CAMA working paper series

Pauwels L, Radchenko P, Vasnev AL, May 2020, High Moment Constraints for Predictive Density Combination paper no. 45/2020. Earlier version is available as 45A/2020..

Berger T, Richter J, Wong B, May 2020, Financial factors and the business cycle paper no. 44/2020.

Shi S, Phillips PCB, May 2020, Diagnosing housing fever with an econometric thermometer paper no. 43/2020.

Do H, Nepal R, Jamasb T, April 2020, Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets paper no. 42/2020.

Sedai AK, Nepal R, Jamasb T, April 2020, Flickering lifelines: Electrification and household welfare in India paper no. 41/2020.

Kobayashi K, Ueda K, April 2020, Secular stagnation and low interest rates under the fear of a government debt crisis paper no. 40/2020.

Masibau HO, Yanotti M, Vespignani J, Nepal R, April 2020, The moderating role of green energy and energy-innovation in environmental Kuznets: Insights from quantile-quantile analysis paper no. 39/2020.

Reid M, Odendaal H, Plessis SD, Siklos P, April 2020, A note on the impact of the inclusion of an anchor number in the inflation expectations survey question paper no. 38/2020.

Reid M, Siklos P, Guetterman T, Plessis SD, April 2020, The role of financial journalists in the expectations channel of the monetary transmission mechanism paper no. 37/2020.

Coe PJ, Vahey SP, April 2020, Financial conditions and the risks to economic growth in the United States since 1875 paper no. 36/2020.

Baskozos G, Galanis G, Di Guilmi C, April 2020, Social distancing and contagion in a discrete choice model of COVID-19 paper no. 35/2020.

Cross JL, Nguyen BH, Tran TD, April 2020, The role of precautionary and speculative demand in the global market for crude oil paper no. 34/2020.

Hassan GM, April 2020, Clean energy and household remittances in Bangladesh: Evidence from a natural experiment paper no. 33/2020.

Comunale M, April 2020, Shock dependence of exchange rate pass-through: A comparative analysis of BVARs and DSGEs paper no. 32/2020.

Pontines V, Luvsannyam D, Atarbaatar E, Munkhtsetseg U, March 2020, The effectiveness of currency intervention in a commodity-exporter: Evidence from Mongolia paper no. 31/2020.

Gao S, Hou C, Nguyen BH, March 2020, Forecasting natural gas prices using highly flexible time-varying parameter models paper no. 30/2020.

Cheong J, Kwak DW, Tang KK, March 2020, Trade elasticity: Estimates from product-level data paper no. 29/2020.

Pagan A, Robinson T, March 2020, Too many shocks spoil the interpretation paper no. 28/2020.

Tchatoka FD, Haque Q, March 2020, On bootstrapping tests of equal forecast accuracy for nested models paper no. 27/2020.

Liu W, March 2020, Demographic change, carbon convergence and climate policy paper no. 26/2020.

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