CAMA working paper series

Bruns SB, Stern DI, June 2015, Meta-Granger causality testing paper no. 22/2015.

Kitney P, June 2015, Does the central bank respond to credit market factors? A Bayesian DSGE approach paper no. 21/2015.

Chan JCC, Grant AL, June 2015, Modeling energy price dynamics: GARCH versus stochastic volatility paper no. 20/2015.

Chan JCC, Eisenstat E, June 2015, Efficient estimation of Bayesian VARMAs with time-varying coefficients paper no. 19/2015.

Furlanetto F, Groshenny N, June 2015, Mismatch shocks and unemployment during the Great Recession paper no. 17/2015.

Oikawa K, Ueda K, May 2015, The Optimal Inflation Rate under Schumpeterian Growth paper no. 14/2015.

Borstel Jv, Eickmeier S, Krippner L, May 2015, The interest rate pass-through in the euro area during the sovereign debt crisis paper no. 15/2015.

Azwar P, Tyers R, May 2015, Indonesian macro policy through two crises paper no. 16/2015.

Kristoufek L, Janda K, Zilberman D, April 2015, Co-movements of ethanol related prices: Evidence from Brazil and the USA paper no. 11/2015.

Ravazzolo F, Vespignani JL, April 2015, A New Monthly Indicator of Global Real Economic Activity paper no. 13/2015.

Burke PJ, Shahiduzzaman M, Stern DI, April 2015, Carbon dioxide emissions in the short run: The rate and sources of economic growth matter paper no. 12/2015.

Li R, Wang J, April 2015, A structural investigation of the Chinese economy with a hybrid monetary policy rule paper no. 10/2015.

Tyers R, April 2015, China and global macroeconomic interdependence paper no. 09/2015.

Chan JCC, Grant AL, March 2015, Pitfalls of estimating the marginal likelihood using the modified harmonic mean paper no. 08/2015.

Chan JCC, March 2015, The stochastic volatility in mean model with time-varying parameters: An application to inflation modeling paper no. 07/2015.

Mertens E, Nason JM, March 2015, Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility paper no. 06/2015.

Claus E, Dungey M, February 2015, Can monetary policy surprise the market? paper no. 05/2015.

Balli F, Pericoli FM, Pierucci E, January 2015, Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity paper no. 01/2015.

Balli F, Pierucci E, January 2015, Globalization and international risk-sharing: do political and social factors matter more than economic integration? paper no. 04/2015.

Oikawa K, Ueda K, January 2015, State-dependent pricing, firm entry and exit, and non-neutrality of money paper no. 03/2015.


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