CAMA working paper series

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.

Kamber G, Thoenissen C, July 2011, Financial intermediation and the international business cycle: The case of small countries with big banks paper no. 22/2011.

Pages

Updated:  19 April 2024/Responsible Officer:  Crawford Engagement/Page Contact:  CAMA admin