CAMA working paper series

Chan JCC, Grant AL, March 2015, Pitfalls of estimating the marginal likelihood using the modified harmonic mean paper no. 08/2015.

Chan JCC, March 2015, The stochastic volatility in mean model with time-varying parameters: An application to inflation modeling paper no. 07/2015.

Mertens E, Nason JM, March 2015, Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility paper no. 06/2015.

Claus E, Dungey M, February 2015, Can monetary policy surprise the market? paper no. 05/2015.

Balli F, Pierucci E, January 2015, Globalization and international risk-sharing: do political and social factors matter more than economic integration? paper no. 04/2015.

Oikawa K, Ueda K, January 2015, State-dependent pricing, firm entry and exit, and non-neutrality of money paper no. 03/2015.

Tyers R, January 2015, Financial integration and China’s global impact paper no. 02/2015.

Balli F, Pericoli FM, Pierucci E, January 2015, Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity paper no. 01/2015.

Hudson KB, Vespignani JL, December 2014, Understanding the deviations of the Taylor Rule: A new methodology with an application to Australia paper no. 78/2014.

Crucini MJ, Shintani M, Tsuruga T, December 2014, Noisy information, distance and law of one price dynamics across US cities paper no. 77/2014.

Chen K, Crucini MJ, December 2014, Trends and cycles in small open economies: Making the case for a general equilibrium approach paper no. 76/2014.

Crucini MJ, Smith GW, December 2014, Geographic barriers to commodity price integration: Evidence from US cities and Swedish towns, 1732 - 1860 paper no. 75/2014.

Ito T, Okubo T, December 2014, Product quality and intra-industry trade paper no. 74/2014.

Munro A, December 2014, Exchange rates, expected returns and risk: UIP unbound paper no. 73/2014.

Leeper EM, Nason JM, November 2014, Bringing financial stability into monetary policy paper no. 72/2014.

Kang W, Ratti RA, Yoon KH, November 2014, The impact of oil price shocks on the stock market return and volatility relationship paper no. 71/2014.

Kollmann R, November 2014, Exchange rates dynamics with long-run risk and recursive preferences paper no. 70/2014.

Ratti RA, Vespignani JL, November 2014, OPEC and non-OPEC oil production and the global economy paper no. 69/2014.

Eisenstat E, Strachan RW, November 2014, Modelling inflation volatility paper no. 68/2014.

Morikawa M, October 2014, A comparison of the wage structure between the public and private sectors in Japan paper no. 67/2014.

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