CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2020-95: Fiscal policy shocks and international spillovers: Ayobami Ilori, Juan Paez-Farrell and Christoph Thoenissen
2020-94: News shocks under financial frictions: Christoph GÃ¶rtz, John Tsoukalas and Francesco Zanetti
2020-93: A comparison of monthly global indicators for forecasting growth: Christiane Baumeister and Pierre GuÃ©rin
2020-92: Multi-product firms and product quality expansion: Van Pham and Alan Woodland
2020-91: Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs: Bo Zhang and Bao H. Nguyen
2020-90: Bayesian state space models in macroeconometrics: Joshua Chan and Rodney Strachan
2020-89: Monetary policy with a state-dependent inflation target in a behavioral two-country monetary union model: Christian R. ProaÃ±o and Benjamin Lojak
2020-88: Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population ageing: Phitawat Poonpolkul
2020-87: US shocks and the uncovered interest rate parity: Mengheng Li and Bowen Fu
2020-86: The effect of fuel prices on traffic flows: Evidence from New South Wales: Tong Zhang and Paul Burke
2020-85: A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model: Alexander Chudik, Kamiar Mohaddes, Mohammad Pesaran, Mehdi Raissi and Alessandro Rebucci
2020-84: De jure benchmark bonds: Eli Remolona and James Yetman
2020-83: Implications of cheap oil for emerging markets: Alain Kabundi and Franziska Ohnsorge
2020-82: Factors affecting rentersâ€™ electricity use: more than split incentives: Rohan Best, Paul Burke and Shuhei Nishitateno
2020-81: Time and frequency connectedness among oil shocks, electricity and clean energy markets: Muhammad Abubakr Naeem, Zhe Peng, Mouhammed Tahir Suleman, Rabindra Nepal and Syed Jawad Hussain Shahzad
2020-80: Uncertainty and monetary policy during extreme events: Giovanni Pellegrino, Efrem Castelnuovo and Giovanni Caggiano
2020-79: Commodity price volatility, fiscal balance and real interest rate: Monoj Kumar Majumder, Mala Raghavan and Joaquin Vespignani
2020-78: Nowcasting the output gap: Tino Berger, James Morley and Benjamin Wong
2020-77: Regulatory stress tests and bank responses: Karel Janda and Oleg Kravtsov
2020-76: Climate hysteresis and monetary policy: Augustus Panton
2020-75: Liquidity traps in a monetary union: Robert Kollmann
2020-74: Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009): Giovanni Caggiano, Efrem Castelnuovo and Gabriela Nodari
2020-73: Implications of state-dependent pricing for DSGE model-based policy analysis in Indonesia: Denny Lie
2020-72: The asymmetric effects of uncertainty shocks: Valentina Colombo and Alessia Paccagnini
2020-71: Does Hamiltonâ€™s OLS regression provide a â€œbetter alternativeâ€ to the Hodrick-Prescott filter? A New Zealand business cycle perspective: Viv Hall and Peter Thomson
2020-70: How large is the economy-wide rebound effect?: David Stern
2020-69: Are fiscal multipliers estimated with proxy-SVARs robust?: Giovanni Angelini, Giovanni Caggiano, Efrem Castelnuovo and Luca Fanelli
2020-68: Global macroeconomic cooperation in response to the COVID-19 pandemic: a roadmap for the G20 and the IMF: Warwick McKibbin and David Vines
2020-67: Financial uncertainty and real activity: The good, the bad, and the ugly: Giovanni Caggiano, Efrem Castelnuovo, Richard Kima and Silvia Delrio
2020-66: Does the supply network shape the firm size distribution? The Japanese case: Corrado Di Guilmi and Yoshi Fujiwara
2020-65: Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis: Richard Burdekin and Pierre Siklos
2020-64: Inflation expectations and the pass-through of oil prices: Knut Are Aastveit, Hilde C. BjÃ¸rnland and Jamie Cross
2020-63: Nowcasting unemployment insurance claims in the time of COVID-19: William Larson and Tara Sinclair
2020-62: Global macroeconomic scenarios of the COVID-19 pandemic: Warwick McKibbin and Roshen Fernando
2020-61: Firmsâ€™ asset holdings and inflation expectations: Saten Kumar
2020-60: Measuring exchange rate risks during periods of uncertainty: Laurent Ferrara and Joseph Yapi
2020-59: Reallocation effects of monetary policy: Daisuke Miyakawa, Koki Oikawa and Kozo Ueda
2020-58: Optimal intergenerational transfers: Public education and pensions: Monisankar Bishnu, Shresth Garg, Tishara Garg and Tridip Ray
2020-57: Time inconsistency and endogenous borrowing constraints: Joydeep Bhattacharya, Monisankar Bishnu and Min Wang
2020-56: Covid-19 infections and the performance of the stock market: An empirical analysis for Australia: Markus Brueckner and Joaquin Vespignani
2020-55: Capital market liberalization and equity market interdependence: Renee Fry-McKibbin and Ziyu Yan
2020-54: International effects of euro area forward guidance: Maximilian Bock, Martin Feldkircher and Pierre Siklos
2020-53: Inflation dynamics: Expectations, structural breaks and global factors: Pierre Siklos
2020-52: Non-gravity trade: Markus Brueckner, Ngo Long and Joaquin Vespignani
2020-51: Sectoral employment dynamics in Australia: Heather Anderson, Giovanni Caggiano, Farshid Vahid and Benjamin Wong
2020-50: The global effects of Covid-19-induced uncertainty: Giovanni Caggiano, Efrem Castelnuovo and Richard Kima
2020-49: Interconnectedness in the Australian national electricity market: A higher moment analysis: Hung Do, Rabindra Nepal and Russell Smyth
2020-48: Measuring Openness: Jean Imbs and Laurent Pauwels
2020-47: Common factors and the dynamics of cereal prices. A forecasting perspective: Marek Kwas, Alessia Paccagnini and Michał Rubaszek
2020-46: Information weighting under least squares learning: Jaqueson Galimberti

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