CAMA Publications

2020

Behavioural Macroeconomics and Complexity program

Di Guilmi C, Gallegati M, Landini S and Stiglitz JE (2020) ‘An analytical solution for network models with heterogeneous and interacting agents’, forthcoming in the Journal of Economic Behavior and Organization

Climate Change and Energy program

Janda K and Kourilek J, ‘Residual shape risk on natural gas market with mixed jump diffusion price dynamics.’ Energy Economics, January 2020, vol. 85, article 104465, doi.org/10.1016/j.eneco.2019.07.025.
• Perdana S and Tyers R (2020) ‘Global climate change mitigation: strategic incentives’, The Energy Journal, Volume 41, No 3: 183-206.

Commodities and the Macroeconomy program

Raghavan M (2020) ‘An analysis of the global oil market using SVARMA models’, Energy Economics, 104633.

Finance and the Macroeconomy program

Arin K, Braunfels E and Doppelhoffer P (2020) ‘Revisiting the growth effects of fiscal policy: A Bayesian model averaging approach’, forthcoming in Journal of Macroeconomics.
• Hara N, Miyao R and Okimoto T (2020) ‘The effects of asset purchases and normalization of US monetary policy’, Econ Inq. doi:10.1111/ecin.12883.
Okimoto T and Takaoka S (2020) ‘No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan’, Journal of International Financial Markets, Institutions and Money, Volume 64, January 2020, 101143.
Pontines V (2020) ‘A Provincial view of consumption risk sharing in Korea: Asset classes as shock absorbers’, Journal of the Japanese and International Economies, forthcoming (CAMA WP 23/2019)

Growth, Demographics and Productivity program

• Han J-S and Lee J-W, ‘Demographic change, human capital, and economic growth in Korea’, Japan & The World Economy 53 (2020) 100984. doi.org/10.1016/j.japwor.2019.100984.
Lee J-W, ‘Convergence Success and the Middle Income Trap,’ The Developing Economies, 58(1), March 2020.

Macroeconomic Policy Frameworks program

• Asako Y, Funki Y, Ueda K, and Uto N, ‘(A)symmetric Information Bubbles: Experimental Evidence’, Journal of Economic Dynamics and Control, 110, 103744, 2020.
Eo Y and Lie D (2020) ‘Average Inflation Targeting and Interest-Rate Smoothing’, forthcoming on Economic Letters.
• Froyen RT and Guender AV, ‘A re-evaluation of the choice of an inflation target in the wake of the global financial crisis,’ forthcoming in New Zealand Economic Papers, 2020.
Ueda K, ‘Dynamic Cost of Living Index for Storable Goods’, Economics Letters, 189, 109013, 2020.

Macroeconomic Theory program

Maldonado WL, Egozcue JJ and Pawlowsky-Glahn V (2020) ‘No-arbitrage matrices of exchange rates: Some characterizations’, International Journal of Economic Theory. DOI: 10.1111/ijet.12249

Model Uncertainty and Macro-Econometrics program

• Colombo V and Paccagnini A (2020) ‘Does the credit supply shock have asymmetric effects on macroeconomic variables?’ forthcoming on Economic Letters.
• Kamber G and Wong B (2020) ‘Global Factors and Trend Inflation’, Journal of International Economics, vol.122(C), 103265 (CAMA WP 62/2019).

Multi-Country Models and Methods program

• Azwar Y and Tyers R (2020) ‘Indonesian macroeconomic policy through two crises’, Journal of the Southeast Asian Economies, forthcoming.

Updated:  29 March 2020/Responsible Officer:  Crawford Engagement/Page Contact:  CAMA admin