CAMA Working Papers

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

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