- CAMA network
- CAMA RBA Shadow Board
- CAMA annual report
- CAMA working paper series
- G-Cubed modelling results of NGFS Climate Scenarios
- COVID-19 Macroeconomic Modelling for Asian Development Bank Institute Annual Conference
- COVID-19 Macroeconomic Modelling Results Dashboard
- All COVID-19 publications
- Other COVID-19 publications
- Miscellaneous publications
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
• 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
Finance and the Macroeconomy program
• 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.
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.
Macroeconomic Policy Frameworks program
• 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
• Berger T, Boll PD, Morley J, and Wong B (2022), ‘Cyclical signals from the labor market’, Oxford Open Economics, forthcoming (CAMA WP 91 /2021).
• 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
• 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)