CAMA working paper series
Chan JCC, Strachan R, March 2012, Estimation in non-linear non-Gaussian state space models with precision-based methods paper no. 13/2012.
McKibbin WJ, Stoeckel AB, Lu YY, March 2012, Global fiscal adjustment and trade rebalancing paper no. 12/2012.
Krippner L, March 2012, A theoretical foundation for the Nelson and Siegel class of yield curve models paper no. 11/2012.
Guerron-Quintana PA, Nason JM, February 2012, Bayesian estimation of DSGE models paper no. 10/2012.
Lubik TA, Teo WL, February 2012, Deep habits in the New Keynesian Phillips curve paper no. 09/2012.
Chan JCC, Koop G, Potter SM, February 2012, A new model of trend inflation paper no. 08/2012.
Chan JCC, Koop G, February 2012, Modelling breaks and clusters in the steady states of macroeconomic variables paper no. 07/2012.
Tyers R, Golley J, February 2012, Demographic dividends, dependencies and economic growth in China and India paper no. 06/2012.
Krippner L, February 2012, Modifying Gaussian term structure models when interest rates are near the zero lower bound paper no. 05/2012.
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.
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