CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2020-44: Financial factors and the business cycle: Tino Berger, Julia Richter and Benjamin Wong
2020-43: Diagnosing housing fever with an econometric thermometer: Shuping Shi and Peter Phillips
2020-42: Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets: Hung Do, Rabindra Nepal and Tooraj Jamasb
2020-41: Flickering lifelines: Electrification and household welfare in India: Ashish Kumar Sedai, Rabindra Nepal and Tooraj Jamasb
2020-40: Secular stagnation and low interest rates under the fear of a government debt crisis: Keiichiro Kobayashi and Kozo Ueda
2020-39: The moderating role of green energy and energy-innovation in environmental Kuznets: Insights from quantile-quantile analysis: Hammed Oluwaseyi Musibau, Maria Yanotti, Joaquin Vespignani and Rabindra Nepal
2020-38: A note on the impact of the inclusion of an anchor number in the inflation expectations survey question: Monique Reid, Hanjo Odendaal, Stan Du Plessis and Pierre Siklos
2020-37: The role of financial journalists in the expectations channel of the monetary transmission mechanism: Monique Reid, Pierre Siklos, Timothy Guetterman and Stan Du Plessis
2020-36: Financial conditions and the risks to economic growth in the United States since 1875: Patrick Coe and Shaun Vahey
2020-35: Social distancing and contagion in a discrete choice model of COVID-19: Giorgos Baskozos, Giorgos Galanis and Corrado Di Guilmi
2020-34: The role of precautionary and speculative demand in the global market for crude oil: Jamie Cross, Bao H. Nguyen and Trung Duc Tran
2020-33: Clean energy and household remittances in Bangladesh: Evidence from a natural experiment: Gazi Hassan
2020-32: Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs: Mariarosaria Comunale
2020-31: The effectiveness of currency intervention in a commodity-exporter: Evidence from Mongolia: Victor Pontines, Davaajargal Luvsannyam, Enkhjin Atarbaatar and Ulziikhutag Munkhtsetseg
2020-30: Forecasting natural gas prices using highly flexible time-varying parameter models: Shen Gao, Chenghan Hou and Bao H. Nguyen
2020-29: Trade elasticity: Estimates from product-level data: Juyoung Cheong, Do Won Kwak and Kam Ki Tang
2020-28: Too many shocks spoil the interpretation: Adrian Pagan and Tim Robinson
2020-27: On bootstrapping tests of equal forecast accuracy for nested models: Firmin Doko Tchatoka and Qazi Haque
2020-25: Anchored inflation expectations: Carlos Carvalho, Stefano Eusepi, Emanuel Moench and Bruce Preston
2020-24: Subdued potential growth: Sources and remedies: Sinem Kilic Celik, Ayhan Kose and Franziska Ohnsorge
2020-23: Can this time be different? Policy options in times of rising debt: Ayhan Kose, Peter Nagle, Franziska Ohnsorge and Naotaka Sugawara
2020-20: Demographic impacts on life cycle portfolios and financial market structures: Weifeng Liu and Phitawat Poonpolkul
2020-19: The global macroeconomic impacts of COVID-19: Seven scenarios: Warwick McKibbin and Roshen Fernando
2020-18: Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market: Renee Fry-McKibbin and Rodrigo da Silva Souza
2020-17: Global implications of a US-led currency war: Adam Triggs and Warwick McKibbin
2020-16: Resource rents, political rights and civil liberties: Robert Breunig, Anthony Wiskich and Chris Wokker
2020-15: How wages respond to the job-finding and job-to-job transition rates? Evidence from New Zealand administrative data: Christopher Ball, Nicolas Groshenny, Ozer Karagedikli, Murat Ã–zbilgin and Finn Robinson
2020-14: Monetary policy when preferences are quasi-hyperbolic: Richard Dennis and Oleg Kirsanov
2020-13: Emerging and developing economies: Ten years after the global recession: Ayhan Kose and Franziska Ohnsorge
2020-12: Global macro-financial cycles and spillovers: Jongrim Ha, Ayhan Kose, Christopher Otrok and Eswar Prasad
2020-11: Dual labor market, inflation, and aggregate demand in an agent-based model of the Japanese macroeconomy: Corrado Di Guilmi and Yoshi Fujiwara
2020-10: Global recessions: Ayhan Kose, Naotaka Sugawara and Marco Terrones
2020-09: Debt and financial crises: Wee Chian Koh, Ayhan Kose, Peter Nagle, Franziska Ohnsorge and Naotaka Sugawara
2020-08: State-level wage Phillips curves: George Kapetanios, Simon Price, Menelaos Tasiou and Alexia Ventouri
2020-07: Identification robust empirical evidence on the Euler equation in open economies: Qazi Haque and Leandro Magnusson
2020-06: Rational bubbles in non-linear business cycle models: Closed and open economies: Robert Kollmann
2020-05: Who did it? A European detective story was it real, financial, monetary and/or institutional: Tracking growth in the Euro area with an atheoretical tool: Mariarosaria Comunale and Francesco Mongelli
2020-04: Evolution or revolution? Distributed ledger technologies in financial services: Anil Kavuri and Alistair Milne
2020-03: The case for reform of the RBA's policy and communication strategy: Bruce Preston
2020-02: The real effects of loan-to-value limits: Empirical evidence from Korea: Victor Pontines
2020-01: Aging labor, ICT capital, and productivity in Japan and Korea: Jong-Wha Lee, Do Won Kwak and Eunbi Song
2019-91: Private news and monetary policy - Forward guidance as Bayesian persuasion: Ippei Fujiwara and Yuichiro Waki
2019-90: Forecasting energy commodity prices: A large global dataset sparse approach: Davide Ferrari, Francesco Ravazzolo and Joaquin Vespignani
2019-89: The industrial impact of economic uncertainty shocks in Australia: Hamish Burrell and Joaquin Vespignani
2019-88: Dynamic cost of living index for storable goods: Kozo Ueda
2019-87: Empirical evidence on the dynamics of investment under uncertainty in the US: Qazi Haque, Leandro Magnusson and Kazuki Tomioka
2019-86: Risk-sensitive preferences and age-dependent risk aversion: Phitawat Poonpolkul
2019-85: Evaluating the portfolio rebalancing hypothesis in the presence of the international goods market: Kate McKinnon
2019-84: Investigating the drivers of international comovement in real financial asset returns: Kate McKinnon
2019-83: Uncertainty in a disaggregate model: A data rich approach using Google search queries: Kalvinder Shields and Trung Duc Tran

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