CAMA Publications

2022

Behavioural Macroeconomics and Complexity program

Di Guilmi C and Fujiwara Y (2022) ‘Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy’, Journal of Economic Behavior and Organization, Volume 196, 2022, Pages 346-371.

Climate Change and Energy program

Mohaddes K, Ng RNC, Pesaran MH, Raissi M and Yang J-C (2022) ‘Climate change and economic activity: Evidence from US states’, Oxford Open Economics, odac010, 11 November 2022 (CAMA WP 10/2022).
• Debnath R, Bardhan R, Shah DU, Mohaddes K, Ramage MH, Alvarez RM and Sovacool BK, ‘Social media enables people-centric climate action in the hard-to-decarbonise building sector‘, Nature, Scientific Reports volume 12, Article number: 19017 (2022).
• Barbier EB and Eskander S (2022) ‘Long-term impacts of the 1970 cyclone in Bangladesh’. World Development 152 (2022): 105793.
Eskander S and Fankhauser S (2022) ‘Income diversification and income inequality: household responses to the 2013 floods in Pakistan’. Sustainability 14, no. 1 (2022): 453. DOI 10.3390/su14010453.
Janda K, Kristoufek L, and Zhang B (2022) ‘Return and volatility spillovers between Chinese and US clean energy related stocks’. Energy Economics 2022, vol. 108, article number 105911. doi.org/10.1016/j.eneco.2022.105911.

Commodities and Macroeconomy program

• Hou C, Nguyen B and Zhang B (2022) ‘Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs’, Journal of Forecasting, 28 Sep 2022. doi.org/10.1002/for.2913

Finance and the Macroeconomy program

• Buch C, Eickmeier S and Prieto E (2022) ‘Banking competition and macroeconomic dynamics’, Journal of Financial Stability, forthcoming.
• Bezemer DJ, Jacobs JPAM and Rozite K (2022) ‘Towards a financial cycle for the US, 1973-2014’. North American Journal of Economics and Finance, forthcoming. doi.org/10.1016/j.najef.2019.101023.
• Chen H and Siklos P (2022) ‘Central bank digital currency, monetary policy and financial stability’, Journal of Financial Econometrics, forthcoming (CAMA WP 12/2022).
• Chen Y, Phillips PCB, and Shi S (2022) ‘Detecting common bubbles in a large-dimensional financial system’, Journal of Financial Econometrics, forthcoming.
• Dungey M, Holloway J, Yalaman A, and Yao W, E (2022) ‘Characterizing financial crises using high frequency data’, Quantitative Finance, forthcoming.
• Elgin C, Williams C, Yalaman A, and Yalaman GO (2022) ‘Fiscal stimulus packages to COVID-19: The role of informality’, The Journal of International Development, DOI: 10.1002/jid.3628.
• Giannini B and Oldani C (2022) ‘Asymmetries in the sustainability of public debt in the EU: The use of swaps’, Journal of Economic Asymmetries, Volume 26, November 2022, e00248, doi.org/10.1016/j.jeca.2022.e00248.
• Hurn S, Shi S, and Wang B (2022) ‘Housing networks and driving forces’, Journal of Banking and Finance, 2022, Vol. 134, Article No. 106318.
Jacobs JPAM, Sarferaz S, Sturm J-E and van Norden S (2022) ‘Can GDP measurement be further improved? Data revision and reconciliation’. Journal of Business Economics & Statistics, 40, 423-431.
• Jun Y and Shi S (2022) ‘Volatility puzzle’, Management Science, forthcoming.
• Lee S A and Milunovich G (2022) ‘Cryptocurrency exchanges: Predicting which markets will remain active’. Journal of Forecasting, 1– 11.
Siklos P (2022) ‘Did the Great Influenza of 1918-1920 Trigger A Reversal of the First Era of Globalization?’, International Economics and Economic Policy, forthcoming (CAMA WP 95/2021).
Siklos P and Stellenbosch MR (2022) ‘How firms and experts view the Phillips Curve: Evidence from individual and aggregate data from South Africa’, Emerging Markets Finance & Trade, forthcoming.

Globalisation and Trade program

Akhtaruzzaman M (2022), ‘The Link Between Good Governance, Economic Development and Renewable Energy Investment: Evidence from Upper Middle-Income Countries’, International Journal of Empirical Economics, Vol. 01, No. 02, 2250005 (2022).

Growth, Demographics and Productivity program

• Chida A, Jain D, Jha R, Pathak R, and Rusell S (2022) ‘Climate risk insurance in Pacific Small Island Developing States: possibilities, challenges and vulnerabilities—a comprehensive review’, Mitigation and Adaptation Strategies for Global Change, doi.org/10.1007/s11027-022-10002-z.
• Gross I and Leigh A (2022), ‘Assessing Australian Monetary Policy in the Twenty-First Century’, Economic Record, Vol 98, issue 322, Pages 271-295.
Leigh A (2022), ‘Fair Game: Lessons from Sport for a Fairer Society and a Stronger Economy’, Monash Publishing, Melbourne.
• Clarke P and Leigh A (2022), ‘Understanding the impact of lockdowns on mortality in Australia’, BMJ Global Health, forthcoming.

Macroeconomic Theory program

• Candido O, Maldonado WL and Araujo C LM (2022) ‘Private or Public Enterprises? Cost Inefficiency Limits: An Application to Water Supply Companies in Brazil’, The Empirical Economics Letters, v. 21, n. 8. August 2022.

Macroeconomic Policy Frameworks program

• Ghassibe M and Zanetti F (2022) ‘State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters ‘, Journal of Monetary Economics, forthcoming.
Görtz C, Tsoukalas JD and Zanetti F (2022) ‘News Shocks under Financial Frictions’, American Economic Journal: Macroeconomics, forthcoming (CAMA WP 94/2020).
Choi S, Furceri D and Jalles JT (2022) ‘Heterogeneous gains from countercyclical fiscal policy: new evidence from international industry-level data’, Oxford Economic Papers, July 2022, 74(3), 773–804.
Choi S, Shin J and Yoo SY (2022) ‘Are government spending shocks inflationary at the zero lower bound? New evidence from daily data’, Journal of Economic Dynamics and Control, June 2022, 139, 104423.
Choi S and Yoon C (2022) ‘Uncertainty, financial markets, and monetary policy over the last century’, B.E. Journal of Macroeconomics: Advances, June 2022, 22(2), 397-434.
Choi S and Junhyeok Shin J (2022) ‘Bitcoin: an inflation hedge but not a safe haven’, Finance Research Letters May 2022, 46(B), 102379.
Dennis R (2022) ‘Computing time-consistent equilibria: A perturbation approach’, Journal of Economic Dynamics and Control (CAMA WP 111/ 2020).
• Froyen RT and Guender A (2022) ‘The Mundellian trilemma and optimal monetary policy in a world of high capital mobility’, Open Economies Review, forthcoming.
• Hamano M and Zanetti F (2022) ‘Monetary policy, firm heterogeneity, and product variety’, European Economic Review, forthcoming (CAMA WP 16/2021).

Model Uncertainty and Macro-Econometrics program

Baumeister C and Hamilton JD (2022) ‘Advances in Using Vector Autoregressions to Estimate Structural Magnitudes’, Econometric Theory, forthcoming.
• Pistilli L, Paccagnini A, Breschi S and Malerba F (2022) ‘Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background?’, Journal of Business Ethics.
Berger T, Richter J, and Wong B (2022), ‘Financial factors and the business cycle’, Journal of Economic Dynamics and Control, forthcoming (CAMA WP 44/2020).
• Coroneo L, Icon F, Paccagnini A, and Santos-Monteiro P (2022), ‘Testing the predictive accuracy of COVID-19 forecasts’, International Journal of Forecasting, forthcoming (CAMA WP 52/2021).
Garratt A, Henckel H, and Vahey SP (2022) ‘Empirically-transformed linear opinion pools’, International Journal of Forecasting, doi.org/10.1016/j.ijforecast.2022.02.003.
• Kwas M, Paccagnini A, and Rubaszek M (2022), ‘Common factors and the dynamics of cereal prices: A forecasting perspective’, Journal of Commodity Markets, 100240 (CAMA WP 47/2020).

Open Economy Macroeconomics program

Kollmann R (2022) ‘A Tractable Overlapping Generations Structure for Quantitative DSGE Models’, Economics Letters, forthcoming.
Hoffmann M and Okubo T (2022) ‘By a silken thread’: Regional banking integration and credit reallocation during Japan’s lost decade’, Journal of International Economics. doi.org/10.1016/j.jinteco.2022.103579 (CAMA WP 36/2013).
• Jean Imbs and Laurent Pauwels (2022) ‘Measuring openness’, VoxEU, 25 Sep 2022.

Updated:  27 November 2022/Responsible Officer:  Crawford Engagement/Page Contact:  CAMA admin