CAMA working paper series

Chan JCC, Koop G, Potter SM, January 2014, A bounded model of time variation in trend inflation, NAIRU and the Phillips curve paper no. 10/2014.

Chan JCC, Grant AL, January 2014, Fast computation of the deviance information criterion for latent variable models paper no. 09/2014.

Clare A, Seaton J, Smith PN, Thomas S, January 2014, European equity investing through the financial crisis: Can risk parity, momentum or trend following help to reduce tail risk? paper no. 08/2014.

Nason JM, Smith GW, January 2014, Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts paper no. 07/2014.

Krippner L, January 2014, Measuring the stance of monetary policy in conventional and unconventional environments paper no. 06/2014.

Tyers R, January 2014, International effects of China’s rise and transition: Neoclassical and Keynesian perspectives paper no. 05/2014.

Ojima M, Shino J, Ueda K, January 2014, Buyer-size discounts and inflation dynamics paper no. 04/2014.

Asako Y, Ueda K, January 2014, The boy who cried bubble: Public warnings against riding bubbles paper no. 03/2014.

Kamber G, Theodoridis K, Thoenissen C, January 2014, News-driven business cycles in small open economies paper no. 02/2014.

Balli F, Basher SA, Rana F, January 2014, The determinants of the volatility of returns on cross-border asset holdings paper no. 01/2014.

Meeks R, Nelson B, Alessandri P, December 2013, Shadow banks and macroeconomic instability paper no. 78/2013.

Krippner L, December 2013, Efficient Jacobian evaluations for estimating zero lower bound term structure models paper no. 77/2013.

Bjørnland HC, Thorsrud LA, December 2013, Boom or gloom? Examining the Dutch disease in a two-speed economy paper no. 76/2013.

Bhattarai S, Lee JW, Park WY, November 2013, Inflation dynamics: The role of public debt and policy regimes paper no. 75/2013.

Chan JCC, Hsiao CYL, November 2013, Estimation of stochastic volatility models with heavy tails and serial dependence paper no. 74/2013.

Karagedikli O, Ryan M, Steenkamp D, Vehbi T, November 2013, What happens when the Kiwi flies?The sectoral effects of the exchange rate shocks paper no. 73/2013.

Jacob P, November 2013, Deep habits, price rigidities and the consumption paper no. 72/2013.

Fujiwara I, Teranishi Y, October 2013, Financial stability in open economies paper no. 71/2013.

Wong B, October 2013, The evolution of the US output-inflation tradeoff paper no. 70/2013.

Dennis R, October 2013, Asset prices, business cycles, and Markov-perfect fiscal policy when agents are risk-sensitive paper no. 69/2013.

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