CAMA Working Paper Series

Naeem MA, Peng Z, Suleman MT, Nepal R, Shahzad SJH, September 2020, Time and frequency connectedness among oil shocks, electricity and clean energy markets paper no. 81/2020.

Pellegrino G, Castelnuovo E, Caggiano G, September 2020, Uncertainty and monetary policy during extreme events paper no. 80/2020.

Majumder MK, Raghavan M, Vespignani J, September 2020, Commodity price volatility, fiscal balance and real interest rate paper no. 79/2020.

Berger T, Morley J, Wong B, August 2020, Nowcasting the output gap paper no. 78/2020.

Janda K, Kravtsov O, August 2020, Regulatory stress tests and bank responses paper no. 77/2020.

Panton AJ, August 2020, Climate hysteresis and monetary policy paper no. 76/2020.

Kollmann R, August 2020, Liquidity traps in a monetary union paper no. 75/2020.

August 2020, Uncertainty and monetary policy in good and bad times: A replication of the VAR investigation by Bloom (2009) paper no. 74/2020.

Caggiano G, Castelnuovo E, Nodari G, August 2020, Uncertainty and monetary policy in good and bad times: A Replication of the VAR investigation by Bloom (2009) paper no. 74/2020.

Lie D, August 2020, Implications of state-dependent pricing for DSGE model-based policy analysis in Indonesia paper no. 73/2020.

Colombo V, Paccagnini A, August 2020, The asymmetric effects of uncertainty shocks paper no. 72/2020.

Hall VB, Thomson P, July 2020, Does Hamilton’s OLS regression provide a “better alternative” to the Hodrick-Prescott filter? A New Zealand business cycle perspective paper no. 71/2020.

Stern D, July 2020, How large is the economy-wide rebound effect? paper no. 70/2020.

Angelini G, Caggiano G, Castelnuovo E, Fanelli L, July 2020, Are fiscal multipliers estimated with proxy-SVARs robust? paper no. 69/2020.

McKibbin W, Vines D, July 2020, Global macroeconomic cooperation in response to the COVID-19 pandemic: a roadmap for the G20 and the IMF paper no. 68/2020.

Caggiano G, Castelnuovo E, Kima R, Delrio S, July 2020, Financial uncertainty and real activity: The good, the bad, and the ugly paper no. 67/2020.

Di Guilmi C, Fujiwara Y, July 2020, Does the supply network shape the firm size distribution? The Japanese case paper no. 66/2020.

Burdekin RK, Siklos PL, July 2020, Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis paper no. 65/2020.

Aastveit KA, Bjornland HC, Cross JL, July 2020, Inflation expectations and the pass-through of oil prices paper no. 64/2020.

Larson WD, Sinclair TM, July 2020, Nowcasting unemployment insurance claims in the time of COVID-19 paper no. 63/2020.


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