CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2020-101: Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions: Sam Ouliaris and Adrian Pagan
2020-100: Uncertainty Shocks and Inflation Dynamics in the US: Qazi Haque and Leandro Magnusson
2020-99: Time-Varying Trend Models for Forecasting Inflation in Australia: Na Guo, Bo Zhang and Jamie Cross
2020-98: Optimal Simple Objectives for Monetary Policy When Banks Matter: Lien Laureys, Roland Meeks and Boromeus Wanengkirtyo
2020-97: High-Frequency Monitoring of Growth-at-Risk: Laurent Ferrara, Matteo Mogliani and Jean-Guillaume Sahuc
2020-96: Endogenous Fertility, Externality and Phase Out of Pensions: Amol, Monisankar Bishnu, Harsh Kumar and Tridip Ray
2020-95: Fiscal Policy Shocks and International Spillovers: Ayobami Ilori, Juan Paez-Farrell and Christoph Thoenissen
2020-94: News Shocks Under Financial Frictions: Christoph Görtz, John Tsoukalas and Francesco Zanetti
2020-93: A Comparison of Monthly Global Indicators for Forecasting Growth: Christiane Baumeister and Pierre Guérin
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 Proaño 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 Renters' Electricity Use: More than Split Incentives: Rohan Best, Paul Burke and Rohan Best
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 Hamilton's OLS Regression Provide a Better "Alternative" 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 Bjørnland 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: Firms' 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

CAMA Working Papers

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