CAMA working paper series

Benati L, Lubik TA, April 2012, Sales, inventories, and real interest rates: A century of stylized facts paper no. 19/2012.

Chan JCC, Eisenstat E, April 2012, Marginal likelihood estimation with the cross-entropy method paper no. 18/2012.

Fujiwara I, Ueda K, April 2012, The fiscal multiplier and spillover in a global liquidity trap paper no. 17/2012.

Dungey M, Jacobs JPAM, Tian J, vanNorden S, March 2012, On the correspondence between data revision and trend-cycle decomposition paper no. 16/2012.

Rod Tyers, March 2012, Looking inward for transformative growth in China paper no. 15/2012.

Giraits L, Kapetanios G, Price S, March 2012, Adaptive forecasting in the presence of recent and ongoing structural change paper no. 14/2012.

Chan JCC, Strachan R, March 2012, Estimation in non-linear non-Gaussian state space models with precision-based methods paper no. 13/2012.

McKibbin WJ, Stoeckel AB, Lu YY, March 2012, Global fiscal adjustment and trade rebalancing paper no. 12/2012.

Krippner L, March 2012, A theoretical foundation for the Nelson and Siegel class of yield curve models paper no. 11/2012.

Guerron-Quintana PA, Nason JM, February 2012, Bayesian estimation of DSGE models paper no. 10/2012.

Lubik TA, Teo WL, February 2012, Deep habits in the New Keynesian Phillips curve paper no. 09/2012.

Chan JCC, Koop G, Potter SM, February 2012, A new model of trend inflation paper no. 08/2012.

Chan JCC, Koop G, February 2012, Modelling breaks and clusters in the steady states of macroeconomic variables paper no. 07/2012.

Tyers R, Golley J, February 2012, Demographic dividends, dependencies and economic growth in China and India paper no. 06/2012.

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.

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