CAMA working paper series

Kato R, Tsuruga T, March 2014, The safer, the riskier: A model of financial instability and bank leverage paper no. 26/2014.

Katagiri M, Kato R, Tsuruga T, March 2014, Prudential capital controls or bailouts? The impact of different collateral constraint assumptions paper no. 25/2014.

Fawcett N, Kapetanios G, Mitchell J, Price S, March 2014, Generalised density forecast combinations paper no. 24/2014.

Eisenstat E, Chan JCC, Strachan RW, March 2014, Stochastic model specification search for time-varying parameter VARs paper no. 23/2014.

Arora V, Cai Y, February 2014, US natural gas exports and their global impacts paper no. 22/2014.

Eisenstat E, Strachan RW, February 2014, Modelling inflation volatility paper no. 21/2014.

Arora V, Tyers R, Zhang Y, February 2014, Reconstructing the savings glut: The global implications of Asian excess saving paper no. 20/2014.

Knop SJ, Vespignani JL, February 2014, The sectorial impact of commodity price shocks in Australia paper no. 19/2014.

Carvalho P, Fry-McKibbin RA, February 2014, Foreign reserve accumulation and the mercantilist motive hypothesis paper no. 18/2014.

Coatney KT, Menkhaus DJ, Shaffer S, February 2014, Impacts of a capacity advantaged bidder in sequential common value auctions: Evidence from the laboratory paper no. 17/2014.

Lubik TA, Matthes C, February 2014, Indeterminacy and learning: An analysis of monetary policy in the great inflation paper no. 16/2014.

Kulish M, Pagan A, February 2014, Estimation and solution of models with expectations and structural changes paper no. 15/2014.

Ratti RA, Vespignani JL, February 2014, Not all international monetary shocks are alike for the Japanese economy paper no. 14/2014.

Ratti RA, Vespignani JL, February 2014, Commodity prices and BRIC and G3 liquidity: A SFAVEC approach paper no. 13/2014.

Balli F, Rana F, January 2014, Determinants of risk sharing through remittances: cross-country evidence paper no. 12/2014.

Atkin T, Caputo M, Robinson T, Wang H, January 2014, Macroeconomic consequences of terms of trade episodes, past and present paper no. 11/2014.

Chan JCC, Koop G, Potter SM, January 2014, A bounded model of time variation in trend inflation, NAIRU and the Phillips curve paper no. 10/2014.

Chan JCC, Grant AL, January 2014, Fast computation of the deviance information criterion for latent variable models paper no. 09/2014.

Clare A, Seaton J, Smith PN, Thomas S, January 2014, European equity investing through the financial crisis: Can risk parity, momentum or trend following help to reduce tail risk? paper no. 08/2014.

Nason JM, Smith GW, January 2014, Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts paper no. 07/2014.

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