CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2012-07: Modelling breaks and clusters in the steady states of macroeconomic variables

Joshua Chan and Gary Koop

2012-06: Demographic Dividends, Dependencies and Economic Growth in China and India

Jane Golley and Rodney Tyers

2012-05: Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011)

Leo Krippner

2012-04: How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries

Victor Pontines and Reza Siregar

2012-03: Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging

Rodney Strachan and Herman van Dijk

2012-02: The Household Effects of Government Spending

Francesco Giavazzi and Michael McMahon

2012-01: Identifying News Shocks with Forecast Data

Yasuo Hirose and Takushi Kurozumi

2011-38: The financial accelerator and monetary policy rules

Gunes Kamber and Christoph Thoenissen

2011-36: Modifying Gaussian term structure models when interest rates are near the zero lower bound

Leo Krippner

2011-35: Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010

Richard Burdekin and Pierre Siklos

2011-34: International risk sharing and commodity prices

Martin Berka, Mario Crucini and Chih-Wei Wang

2011-33: Carry Trades and Financial Crisis: An Analytical Perspective

D Sumila Wanaguru

2011-32: Sectoral Productivity, Structural Change and Convergence

Alison Stegman

2011-31: Climbing the electricity ladder generates carbon Kuznets curve downturns

Paul Burke

2011-30: Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

Mardi Dungey, Gerald Dwyer and Thomas Flavin

2011-29: Cyclical Changes in Firm Volatility

Emmanuel De Veirman and Andrew Levin

2011-28: Time Varying Dimension Models

Joshua Chan, Gary Koop, Roberto Leon-Gonzales and Rodney Strachan

2011-27: Probabilistic interest rate setting with a shadow board: A description of the pilot project

Timo Henckel, Shaun Vahey and Elizabeth Wakerly

2011-26: A SVECM Model of the UK Economy and The Term Premium

Mardi Dungey and M.tugrul Vehbi

2011-25: Bayesian Inference in a Time Varying Cointegration Model

Gary Koop, Roberto Leon-Gonzales and Rodney Strachan

2011-24: Auction Prices, Market Share, and a Common Agent

Kalyn Coatney, Sherrill Shaffer and Dale J. Menkhaus

2011-23: Forecasting in the presence of recent structural change

Jana Eklund, George Kapetanios and Simon Price

2011-22: Financial intermediation and the internationalbusiness cycle: The case of small countries with big banks

Gunes Kamber and Christoph Thoenissen

2011-21: Asset Arbitrage and the Price of Oil

Vipin Arora and Rodney Tyers

2011-20: Japanese economic stagnation: Causes and global implications

Rodney Tyers

2011-19: Price setting in a leading Swiss online supermarket

Martin Berka, Michael Devereux and Thomas Rudolph

2011-18: Japan’s Economic Recovery: Insights from Multi-Region Dynamics

Rodney Tyers and Ying Zhang

2011-17: Oil Price Dynamics in a Real Business Cycle Model

Vipin Arora and Pedro Gomis-Porqueras

2011-16: Measuring Output Gap Nowcast Uncertainty

Anthony Garratt, James Mitchell and Shaun Vahey

2011-15: Information, data dimension and factor structure

Jan Jacobs, Pieter W. Otter and Ard Reijer

2011-14: Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption

Emmanuel De Veirman and Ashley Dunstan

2011-13: The cyclicality of skill acquisition: Evidence from panel data

Facundo Sepulveda and Fabio Mendez

2011-12: Actually This Time Is Different

Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Chrismin Tang

2011-11: AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES

Shuping Shi and Vipin Arora

2011-10: CONTRASTING GIANTS: DEMOGRAPHIC CHANGE AND ECONOMIC PERFORMANCE IN CHINA AND INDIA

Jane Golley and Rodney Tyers

2011-09: Global Fiscal Consolidation

Warwick McKibbin and Andrew B Stoeckel

2011-08: Inflation variability and the relationship between inflation and growth

Raghbendra Jha and Tu Dang

2011-07: How Prediction Markets can Save Event Studies

Erik Snowberg, Justin Wolfers and Eric Zitzewitz

2011-06: Trust in Public Institutions over the Business Cycle

Betsey Stevenson and Justin Wolfers

2011-05: Improving forecasting performance by window and model averaging

Prasad Bhattacharya and Dimitrios Thomakos

2011-04: Monetary Exit Strategy and Fiscal Spillovers

Jan Libich, Dat Nguyen and Petr Stehlík

2011-03: Has the Euro Affected the Choice of Invoicing Currency?

Jenny Ligthart and Sebastian E. V. Werner

2011-02: UK World War I and Interwar Data for Business Cycle and Growth Analysis

James Nason and Shaun Vahey

2011-01: The Role of Energy in the Industrial Revolution and Modern Economic Growth

David Stern and Astrid Kander

2010-37: Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve

Nicolas Groshenny

2010-36: The effects of taxation on migration: Some evidence for the ASEAN and APEC economies

Edda Claus, Iris Claus and Michael Dorsam

2010-35: Estimating the Wage Elasticity of Labour Supply to a Firm: What evidence is there for Monopsony?

Alison Booth and Pamela Katic

2010-34: Real-time Inflation Forecast Densities from Ensemble Phillips Curves

Anthony Garratt, James Mitchell, Shaun Vahey and Elizabeth Wakerly

2010-33: Lessons From the Latest Data on U.S. Productivity

Jan Jacobs and Simon van Norden

2010-32: Does the size and quality of the government explain the size and efficiency of the financial sector?

Arusha Cooray