CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2007-25: EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET

Mardi Dungey, Michael McKenzie and L. Vanessa Smith

2007-24: STABILIZING THE AUSTRALIAN BUSINESS CYCLE: GOOD LUCK OR GOOD POLICY?

Philip Liu

2007-23: DO COUNTRIES DEFAULT IN "BAD TIMES"?

Michael Tomz and Mark Wright

2007-22: DEBT STABILISATION BIAS AND THE TAYLOR PRINCIPLE: OPTIMAL POLICY IN A NEW KEYNESIAN MODEL WITH GOVERNMENT DEBT AND INFLATION PERSISTENCE

Svan Jari Stehn and David Vines

2007-21: MONETARY AND FISCAL POLICY INTERACTION WITH VARIOUS DEGREES AND TYPES OF COMMITMENT

Jan Libich, Andrew Hughes Hallett and Petr Stehlik

2007-20: ROGOFF REVISITED: THE CONSERVATIVE CENTRAL BANKER PROPOSITION UNDER ACTIVE FISCAL POLICIES

Andrew Hughes Hallett, Jan Libich and Petr Stehlik

2007-19: MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA

Mark Mink, Jan Jacobs and Jakob de Haan

2007-18: CONSTRUCTING HISTORICAL EURO AREA DATA

Heather Anderson, Mardi Dungey, Denise Osborn and Farshid Vahid

2007-17: SIX LEADING INDEXES OF NEW ZEALAND EMPLOYMENT

Edda Claus and Iris Claus

2007-16: INCREASING RETURNS, FINANCIAL CAPITAL MOBILITY AND REAL EXCHANGE RATE DYNAMICS

Steven Pennings and Rodney Tyers

2007-15: GROWTH, SECTORAL COMPOSITION, AND THE WEALTH OF NATIONS

Jaime Alonso-Carrera and Xavier Raurich

2007-14: CHINA'S REAL EXCHANGE RATE PUZZLE

Rodney Tyers, Jane Golley and Iain Bain

2007-13: CAN CONSUMPTION SPILLOVERS BE A SOURCE OF EQUILIBRIUM INDETERMINACY?

Jaime Alonso-Carrera, Jordi Caballe and Xavier Raurich

2007-12: COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY

Jan Jacobs and Kenneth Wallis

2007-11: EQUILIBRIUM STORAGE WITH MULTIPLE COMMODITIES

Kazuo Nishimura and John Stachurski

2007-10: INCORPORATING RIGIDITY IN THE TIMING STRUCTURE OF MACROECONOMIC GAMES

Jan Libich and Petr Stehlik

2007-09: TWO ISSUES IN CARBON PRICING: TIMING AND COMPETITIVENESS

David Pearce and Warwick McKibbin

2007-08: THE IMPACT OF FISCAL POLICY ON LABOR SUPPLY AND EDUCATION IN AN ECONOMY WITH HOUSEHOLD AND MARKET PRODUCTION

Alison Booth and Melvyn Coles

2007-07: A MICROFOUNDATION FOR INCREASING RETURNS IN HUMAN CAPITAL ACCUMULATION AND THE UNDER-PARTICIPATION TRAP

Alison Booth and Melvyn Coles

2007-05: OPEN ECONOMY DSGE-VAR FORECASTING AND POLICY ANALYSIS: HEAD TO HEAD WITH THE RBNZ PUBLISHED FORECASTS

Kirdan Lees, Troy Matheson and Christie Smith

2007-04: DOMESTIC INVESTMENT AND EXTERNAL IMBALANCES IN EAST ASIA

Jong-Wha Lee and Warwick McKibbin

2007-03: TRANSMITTING SHOCKS TO THE ECONOMY: THE CONTRIBUTION OF INTEREST AND EXCHANGE RATES AND THE CREDIT CHANNEL

Edda Claus and Iris Claus

2007-02: EXCHANGE RATE MARKETS AND CONSERVATIVE INFERENTIAL EXPECTATIONS

Gordon Menzies and Daniel Zizzo

2007-01: LEARNING AND INTERNATIONAL TRANSMISSION SHOCKS

Warwick McKibbin and Kang Yong Tan

2006-26: Global Macroeconomic Consequences of Pandemic Influenza

Warwick McKibbin and Alexandra Sidorenko

2006-25: GAINS FROM COMMITMENT POLICY FOR A SMALL OPEN ECONOMY: THE CASE OF NEW ZEALAND

Philip Liu

2006-23: THE RELATIVE IMPORTANCE OF MONETARY POLICY TRANSMISSION CHANNELS IN MALAYSIA

Hsiao Chink Tang

2006-22: AN EXPLICIT INFLATION TARGET AS A COMMITMENT DEVICE

Jan Libich

2006-21: THE NEW ZEALAND BUSINESS CYCLE: RETURN TO GOLDEN DAYS?

Viv Hall and Christopher McDermott

2006-20: TAXATION AND FINANCE CONSTRAINED FIRMS

Iris Claus

2006-19: COMMODITY CURRENCIES AND CURRENCY COMMODITIES

Kenneth Clements and Renee Fry-McKibbin

2006-18: BEVERRIDGE NELSON DECOMPOSITION WITH MARKOV SWITCHING

Chin Nam Low, Heather Anderson and Ralph Snyder

2006-17: MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY

Edda Claus, Mardi Dungey and Renee Fry-McKibbin

2006-16: MONOPOLISTIC UNIONS, BRAINARD UNCERTAINTY, AND OPTIMAL MONETARY POLICY

Timo Henckel

2006-15: A CREDIBLE FOUNDATION FOR LONG TERM INTERNATIONAL COOPERATION ON CLIMATE CHANGE

Warwick McKibbin and Peter Wilcoxen

2006-14: Nonlinear autoregressive leading indicator models of output in G-7 countries

Heather Anderson, George Athanasopoulos and Farshid Vahid

2006-13: AN ASIAN MONETARY UNION?

Hsiao Chink Tang

2006-12: CAN STRUCTURAL SMALL OPEN ECONOMY MODELS ACCOUNT FOR THE INFLUENCE OF FOREIGN DISTURBANCES?

Alejandro Justiniano and Bruce Preston

2006-11: SOVEREIGN RISK IN THE CLASSICAL GOLD STANDARD ERA

Gavin Cameron, Prasanna Gai and Kang Yong Tan

2006-10: ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS

Martin Fukač and Adrian Pagan

2006-09: ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS

Dirk Baur and Renee Fry-McKibbin

2006-08: Human inequality, human capital inequality and the Kuznets curve

Audrey Siew Kim Lim and Kam Ki Tang

2006-07: ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS

Graeme Wells and Thanasis Stengos

2006-06: THE GLOBAL MACROECONOMIC CONSEQUENCES OF A DEMOGRAPHIC TRANSITION

Warwick McKibbin

2006-05: THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY

Peter Smith, Steffen Sorensen and Michael Wickens

2006-04: CREDIT MARKET FRICTIONS IN AN OPEN ECONOMY

Iris Claus and Kunhong Kim

2006-03: THE DESIRABLE SMOOTH OPERATOR, INCOMPLETE PASS THROUGH AND THE "ZERO BOUND"

Timothy Kam

2006-02: INFLEXIBILITY OF INFLATION TARGETING REVISITED: MODELING THE "ANCHORING" EFFECT

Jan Libich

2006-01: INEQUALITY AND THE DUAL ECONOMY: TECHNOLOGY ADOPTION WITH SPECIFIC AND GENERAL SKILLS

Ashley Lester

2005-28: ENVIRONMENTAL CONSEQUENCES OF RISING ENERGY USE IN CHINA

Warwick McKibbin