CAMA Working Papers

From Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
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2012-34: Matching efficiency and business cycle fluctuations

Francesco Furlanetto and Nicolas Groshenny

2012-33: Prediction Markets for Economic Forecasting

Erik Snowberg, Justin Wolfers and Eric Zitzewitz

2012-32: Currency Intervention: A Case Study of an Emerging Market

Renee Fry-McKibbin and D Sumila Wanaguru

2012-31: Episodes of large exchange rate appreciations and reserves accumulations in selected Asian economies: Is fear of appreciations justified?

Victor Pontines and Reza Siregar

2012-30: Financial frictions and the role of investment specific technology shocks in the business cycle

Gunes Kamber, Christie Smith and Christoph Thoenissen

2012-29: Correlations between biofuels and related commodities: A taxonomy perspective

Ladislav Krištoufek, Karel Janda and David Zilberman

2012-28: Time Compression

David Aadland and Sherrill Shaffer

2012-27: What Drives FDI Policy Liberalization? An Empirical Investigation

Krishna Chaitanya Vadlamannati and Arusha Cooray

2012-26: Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction

Yin Liao

2012-25: Coerced Reciprocal Dealing and the Leverage Theory

Kalyn Coatney and Sherrill Shaffer

2012-24: Information immobility, industry concentration, and institutional investors' performance

Mark Fedenia, Sherrill Shaffer and Hilla Skiba

2012-23: Bank Failure Risk: Different Now?

Sherrill Shaffer

2012-22: Reciprocal Deposits and Incremental Bank Risk

Sherrill Shaffer

2012-21: Optimal Capital Income Taxation with Means-tested Benefits

Cagri Kumru and John Piggott

2012-20: Testing external habits in an asset pricing model

Melisso Boschi, Stefano d'Addona and Aditya Goenka

2012-19: Sales, Inventories, and Real Interest Rates: A Century of Stylized Facts

Luca Benati and Thomas A Lubik

2012-18: Marginal Likelihood Estimation with the Cross-Entropy Method

Joshua Chan and Eric Eisenstat

2012-17: The Fiscal Multiplier and Spillover in a Global Liquidity Trap

Ippei Fujiwara and Kozo Ueda

2012-16: On the correspondence between data revision and trend-cycle decomposition

Mardi Dungey, Jan Jacobs, Jing Tian and Simon van Norden

2012-15: Looking Inward for Transformative Growth in China

Rodney Tyers

2012-14: Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change

Liudas Giraitis, George Kapetanios and Simon Price

2012-13: Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods

Joshua Chan and Rodney Strachan

2012-12: Global Fiscal Adjustment and Trade Rebalancing

Warwick McKibbin, Andrew B Stoeckel and Yingying Lu

2012-11: A theoretical foundation for the Nelson and Siegel class of yield curve models

Leo Krippner

2012-10: Bayesian Estimation of DSGE Models

Pablo Guerron and James Nason

2012-09: Deep Habits in the New Keynesian Phillips Curve

Thomas A. Lubik and Wing Leong Teo

2012-08: A New Model of Trend Inflation

Joshua Chan, Gary Koop and Simon Potter

2012-07: Modelling breaks and clusters in the steady states of macroeconomic variables

Joshua Chan and Gary Koop

2012-06: Demographic Dividends, Dependencies and Economic Growth in China and India

Jane Golley and Rodney Tyers

2012-05: Modifying Gaussian term structure models when interest rates are near the zero lower bound (this is a revised version of CAMA working paper 36/2011)

Leo Krippner

2012-04: How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries

Victor Pontines and Reza Siregar

2012-03: Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging

Rodney Strachan and Herman van Dijk

2012-02: The Household Effects of Government Spending

Francesco Giavazzi and Michael McMahon

2012-01: Identifying News Shocks with Forecast Data

Yasuo Hirose and Takushi Kurozumi

2011-38: The financial accelerator and monetary policy rules

Gunes Kamber and Christoph Thoenissen

2011-36: Modifying Gaussian term structure models when interest rates are near the zero lower bound

Leo Krippner

2011-35: Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010

Richard Burdekin and Pierre Siklos

2011-34: International risk sharing and commodity prices

Martin Berka, Mario Crucini and Chih-Wei Wang

2011-33: Carry Trades and Financial Crisis: An Analytical Perspective

D Sumila Wanaguru

2011-32: Sectoral Productivity, Structural Change and Convergence

Alison Stegman

2011-31: Climbing the electricity ladder generates carbon Kuznets curve downturns

Paul Burke

2011-30: Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

Mardi Dungey, Gerald Dwyer and Thomas Flavin

2011-29: Cyclical Changes in Firm Volatility

Emmanuel De Veirman and Andrew Levin

2011-28: Time Varying Dimension Models

Joshua Chan, Gary Koop, Roberto Leon-Gonzales and Rodney Strachan

2011-27: Probabilistic interest rate setting with a shadow board: A description of the pilot project

Timo Henckel, Shaun Vahey and Elizabeth Wakerly

2011-26: A SVECM Model of the UK Economy and The Term Premium

Mardi Dungey and M.tugrul Vehbi

2011-25: Bayesian Inference in a Time Varying Cointegration Model

Gary Koop, Roberto Leon-Gonzales and Rodney Strachan

2011-24: Auction Prices, Market Share, and a Common Agent

Kalyn Coatney, Sherrill Shaffer and Dale J. Menkhaus

2011-23: Forecasting in the presence of recent structural change

Jana Eklund, George Kapetanios and Simon Price

2011-22: Financial intermediation and the internationalbusiness cycle: The case of small countries with big banks

Gunes Kamber and Christoph Thoenissen