CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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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

2020-45: High Moment Constraints for Predictive Density Combination

Laurent Pauwels, Peter Radchenko and Andrey Vasnev

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

2020-26: Demographic Change, Carbon Convergence and Climate Policy

Weifeng Liu

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

2020-22: Macroeconomic Impacts of Global Demographic Change on Australia

Weifeng Liu and Warwick McKibbin

2020-21: Global Macroeconomic Impacts of Demographic Change

Weifeng Liu and Warwick McKibbin

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, Hüseyin Özbilgin 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