CAMA working paper series

Zhu B, November 2017, Forecasting the real price of oil under alternative specifications of constant and time-varying volatility paper no. 71/2017.

Tyers R, Zhou Y, November 2017, Automation and inequality with taxes and transfers paper no. 70/2017.

Dungey M, Fry-McKibbin R, Todoroski V, Volkov V, November 2017, Recovery from Dutch Disease paper no. 69/2017.

Arin KP, Braunfels E, Doppelhofer G, November 2017, Revisiting the growth effects of fiscal policy: A Bayesian model averaging approach paper no. 68/2017.

Goodwin T, Tian J, November 2017, A state space approach to evaluate multi-horizon forecasts paper no. 67/2017.

Kim S, Lee JW, McKibbin WJ, November 2017, Asia’s rebalancing and growth paper no. 66/2017.

Fry-McKibbin R, Hsiao CYL, Martin VL, October 2017, Joint tests of contagion with applications to financial crises paper no. 65/2017.

Aziz N, Cooray A, Teo WL, October 2017, Do immigrants’ funds affect the exchange rate? paper no. 64/2017.

Madsen JB, October 2017, Is inequality increasing in r - g? Piketty’s principle of capitalist economics and the dynamics of inequality in Britain, 1210-2013 paper no. 63/2017.

Wong B, October 2017, Historical decompositions for nonlinear vector autoregression models paper no. 62/2017.

Chan JCC, Song Y, October 2017, Measuring inflation expectations uncertainty using high-frequency data paper no. 61/2017.

Mertens E, Nason JM, September 2017, Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility paper no. 60/2017.

Zhou Y, Tyers R, September 2017, Automation and inequality in China paper no. 59/2017.

Kapetanios G, Price S, Young G, September 2017, A UK financial conditions index using targeted data reduction: forecasting and structural identification paper no. 58/2017.

Hindrayanto I, Jacobs JPAM, Osborn DR, Tian J, September 2017, Trend-cycle-seasonal interactions: identification and estimation paper no. 57/2017.

McKibbin WJ, Stoeckel A, September 2017, Modelling a complex world: Improving macro-models paper no. 56/2017.

Kollmann R , September 2017, Tractable likelihood-based estimation of non- linear DSGE models paper no. 55/2017.

Davis JS, Fujiwara I, Wang J, August 2017, Dealing with time-inconsistency: Inflation targeting vs. exchange rate targeting paper no. 54/2017.

McKibbin WJ, Stoeckel A, August 2017, Some global effects of President Trump’s economic program paper no. 53/2017.

Dungey M, Harvey J, Siklos P, Volkov V, August 2017, Signed spillover effects building on historical decompositions paper no. 52/2017.

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