Events 2012



Centre for Applied Macroeconomic Analysis | Seminar

Financial Frictions, Durable Goods, and a Two-Sector Financial Accelerator Model

Zulfiqar Hyder
11:00 am - 12:00 pm

The recent global financial crisis highlights the importance of integrating the financial frictions faced by financial firms within the canonical New Keynesian monetary model. This paper extends Gertler & Karadi (2011) Financial A ...



Centre for Applied Macroeconomic Analysis & Centre for Economic History | Public Lecture

Conference on Commodity Price Volatility, Past and Present

The Australian National University


Centre for Applied Macroeconomic Analysis & Centre for Economic History | Public Lecture

The Gruen Lecture in honour of Fred Gruen, Commodity prices over two centuries: Trends, volatility and impact

Professor Jeffrey G Williamson, Harvard University, and University of Wisconsin
5:15 pm - 6:30 pm

Commodity price volatility has far reaching economic implications for countries such as Australia. What is the impact of price volatility on exporting and importing economies and how does it depend on economic institutions and mac ...


Centre for Applied Macroeconomic Analysis | Seminar

Productivity and potential output before, during, and after the Great Recession

Dr John Fernald, Senior Research Adviser, Federal Reserve Bank of San Francisco
12:00 pm - 1:30 pm

At this seminar, Dr John Fernald will look at the recent dynamics of productivity and potential output in the United States. In the longer term, potential output plays a central role in determining living standards. In the near te ...


Centre for Applied Macroeconomic Analysis | Seminar

On trend-cycle decomposition and data revision

Professor Simon Van-Norden, HEC Montréal

A well-documented property of the Beveridge-Nelson trend-cycle de-
composition is the perfect negative correlation between trend and cycle innovations. This paper gives a novel explanation for this negative cor-relation ori ...


Centre for Applied Macroeconomic Analysis | Workshop

Financial factors and monetary policy: Determinacy and learnability of equilibrium

Paul Kitney, Phd scholar, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, ANU

This paper explores whether a central bank should respond to financial factors in monetary policy rules. The criteria used are determinacy and learnability of Rational Expectations Equilibria. The benchmark Bullard and Mitra (200 ...








  • Understanding Commodity Prices (CAMA EVENT)
    Bank of England
    25 May 2012

Call for Papers

The Money, Macro and Finance Research Group, CAMA (ANU) and the Bank of England are organising a one-day workshop on issues related to commodity and energy prices. Papers could cover the determinants, the effects of increasing financialisation, commodities and energy in macroeconomic models, or indeed any subject relating to the title.

Please email paper submissions with your contact information to Simon Price ( by 31 January 2012 but early submissions are encouraged.

The program is available.




  • Public Forum (CAMA EVENT)
    International Climate Policy for the Long Term
    Presented by Centre for Climate Economics and Policy (Crawford) and
    Centre for Applied Economic Analysis (RSE)
    14 March 2012
  • International Climate Policy for the Long Term: Workshop (CAMA EVENT)
    Australian National University
    14 March 2012
    The event is by invitation.
    For further information, contact Damien Hughes (
  • CAMA Workshop (CAMA EVENT)
    "Issues in Monetary and Fiscal Policy After the Global Financial Crisis"
    Australian National University
    13 March 2012


    • "Stock Market Firm-Level Information and Real Economic Activity"
      Filippo di Mauro (ECB)
    • "The Fiscal Multiplier and Spillover in a Global Liquidity Trap"
      Ippei Fujiwara (ANU & CAMA)
    • "On the Correspondence Between Data Revision and Trend-Cycle
      Jan Jacobs (University of Groningen & CAMA)
    • "State-Dependent Effects of Fiscal Policy"
      James Morley (UNSW & CAMA)
    • "Long-Term Debt Pricing and Monetary Policy Transmission Under Imperfect
      Bruce Preston (Columbia University & CAMA)
  • Public Lecture (CAMA EVENT)
    Clean energy technology policy: The economics of Why and how
    Australian National University
    13 March 2012


  • NZESG 2012
    22nd New Zealand Econometrics Study Group Meeting
    Thursday/Friday 23/24 February 2012
    Peter C B Phillips (Yale University)
    Leo Krippner (Reserve Bank of New Zealand and CAMA)
    Yigit Saglam (University of Victoria, Wellington)
    Key Date:
    Paper submission: 16 December 2011
    Full paper will be required (subject to acceptance) by 7 February 2012
  • VAR Modelling Course and Workshop 2012 (CAMA EVENT)
    School of Economics and Finance, University of Tasmania
    In conjuction with CAMA, Australian National University
    20-23 February 2012

The VAR course is based on Professor Pagan's lectures to the IMF and is suitable for graduate students
and interested academics. We have capacity for approximately 15 participants.
Workshop participation will be by invitation, and interested parties are asked to contact
Professor Mardi Dungey to express their interest in presenting or discussing a paper.
All participants are invited to both the course and modelling workshop.
Finally on February 23, Professor John Quiggin will be delivering a lecture to the Economic
Society (Tasmanian branch) to which you are cordially invited.

Please indicate interest to:
Professor Mardi Dungey

Key Dates:
Februrary 20 and 21: Macroeconomic Modelling and VARs course, presented by Professor Adrian Pagan (University of Sydney)
February 22 and 23: Macroeconomic Modelling and VARs Workshop, plenary speaker Professor Denise Osborn (Manchester University)
February 23 (evening): Economics Society Distinguished Fellow lecture, presented by Professor John Quiggin (University of Queensland)


  • Conference AIB-MENA 2012
    Managing in Uncertain Times
    Zyed University, Dubai
    13- 15 January, 2012
    Peren Arin (CAMA)
    Key Date:
    Paper submission: Before 10th of September 2012

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