern and Kerstin Enflo

2012-56: Forecasting Bank Leverage

Gerhard Hambusch and Sherrill Shaffer

2012-55: Bridging the Gap: Integrating Price Mechanisms Into International Climate Negotiations

Warwick McKibbin, Adele C Morris and Peter Wilcoxen

2012-53: International Knowledge Spillover and Technology Externality: Why Multilateral R&D Coordination Matters for Global Climate Governance

Wei Jin

2012-52: Can China Harness Globalization to Reap Carbon Savings? Modeling International Technology Diffusion in a Multi-region Framework

Wei Jin

2012-51: Can Technological Innovation Help China Take on Its Climate Responsibility? A Computable General Equilibrium Analysis

Wei Jin

2012-50: Revisiting the Mechanism of Endogenous Technical Change for Climate Policy Analysis

Wei Jin

2012-49: Regime-Dependent Topological Properties of Biofuels Networks

Ladislav Krištoufek, Karel Janda and David Zilberman

2012-48: Indeterminacy and Forecastability

Ippei Fujiwara and Yasuo Hirose

2012-47: Ranking Systemically Important Financial Institutions

Mardi Dungey, Matteo Luciani and David Veredas

2012-46: Gender 'Rebalancing' in China: A Global-Level Analysis

Jane Golley and Rodney Tyers

2012-45: Emissions Intensity Targeting: From China's 12th Five Year Plan to its Copenhagen Commitment

Yingying Lu, Alison Stegman and Yiyong Cai

2012-44: Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks

James Nason and Ellis Tallman

2012-43: When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan

Emmanuel De Veirman and Andrew Levin

2012-42: Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation

Pierre Siklos

2012-41: Imperfect Credibility and Robust Monetary Policy

Richard Dennis

2012-40: Tracking Monetary-Fiscal Interactions across Time and Space

Michal Franta, Jan Libich and Petr Stehlík

2012-39: Risk Sharing in the Middle East and North Africa: The Role of Remittances and Factor Incomes

Faruk Balli, Syed Abul Basherz and Rosmy Jean Louis

2012-38: Mutual Responsiveness of Biofuels, Fuels and Food Prices

Ladislav Krištoufek, Karel Janda and David Zilberman

2012-37: Self-Fulfilling Crises in the Eurozone. An Empirical Test

Paul De Grauwe and Yuemei Ji

2012-36: The level and growth effects in empirical growth models for the Nordic countries: A knowledge economy approach

Arusha Cooray and Antonio Paradiso

2012-35: Measuring the stance of monetary policy in zero lower bound environments

Leo Krippner