CAMA Working Papers

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

CAMA Working Papers

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