CAMA working paper series

Hirose Y, Sunakawa T, November 2015, Parameter bias in an estimated DSGE model: does nonlinearity matter? paper no. 46/2015.

Oikawa K, Ueda K, November 2015, Short- and long-run tradeoff monetary easing paper no. 45/2015.

Kollmann R, November 2015, Risk sharing in a world economy with uncertainty shocks paper no. 44/2015.

Fantini G, Oldani C, November 2015, Italian ordinary statute regions and derivatives paper no. 43/2015.

Chan JCC, November 2015, Specification tests for time-varying parameter models with stochastic volatility paper no. 42/2015.

Chan JCC, November 2015, Large Bayesian VARs: A flexible Kronecker error covariance structure paper no. 41/2015.

Fry-McKibbin R, Hsiao CYL, November 2015, Extremal dependence tests for contagion paper no. 40/2015.

Spicer A, Stavrunova O, Thorp S, November 2015, How portfolios evolve after retirement: evidence from Australia paper no. 39/2015.

Butt N, Churm R, McMahon M, Morotz A, Schanz J, October 2015, QE and the bank lending channel in the United Kingdom paper no. 38/2015.

Arteta C, Kose MA, Ohnsorge F, Stocker M, October 2015, The coming US interest rate tightening cycle: smooth sailing or stormy waters? paper no. 37/2015.

Gibbs CG, Kulish M, September 2015, Disinflations in a model of imperfectly anchored expectations paper no. 36/2015.

Kang W, Ratti RA, Yoon KH, August 2015, Time-varying effect of oil market shocks on the stock market paper no. 35/2015.

Day C, August 2015, Fertility and housing paper no. 34/2015.

Dozsa M, Janda K, August 2015, Corporate asset pricing models and debt contracts paper no. 33/2015.

Chan JCC, Eisenstat E, August 2015, Bayesian model comparison for time-varying parameter VARs with stochastic volatility paper no. 32/2015.

Chan JCC, Grant AL, August 2015, A Bayesian model comparison for trend-cycle decompositions of output paper no. 31/2015.

McKibbin WJ, Morris A, Wilcoxen PJ, August 2015, Controlling carbon emissions from U.S. power plants: how a tradable performance standard compares to a carbon tax paper no. 30/2015.

Tyers R, August 2015, Slower growth and vulnerability to recession: updating China’s global impact paper no. 29/2015.

Havranek T, Irsova Z, Janda K, Zilberman D, August 2015, Selective reporting and the social cost of carbon paper no. 28/2015.

Ratti RA, Vespignani JL, July 2015, What drives the global official/policy interest rate? paper no. 27/2015.

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