CAMA working paper series

Devereux MB, Hnatkovska VV, June 2013, Borders and nominal exchange rates in risk-sharing paper no. 37/2013.

Hoffmann M, Okubo T, June 2013, 'By a silken thread': Regional banking integration and pathways to financial development in Japan's Great Recession paper no. 36/2013.

Arora V, Shi S, June 2013, A heterogenous agent foundation for tests of asset price bubbles paper no. 35/2013.

Tyers R, June 2013, China and global macroeconomic interdependence paper no. 34/2013.

Cai Y, Lu Y, Newth D, Stegman A, June 2013, Modelling complex emissions intensity targets with a simple simulation algorithm paper no. 33/2013.

Chan J, Leon-Gonzalez R, Strachan R W, June 2013, Invariant inference and efficient computation in the static factor model paper no. 32/2013.

Chan J, May 2013, Moving average stochastic volatility models with application to inflation forecast paper no. 31/2013.

Kollmann R , May 2013, Global banks, financial shocks and international business cycles: Evidence from an estimated model paper no. 30/2013.

Kollmann R , May 2013, Tractable latent state filtering for Non-Linear DSGE Models using a second-order approximation paper no. 29/2013.

Boschi M, Marzo M, Salotti S, May 2013, Domestic versus international determinantes of European business cycles: A GVAR Approach paper no. 28/2013.

Vacha L, Janda K, Kristoufek L, Zilberman D, May 2013, Time-frequency dynamics of biofuels-fuels-food system paper no. 27/2013.

Bradley M D, Jansen D W, Sinclair T M, May 2013, How well does core inflation capture permanent price changes? paper no. 26/2013.

Apergis N, Cooray A, May 2013, Forecasting fiscal variables: Only a strong growth plan can sustain the Greek austerity programs - Evidence from simultaneous and structural models paper no. 25/2013.

Clare A, Seaton J, Smith P N, Thomas S, May 2013, The trend is our friend: Risk parity, momentum and trend following in global asset allocation paper no. 24/2013.

Abhakorn P, Smith P N, Wickerns M, May 2013, What do the Fama-French factors add to CCAPM? paper no. 23/2013.

Velazquez AM, Smith PN, May 2013, Equity returns and the business cycle: The role of supply and demand shocks paper no. 22/2013.

Stevenson B , Wolfers J, May 2013, Subjective well-being and income: Is there any evidence of satiation? paper no. 21/2013.

Nguyen TKC, Siregar RY, April 2013, Inflationary implication of gold price in Vietnam paper no. 20/2013.

Hansen S, Rivera CV, McMahon M, April 2013, How experts decide: Preferences or private assessments on a monetary policy committee? paper no. 19/2013.

Hansen S, McMahon M, April 2013, Estimating Bayesian decision problems with heterogeneous priors paper no. 18/2013.

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