Behavioural Macroeconomics and Complexity program
• Cohen SN, Henckel T, Menzies GD, Muhle-Karbe J, Zizzo DJ, 2019, ‘Switching cost models as hypothesis tests’. Economics Letters (forthcoming). (CAMA WP 40/2018).
• Henckel T, Menzies G, Moffatt P and Zizzo D, 2019, ‘Three Dimensions of Central Bank Credibility and Inferential Expectations: The Euro Zone’. Journal of Macroeconomics (forthcoming). • McDonald IM, 2019, ‘John Maynard Keynes, Joan Robinson and the prospect theory approach to money wage determination’, Metroeconomica, 70, 1, 45-67.
Climate Change and Energy program
• Best R, Burke P and Jotzo F, 2019, ‘Closures of coal‐fired power stations in Australia: Local unemployment effects’, Australian Journal of Agricultural and Resource Economics 62(1), 142–165.
• Burke P, Liao H and Teng M, 2019, ‘The demand for coal among China’s rural households: Estimates of price and income elasticities’, Energy Economics 80, 928–936.
• Halog A, Indra M and Nepal R, 2019, ‘Renewable Energy Projections for Climate Change Mitigation: An Analysis of Uncertainty and Errors’, Renewable Energy, Vol. 130, pp. 536-546, 2019 (CAMA WP 74/2017).
• Nepal R and Paija N, 2019, ‘A Multivariate Time Series Analysis of Energy Consumption, Real output and Pollutant Emissions in a Developing Economy: New Evidence from Nepal’, Economic Modelling, https://doi.org/10.1016/j.econmod.2018.05.023.
Commodities and the Macroeconomy program
• Jarrett U, Mohaddes K and Mohtadi H, 2019, ‘Oil Price Volatility, Financial Institutions and Economic Growth’, Energy Policy 126, pp. 131–144.
• Nguyen BH and Tatsuyoshi O, 2019, ‘Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity’. Energy Economics 80, 86-99.
Finance and the Macroeconomy program
• Abeln B, Jacobs JPAM and Ouwehand P, 2019, CAMPLET: ‘Seasonal adjustment without revisions’. Journal of Business Cycle Research (forthcoming). doi.org/10.1007/s41549-018-0031-3.
• Anbarci N, Arin KP and Zenker C, 2019, ‘Tennis serve data may elude some as serves get too fast’, Econ Journal Watch, vol. 16(1), pages 124“-29-1, March.
• Boschi M and d’Addona S, 2019, The stability of tax elasticities over the business cycle in European countries, Fiscal Studies, 10.1111/1475-5890.12184, (forthcoming).
• Bowden M, Nguyen J and Valadkhani A, 2019, ‘Pathways to reduce CO2 emissions as countries proceed through stages of economic development’, Energy Policy (forthcoming).
• Dungey M, Hurn S, Shi S and Volkov V, 2019, ‘Information flow in times of crisis: The case of the European banking and sovereign sectors’, Econometrics (Special Issue Celebrated Econometricians: Peter Phillips), 2019, 7(1), 5; doi:10.3390/econometrics7010005
• Goldewijk GMK, Jacobs JPAM, Jongman WM, 2019, ‘Health and Wealth in the Roman Empire’. Economics and Human Biology (forthcoming). doi.org/10.1016/j.ehb.2019.01.005.
• Greenwood-Nimmo MJ, Huang J and Nguyen VH, 2019, ‘Financial sector bailouts, sovereign bailouts, and the transfer of credit risk’, Journal of Financial Markets (forthcoming).
• Hajargasht G, Nguyen J and Valadkhani A, 2019, ‘Incorporating daily market uncertainty data into a conventional short-run dynamic model: The case of the black-market exchange rate in Iran’, Applied Economics (forthcoming).
• Hajargasht G, Rao DSP and Valadkhani A, 2019, ‘Reliability of basic heading PPPs’, Economics Letters (forthcoming).
• Hindrayanto I, Jacobs JPAM, Osborn DR and Tian J, 2019, ‘Trend-cycle-seasonal interactions: identification and estimation’. Macroeconomic Dynamics (forthcoming). doi: 10.1017/S1365100517001092.
• Hurn S, Phillips PCB, and Shi S, 2019, ‘Causal change detection in possibly integrated systems: Revisiting the money-income relationship’, Journal of Financial Econometrics (forthcoming).
• Hurn S, Phillips PCB, and Shi S, 2019, ‘Change detection and the causal impact of the yield curve’, Journal of Time Series Analysis, 2018, 39(6): 966-987. Online Supplement.
• Jacobs JPAM, Haan L and Panjer N, 2019, Is fiscal policy in the euro area Ricardian? Empirica. doi/org/10.1007/s10663-019-09431-y.
• Laurent S and Shi S, 2019, ‘Volatility estimation and jump detection for drift-diffusion processes’, Journal of Econometrics (fortcoming).
• Nguyen J, Smyth R and Valadkhani A, 2019, ‘Effects of primary energy consumption on CO2 emissions under optimal thresholds: Evidence from sixty countries over the last half century’, Energy Economics, 80, 680-690.
• O’Brien, Nguyen J and Valadkhani A, 2019, ‘Asymmetric responses of house prices to changes in the mortgage interest rate: Evidence from the Australian capital cities’, Applied Economics (forthcoming).
• Okimoto T, 2019, ‘Trend Inflation and Monetary Policy Regimes in Japan’. Journal of International Money and Finance 92, 137-152.
• Phillips PCB and Shi S, 2019, ‘Detecting financial collapse and ballooning sovereign risk’, Oxford Bulletin of Economics and Statistics (forthcoming).
• Pontines V and Siregar RY, 2019, ‘Non-core liabilities and interest rate pass-through: bank-level evidence from Indonesia’, Applied Economics, Vol. 51, Issue No. 25 (CAMA WP 78/2017).
• Ratti RA and Vespignani J, 2019, ‘What drives global Policy/official interest rate?’, Applied Economics (forthcoming).
• Ravazzolo F and Vespignani J, 2019, ‘World Steel Production: a new indicator of monthly real economic activity’, Canadian Journal of Economics (forthcoming).
Macroeconomic Policy Frameworks program
• Janku J, Libich J, ‘Ignorance isn’t bliss: Uninformed voters drive budget cycles.’ Journal of Public Economics (forthcoming). (CAMA WP 2/2018).
• Kawamura K, Kobashi Y, Shizume M and Ueda K, ‘Strategic Central Bank Communication: Discourse Analysis of the Bank of Japan’s Monthly Report,’ Journal of Economic Dynamics and Control, 100, 230-250, 2019.
• Makin A, Pearce J and Ratnasiri S, 2019, ‘The Optimal Size of Government in Australia’ (2018) Economic Analysis and Policy 62, 27-36.
• Oikawa K and Ueda K, ‘Short- and Long-Run Tradeoff of Monetary Easing’, Journal of the Japanese and International Economies, 52, 189-200, 2019.
• Ueda K, Watanabe K, and Watanabe T, ‘Product turnover and the cost of living index: Quality vs. fashion effects’, American Economic Journal: Macroeconomics, 11(2), 310-347, 2019.
Model Uncertainty and Macro-Econometrics program
• Albonico A, Paccagnini A and Tirelli P, 2019, ‘Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model, Economic Inquiry (forthcoming).
• Garratt A, Vahey SP, Zhang Y, August 2018, ‘Real-time forecast combinations for the oil price’. Journal of Applied Econometrics (forthcoming) (CAMA WP 38/2018).
• Mamertino M and Sinclair T, ‘Migration and online job search: A gravity model approach’, Economics Letters, Volume 181, August 2019, Pages 51-53.
• Masolo RM and Paccagnini A, ‘Identifying Noise Shocks: a VAR with Data Revisions’, Journal of Money, Credit and Banking (forthcoming).
• Paccagnini A, 2019, Did financial factors matter during the Great Recession?, Economics Letters, Volume 174, January 2019, Pages 26-30.
• Sinclair T, 2019, Characteristics and implications of Chinese macroeconomic data revisions on ‘Forecasting Issues in Developing Economies’ in the International Journal of Forecasting (forthcoming).
Multi-Country Models and Methods program
• Asano A and Tyers R, 2019, ‘Japan’s oligopolies: potential economy-wide gains from structural reforms’, Economic Modelling (forthcoming).
• Lee J-W and McKibbin WJ, 2019, ‘Korean unification: Economic adjustments under German assumptions’, Asian Economic Policy Review 14, 1-20.
• Neill K, Hartley P, Tyers R and Adams P, 2019, ‘Western Australia’s domestic gas reservation policy: modelling the economic impact with a CGE approach’, The Economic Record, DOI: 10.1111/1475-4932.12459 (forthcoming).
Open Economy Macroeconomics program
• Jacob P, Uuskula L, ‘Deep habits and exchange rate pass-through’, Journal of Economic Dynamics and Control (forthcoming) (CAMA WP 17/2016).
• Shibata A, Shintani M and Tsuruga T, 2019, ‘Current account dynamics under information rigidity and imperfect capital mobility’, Journal of International Money and Finance, Volume 92, April 2019, Pages 153-176.
• Tsuruga T and Wake S, 2019, ‘Money-financed fiscal stimulus: The effects of implementation lag’, Journal of Economic Dynamics and Control, forthcoming
Book and book chapter
Commodities and the Macroeconomy program
• Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
• El-Anshasy A, Mohaddes K, and Nugent JB, ‘Oil, Volatility and Institutions: Cross-Country Evidence from Major Oil Producers’ in Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
• Mohaddes K, Nugent JB, and Selim S, ‘Objectives, Issues, and Findings’ in Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
• Mohaddes K, Nugent JB, and Selim S, ‘Reforming Fiscal Institutions in Resource-Rich Arab Economies: Policy Proposals’in Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
Macroeconomic Policy Frameworks program
• Makin A, 2018, ‘Asia-Pacific Economic Outlook’ in C. Byrne and L. West (eds) State of the Neighbourhood 2018, pp 23-34, Griffith Asia Institute, Brisbane.