CAMA working paper series

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.

Tyers R, Arora V, July 2011, Asset arbitrage and the price of oil paper no. 21/2011.

Tyers R, July 2011, Japanese economic stagnation: Causes and global implications paper no. 20/2011.

Berka M, Devereux MB, Rudolph T, July 2011, Price setting in a leading Swiss online supermarket paper no. 19/2011.

Tyers R, Zhang Y, June 2011, Japan's economic recovery: Insights from multi-region dynamics paper no. 18/2011.

Gomis-Porqueras P, Arora V, June 2011, Oil price dynamics in a real business cycle model paper no. 17/2011.

Garratt A, Mitchell J, Vahey SP, June 2011, Measuring output gap nowcast uncertainty paper no. 16/2011.

Jacobs JPAM, Otter PW, den Reijer AHJ, June 2011, Information, data dimension and factor structure paper no. 15/2011.

De Veirman E, Dunstan A, June 2011, Time-varying returns, intertemporal substitution and cyclical variation in consumption paper no. 14/2011.

Sepulveda F, Mendez F, June 2011, The cyclicality of skill acquisition: Evidence from panel data paper no. 13/2011.

Hsiao CYL, Tang C, Fry R, June 2011, Actually this time is different paper no. 12/2011.

Shi S, Arora V, May 2011, An application of models of speculative behaviour to oil prices paper no. 11/2011.


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