CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2023-58: State-Dependent Effects of Loan-to-Value Shocks

Vivek Sharma

2023-57: External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy

Victor Pontines and Davaajargal Luvsannyam

2023-56: One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes 

Sangyup Choi, Kimoon Jeong and Jiseob Kim

2023-55: Shocks to the Lending Standards and the Macroeconomy

Vivek Sharma

2023-54: On the Trends of Technology, Family Formation, and Women’s Time Allocation

Sagiri Kitao and Kanato Nakakuni

2023-53: The Drivers of Emission Reductions in the European Carbon Market

Hilde C. Bjørnland, Jamie Cross and Felix Kapfhammer

2023-52: A Short History in Defence of Adaptive Learning

Stefano Eusepi and Bruce Preston

2023-51: Determinants of Agricultural Fires: An Aggregative Games Approach

Wilfredo Maldonado and Jessica A. Barbosa

2023-50: Global Economic Impacts of Physical Climate Risks

Roshen Fernando and Caterina Lepore

2023-49: Collateral Shocks, Lending Relationships and Economic Dynamics

Vivek Sharma

2023-48: Demographic Change and Long-Term Economic Growth Path in Asia

Jong-Wha Lee and Eunbi Song

2023-47: Estimating and Applying Autoregression Models via Their Eigensystem Representation

Leo Krippner

2023-46: Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis

Hung Xuan Do, Rabindra Nepal, Son Duy Pham and Tooraj Jamasb

2023-45: Deficit Financing with the National Saving Certificate and Its Macroeconomic Consequences on Bangladesh's Economy

Mohammad Mahabub Alam

2023-44: Sustainability and Credit Spreads in Japan

Tatsuyoshi Okimoto and Sumiko Takaoka

2023-43: Recovering Stars in Macroeconomics

Daniel Buncic, Adrian Pagan and Tim Robinson

2023-42: Financial Condition Indices in an Incomplete Data Environment

Miguel Herculano and Punnoose Jacob

2023-41: Service Trade, Regional Specialization, and Welfare

Yuancheng Han, Jorge Miranda-Pinto and Satoshi Tanaka

2023-40: COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study

Richard Mawulawoea Ahadzie, Dan Daugaard, Moses Kangogo, Faisal Khan and Joaquin Vespignani

2023-39: Fuel Price Caps in the Australian National Wholesale Electricity Market

Armin Pourkhanali, Peyman Khezr, Rabindra Nepal and Tooraj Jamasb

2023-38: Dutch Disease, Unemployment and Structural Change

Mariano Kulish, James Morley, Nadine Yamout and Francesco Zanetti

2023-37: The Long-Run Phillips Curve is... a Curve

Guido Ascari, Paolo Bonomolo and Qazi Haque

2023-36: Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

Chenyan Lyu, Hung Xuan Do, Rabindra Nepal and Tooraj Jamasb

2023-35: Place-Based Energy Inequality for Ethnicities in Nepal

Rabindra Nepal, Rohan Best and Madeline Taylor

2023-34: Random Subspace Local Projections

Viet Hoang Dinh, Didier Nibbering and Benjamin Wong

2023-33: Impact of Uncertainty Shocks on Income and Wealth Inequality

Sangyup Choi and Jeeyeon Phi

2023-32: Did Marginal Propensities to Consume Change with the Housing Boom and Bust?

Yunho Cho, James Morley and Aarti Singh

2023-31: Health Externalities to Productivity and Efficient Health Subsidies

Siew Ling Yew and Jie Zhang

2023-30: Beyond Domar Weights: A New Measure of Systemic Importance in Production Networks 

Girish Bahal and Damian Lenzo

2023-29: The Effects of COVID-19 and JobKeeper on Productivity-Enhancing Reallocation in Australia

Dan Andrews, Elif Bahar and Jonathan Hambur

2023-28: Non-response Bias in Household Inflation Expectations Surveys

Meltem Chadwick, Rennae Cherry and Jaqueson Galimberti

2023-27: Perfect So Far? Substitutability Between Wind & Solar and Dirty Electricity Generation

Anthony Wiskich

2023-26: Can We Use High-Frequency Yield Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!

Jonathan Hambur and Qazi Haque

2023-25: Clean Innovation, Heterogeneous Financing Costs, and the Optimal Climate Policy Mix

Emanuele Campiglio, Alessandro Spiganti and Anthony Wiskich

2023-24: Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? 

Yunjong Eo and James Morley

2023-23: Slowing Growth: More Than a Rough Patch

Ayhan Kose and Franziska Ohnsorge

2023-22: Wars, Education and Economic Development

Jakob Madsen and Miethy Zaman

2023-21: Community Electrification and Women’s Autonomy

Rikhia Bhukta, Debayan Pakrashi, Sarani Saha and Ashish Sedai

2023-20: Potential Growth: A Global Database

Sinem Kilic Celik, Ayhan Kose, Franziska Ohnsorge and F. Ulrich Ruch

2023-19: Potential Growth Prospects: Risks, Rewards and Policies

Sinem Kilic Celik, Ayhan Kose and Franziska Ohnsorge

2023-18: Oil and the Stock Market Revisited: A Mixed Functional VAR Approach

Hilde C. Bjørnland, Yoosoon Chang and Jamie Cross

2023-17: Regulation of Petrol and Diesel Prices and their Effects on GDP Growth: Evidence from China

Markus Brueckner, Haidi Hong and Joaquin Vespignani

2023-16: An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia

Jean Imbs and Laurent Pauwels

2023-15: Disentangling Structural Breaks in High Dimensional Factor Models

Bonsoo Koo, Benjamin Wong and Ze-Yu Zhong

2023-14: Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

Yoosoon Chang, Ana María Herrera and Elena Pesavento

2023-13: Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach

Stefano Grassi, Francesco Ravazzolo, Joaquin Vespignani and Giorgio Vocalelli

2023-12: To Boost or Not to Boost? That is the Question

Ye Lu and Adrian Pagan

2023-11: Agreed and Disagreed Uncertainty

Luca Gambetti, Dimitris Korobilis, John D. Tsoukalas and Francesco Zanetti

2023-10: Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks?

Alessia Paccagnini and Fabio Parla

2023-09: Investigating Cycle Anatomy

Max Gillman and Adrian Pagan