CAMA working paper series

Krippner L, February 2012, Modifying Gaussian term structure models when interest rates are near the zero lower bound paper no. 05/2012.

Pontines V, Siregar RY, February 2012, How should we bank with foreigners? An empirical assessment of lending behaviour of international banks to six East Asian countries paper no. 04/2012.

Strachan R, VanDijk HK, February 2012, Evidence on a DSGE business cycle model subject to neutral and investment-specific technology shocks using Bayesian model averaging paper no. 03/2012.

Giavazzi F, McMahon M, February 2012, The household effects of government spending paper no. 02/2012.

Hirose Y, Kurozumi T, February 2012, Identifying new shocks with forecast data paper no. 01/2012.

Kamber G, Thoenissen C, December 2011, The financial accelerator and monetary policy rules paper no. 38/2011.

Krippner L, October 2011, Modifying Gaussian term structure models when interest rates are near the zero lower bound paper no. 36/2011.

Burdekin RCK, Siklos PL, October 2011, Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995-2010 paper no. 35/2011.

Berka M, Crucini MJ, Wang CW, October 2011, International risk sharing and commodity prices paper no. 34/2011.

Wanaguru S, September 2011, Carry trades and financial crisis: An analytical perspective paper no. 33/2011.

Stegman A, September 2011, Sectoral productivity, structural change and convergence paper no. 32/2011.

Burke PJ, September 2011, Climbing the electricity ladder generates carbon Kuznets curve downturns paper no. 31/2011.

Dungey M, Dwyer GP, Flavin T, September 2011, Systematic and liquidity risk in subprime-mortgage backed securities paper no. 30/2011.

De Veirman E, Levin AT, September 2011, Cyclical changes in firm volatility paper no. 29/2011.

Chan JCC, Koop G, Leon-Gonzalez R, Strachan RW, August 2011, Time varying dimension models paper no. 28/2011.

Henckel T, Vahey SP, Wakerly L, August 2011, Probabilistic interest rate setting with a shadow board: A description of the pilot project paper no. 27/2011.

Dungey M, Vehbi MT, August 2011, A SVECM model of the UK economy and the term premium paper no. 26/2011.

Koop G, Leon-Gonzalez R, Strachan RW, August 2011, Bayesian inference in a time varying cointegration model paper no. 25/2011.

Coatney KT, Shaffer SL, Menkhaus DJ, July 2011, Auction prices, market share, and a common agent paper no. 24/2011.

Eklund J, Kapetanios G, Price S, July 2011, Forecasting in the presence of recent structural change paper no. 23/2011.

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