CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2023-15: Disentangling Structural Breaks in Factor Models for Macroeconomic Data

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

2023-08: Debt Finance and Economic Activity in the Euro-Area: Evidence on Asymmetric and Maturity Effects

Kuntal Das, Logan J Donald and Alfred Guender

2023-07: Leverage and Time-Varying Effects of Monetary Policy on the Stock Market

Severin Bernhard and Philip Vermeulen

2023-06: The Currency Composition of Asia's International Investments

Paulo Rodelio Halili and Rogelio Mercado

2023-05: US Dollar Dominance in Asia's Trade Invoicing

Rogelio Mercado, Ryan Jacildo and Sanchita Basu Das

2023-04: Firms' Financing Dynamics around Lumpy Capacity Adjustments

Christoph Görtz, Plutarchos Sakellaris and John D. Tsoukalas

2023-03: Understanding the Global Drivers of Inflation:How Important are Oil Prices? 

Jongrim Ha, Ayhan Kose, Franziska Ohnsorge and Hakan Yilmazkuday

2023-02: Financial Openness and Inflation: Recent Evidence 

Alfred Guender and Hamish McHugh-Smith

2023-01: Air Pollution and Firm-Level Human Capital, Knowledge and Innovation 

Tiago Cavalcanti, Kamiar Mohaddes, Hongyu Nian and Haitao Yin

2022-75: Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era

Dimitrios Kanelis and Pierre Siklos

2022-74: What drives inflation? Disentangling Demand and Supply Factors

Sandra Eickmeier and Boris Hofmann

2022-73: Gender Equality, Economic Growth and Poverty in Côte d'Ivoire: A Quantitative Analysis

Franck M. Adobo and Baris Alpaslan

2022-72: Portfolio Capital Flows and the US Dollar Exchange Rate: Viewed from the Lens of Time and Frequency Dynamics of Connectedness 

Mangal Goswami, Victor Pontines and Yassier Mohammed

2022-71: A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations

Corrado Di Guilmi, Giorgos Galanis and Christian Proaño

2022-70: The Price Responsiveness of Shale Producers: Evidence from Micro Data

Knut Are Aastveit, Hilde Bjørnland and Thomas Gundersen

2022-69: Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens

Efrem Castelnuovo and Lorenzo Mori

2022-68: Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States

Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis and Francesco Zanetti

2022-67: Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach

Rogelio Mercado and Victor Pontines

2022-66: Persistent Agricultural Shocks and Child Poverty: Evidence from Ethiopia

Ashish K. Sedai, Lackson D. Mudenda and Ray Miller

2022-65: Forecasting Oil Prices: Can Large BVARs Help?

Bao H. Nguyen and Bo Zhang

2022-64: Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence

Sangyup Choi, Gabriele Ciminelli and Davide Furceri

2022-63: Adjusted Net Saving Needs Further Adjusting:Reassessing Human and Resource Factors in Sustainability Measurement

John Pezzey

2022-62: Sectoral Uncertainty

Efrem Castelnuovo, Kerem Tuzcuoglu and Luis Uzeda

2022-61: A Structural Measure of the Shadow Federal Funds Rate

Callum Jones, Mariano Kulish and James Morley

2022-60: The Effect of Supply Base Diversification on the Propagation of Shocks

Girish Bahal, Connor Jenkins and Damian Lenzo

2022-59: Aggregate Fluctuations, Network Effects and Covid-19

Girish Bahal and Damian Lenzo

2022-58: Building the Education Revolution: The Employment Effects of Fiscal Stimulus in Australia

Timothy Watson and Juha Tervala

2022-57: Gender Inequality, Social Capital, and Economic Growth in Turkey 

Baris Alpaslan and Brendan Burchell

2022-56: Household Indebtedness and the Macroeconomic Effects of Tax Changes

Sangyup Choi and Junhyeok Shin

2022-55: Is a Global Recession Imminent?

Justin-Damien Guenette, Ayhan Kose and Naotaka Sugawara

2022-54: Increasing Inequality and Voting for Basic Income: Could Gender Inequality Worsen?

Creina Day

2022-53: What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

Christoph Görtz, Christopher Gunn and Thomas A. Lubik

2022-52: Discovering Stars: Problems in Recovering Latent Variables from Models

Daniel Buncic and Adrian Pagan

2022-51: Heterogeneous Beliefs and the Phillips Curve

Roland Meeks and Francesca Monti

2022-50: Resource Dependence, Commodity Shocks and the Role of the Exchange Rate: An Empirical Study of Papua New Guinea

Rubayat Chowdhury

2022-49: Cacophony in Central Banking? Evidence from Euro Area Speeches on Monetary Policy

Martin Feldkircher, Paul Hofmarcher and Pierre Siklos

2022-48: The Repercussions of War Risks

Eric Tong

2022-47: Uncovering the Urban Advantage of Australian Firms: New Evidence from BLADE Data

Antonio Bellofatto, Begoña Domínguez and Elyse C. Dwyer

2022-46: State Dependence of Fiscal Multipliers: The Source of Fluctuations Matters

Mishel Ghassibe and Francesco Zanetti

2022-45: A Boosted HP Filter for Business Cycle Analysis: Evidence from New Zealand's Small Open Economy

Viv Hall and Peter Thomson

2022-44: The Determinants of Provincial Public Health Expenditures in Turkey: Evidence from a Spatial Data Analysis

Julide Yildirim, Nadir Ocal and Baris Alpaslan

2022-43: Effect of remittances on the macroeconomy: A Structural VAR study of Nepal

Sudyumna Dahal

2022-42: Globalized Economy and National Policies: Issues in Comparing Carbon Emissions Mitigation Efforts Under Demographic and Institutional Asymmetry

Tsendsuren Batsuuri

2022-41: Global Stagflation

Jongrim Ha, Ayhan Kose and Franziska Ohnsorge