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Crawford School of Public Policy Australian National University Research Paper Series

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Viewing: 1 - 50 of 993 papers

1.

Financial uncertainty and real activity: The good, the bad, and the ugly

CAMA Working Paper No. 67/2020
Posted: 10 Jul 2020
Working Paper Series
Department of Economics, Monash University, University of Melbourne - Department of Economics, Monash University - Department of Economics and Bank of Italy
2.

Nowcasting unemployment insurance claims in the time of COVID-19

CAMA Working Paper No. 63/2020
Number of pages: 32 Posted: 07 Jul 2020
Working Paper Series
Federal Housing Finance Agency and George Washington University - Department of Economics
3.

Global Macroeconomic Scenarios of the COVID-19 Pandemic

CAMA Working Paper No. 62/2020
Number of pages: 60 Posted: 30 Jun 2020 Last Revised: 01 Jul 2020
Working Paper Series
Australian National University and The Australian National University; Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 9
4.

Why Are Aid Projects Less Effective in the Pacific?

Development Policy Centre Discussion Paper No. 87, 2020
Number of pages: 29 Posted: 22 Jun 2020
Working Paper Series
Australian National University (ANU) - Crawford School of Public Policy, affiliation not provided to SSRN and Australian National University (ANU) - Crawford School of Public Policy
Downloads 80
5.

Measuring Exchange Rate Risks During Periods of Uncertainty

CAMA Working Paper No. 60/2020
Number of pages: 25 Posted: 17 Jun 2020
Working Paper Series
Banque de France and EconomiX - University Paris Nanterre
Downloads 13
6.

Optimal Intergenerational Transfers: Public Education and Pensions

CAMA Working Paper No. 58/2020
Number of pages: 42 Posted: 16 Jun 2020 Last Revised: 17 Jun 2020
Working Paper Series
Indian Statistical Institute, Delhi, Harvard University, Department of Economics, Department of Economics, MIT and Economics and Planning Unit, Indian Statistical Institute, Delhi
Downloads 5
7.

Reallocation Effects of Monetary Policy

CAMA Working Paper No. 59/2020
Number of pages: 90 Posted: 15 Jun 2020
Working Paper Series
Hitotsubashi University, Waseda University and Waseda University
Downloads 2
8.

Time Inconsistency and Endogenous Borrowing Constraints

CAMA Working Paper No. 57/2020
Number of pages: 35 Posted: 15 Jun 2020
Working Paper Series
Iowa State University - Department of Economics, Indian Statistical Institute, Delhi and National School of Development, Peking University
Downloads 2
9.

Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia

CAMA Working Paper No. 56/2020
Number of pages: 28 Posted: 15 Jun 2020
Working Paper Series
The Australian National University and University of Tasmania - School of Economics and Finance
Downloads 16
10.

Understanding the Rising Trend in Female Labour Force Participation

Tax and Transfer Policy Institute working paper 5/2020
Number of pages: 49 Posted: 15 Jun 2020
Working Paper Series
University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Multiple version iconThere are 4 versions of this paper

Downloads 4
11.

The Global Effects of COVID-19-Induced Uncertainty

CAMA Working Paper No. 50/2020
Number of pages: 13 Posted: 05 Jun 2020
Working Paper Series
Department of Economics, Monash University, University of Melbourne - Department of Economics and Monash University

Multiple version iconThere are 3 versions of this paper

Downloads 36
12.

Capital Market Liberalization and Equity Market Interdependence

CAMA Working Paper No. 55/2020
Number of pages: 17 Posted: 01 Jun 2020
Working Paper Series
Australian National University (ANU) - Crawford School of Public Policy and Crawford School of Public Policy, ANU
Downloads 8
13.

International Effects of Euro Area Forward Guidance

CAMA Working Paper No. 54/2020
Number of pages: 41 Posted: 22 May 2020
Working Paper Series
Vienna University of Economics and Business, affiliation not provided to SSRN and Wilfrid Laurier University - School of Business & Economics
Downloads 8
14.

Inflation Dynamics: Expectations, Structural Breaks and Global Factors

CAMA Working Paper No. 53/2020
Number of pages: 35 Posted: 22 May 2020
Working Paper Series
Wilfrid Laurier University - School of Business & Economics
Downloads 6
15.

Non-Gravity Trade

CAMA Working Paper No. 52/2020
Number of pages: 78 Posted: 20 May 2020
Working Paper Series
The Australian National University, McGill University - Department of Economics and University of Tasmania - School of Economics and Finance

Multiple version iconThere are 2 versions of this paper

Downloads 5
16.

Inflation Variability Across Australian Households: Implications for Inequality and Indexation Policy

Tax and Transfer Policy Institute, Working paper 3/2020
Number of pages: 30 Posted: 19 May 2020
Working Paper Series
Australian Bureau of Statistics and Australian National University (ANU) - Crawford School of Public Policy
Downloads 5
17.

Sectoral Employment Dynamics in Australia

CAMA Working Paper No. 51/2020
Number of pages: 20 Posted: 15 May 2020
Working Paper Series
Monash University - Department of Economics, Department of Economics, Monash University, Monash University - Department of Econometrics and Business Statistics and Monash University - Department of Econometrics & Business Statistics
Downloads 22
18.

Forecasting Natural Gas Prices Using Highly Flexible Time-Varying Parameter Models

CAMA Working Paper No. 30/2020
Number of pages: 24 Posted: 14 May 2020
Working Paper Series
Center for Economics, Finance and Management Studies, Hunan University, China, Hunan University - Center for Economics, Finance and Management Studies and Tasmanian School of Business and Economics, University of Tasmania
Downloads 6
19.

The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil

CAMA Working Paper No. 34/2020
Number of pages: 30 Posted: 14 May 2020
Working Paper Series
Center of Applied Macroeconomics and Commodity Prices (CAMP), BI Norwegian Business School, Tasmanian School of Business and Economics, University of Tasmania and The University of Sydney
Downloads 10
20.

Interconnectedness in the Australian National Electricity Market: A Higher Moment Analysis

CAMA Working Paper No. 49/2020
Number of pages: 39 Posted: 08 May 2020
Working Paper Series
Massey University, Albany campus, School of Accounting, Economics, and Finance, University of Wollongong and Monash University - Department of Economics
Downloads 7
21.

High Order Openness

CAMA Working Paper No. 48/2020
Posted: 07 May 2020 Last Revised: 08 Jul 2020
Working Paper Series
Paris School of Economics (PSE) and The University of Sydney

Multiple version iconThere are 2 versions of this paper

22.

Common Factors and the Dynamics of Cereal Prices. A Forecasting Perspective

CAMA Working Paper No. 47/2020
Number of pages: 21 Posted: 05 May 2020
Working Paper Series
affiliation not provided to SSRN, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Warsaw School of Economics (SGH)
Downloads 47
23.

Information Weighting Under Least Squares Learning

CAMA Working Paper No. 46/2020
Number of pages: 24 Posted: 05 May 2020
Working Paper Series
Auckland University of Technology
Downloads 3
24.

Higher Moment Constraints for Predictive Density Combination

CAMA Working Paper No. 45/2020
Number of pages: 30 Posted: 05 May 2020
Working Paper Series
The University of Sydney, The University of Sydney and University of Sydney
Downloads 3
25.

Financial Factors and the Business Cycle

CAMA Working Paper No. 44/2020
Number of pages: 33 Posted: 05 May 2020
Working Paper Series
University of Goettingen (Gottingen) - Department of Economics, University of Goettingen (Gottingen) and Monash University - Department of Econometrics & Business Statistics
Downloads 17
26.

Diagnosing Housing Fever with an Econometric Thermometer

CAMA Working Paper No. 43/2020
Number of pages: 32 Posted: 05 May 2020
Working Paper Series
Macquarie University and Yale University - Cowles Foundation
Downloads 14
27.

Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets

CAMA Working Paper No. 42/2020
Number of pages: 33 Posted: 24 Apr 2020
Working Paper Series
Massey University, Albany campus, School of Accounting, Economics, and Finance, University of Wollongong and Copenhagen School of Energy Infrastructure Department of Economics, Copenhagen Business School
Downloads 7
28.

Flickering Lifelines: Electrification and Household Welfare in India

CAMA Working Paper No. 41/2020
Number of pages: 36 Posted: 24 Apr 2020
Working Paper Series
Colorado State University, School of Accounting, Economics, and Finance, University of Wollongong and Copenhagen School of Energy Infrastructure Department of Economics, Copenhagen Business School
Downloads 7
29.

Secular Stagnation and Low Interest Rates Under the Fear of a Government Debt Crisis

CAMA Working Paper No. 40/2020
Number of pages: 40 Posted: 23 Apr 2020
Working Paper Series
Keio University and Waseda University
Downloads 10
30.

The Moderating Role of Green Energy and Energy-Innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis

CAMA Working Paper No. 39/2020
Number of pages: 19 Posted: 23 Apr 2020
Working Paper Series
Tasmanian School of Business and Economics, University of Tasmania, Australia, University of Tasmania, University of Tasmania - School of Economics and Finance and School of Accounting, Economics, and Finance, University of Wollongong

Multiple version iconThere are 2 versions of this paper

Downloads 8
31.

A Note on the Impact of the Inclusion of an Anchor Number in the Inflation Expectations Survey Question

CAMA Working Paper No. 38/2020
Number of pages: 10 Posted: 23 Apr 2020
Working Paper Series
Department of Economics, University of Stellenbosch, Department of Economics, University of Stellenbosch, University of Stellenbosch and Wilfrid Laurier University - School of Business & Economics
Downloads 5
32.

The Role of Financial Journalists in the Expectations Channel of the Monetary Transmission Mechanism

CAMA Working Paper No. 37/2020
Number of pages: 25 Posted: 23 Apr 2020
Working Paper Series
Department of Economics, University of Stellenbosch, Wilfrid Laurier University - School of Business & Economics, Graduate School of Health, Creighton University and University of Stellenbosch
Downloads 6
33.

Financial Conditions and the Risks to Economic Growth in the United States Since 1875

CAMA Working Paper No. 36/2020
Number of pages: 86 Posted: 23 Apr 2020
Working Paper Series
Carleton University and University of Warwick - Warwick Business School
Downloads 9
34.

Social Distancing and Contagion in a Discrete Choice Model of COVID-19

CAMA Working Paper No. 35/2020
Number of pages: 13 Posted: 22 Apr 2020
Working Paper Series
University of Oxford, UK, Independent and University of Technology Sydney (UTS) - UTS Business School
Downloads 35
35.

Clean Energy and Household Remittances in Bangladesh: Evidence from a Natural Experiment

CAMA Working Paper No. 33/2020
Number of pages: 37 Posted: 16 Apr 2020
Working Paper Series
University of Waikato
Downloads 4
36.

Shock Dependence of Exchange Rate Pass-through: A Comparative Analysis of BVARs and DSGEs

CAMA Working Paper No. 32/2020
Number of pages: 53 Posted: 16 Apr 2020 Last Revised: 17 Apr 2020
Working Paper Series
Bank of Lithuania - Economics Department
Downloads 5
37.

Trade Elasticity: Estimates from Product-Level Data

CAMA Working Paper No. 29/2020
Number of pages: 40 Posted: 16 Apr 2020
Working Paper Series
Department of Economics, Kyung Hee University, Korea University and University of Queensland - School of Economics
Downloads 6
38.

Demographic Change, Carbon Convergence and Climate Policy

CAMA Working Paper No. 26/2020
Number of pages: 24 Posted: 15 Apr 2020
Working Paper Series
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 4
39.

The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia

CAMA Working Paper No. 31/2020
Number of pages: 50 Posted: 09 Apr 2020 Last Revised: 16 Apr 2020
Working Paper Series
South East Asian Central Banks (SEACEN) Research and Training Centre, Research and Statistics Department, Bank of Mongolia, Reserve Management and Financial Markets Department, Bank of Mongolia and Economic Research and Training Institute, Bank of Mongolia
Downloads 7
40.

The Australian Tax Planning Playbook: Volume 1

Tax and Transfer Policy Institute - Working paper 1/2020
Number of pages: 31 Posted: 06 Apr 2020
Working Paper Series
Australian National University (ANU) - Crawford School of Public Policy and affiliation not provided to SSRN
Downloads 16
41.

Macroeconomic Impacts of Global Demographic Change on Australia

CAMA Working Paper No. 22/2020
Number of pages: 50 Posted: 02 Apr 2020
Working Paper Series
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and Australian National University
Downloads 19
42.

Global Macroeconomic Impacts of Demographic Change

CAMA Working Paper No. 21/2020
Number of pages: 41 Posted: 31 Mar 2020
Working Paper Series
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and Australian National University
Downloads 19
43.

Demographic Impacts on Life Cycle Portfolios and Financial Market Structures

CAMA Working Paper No. 20/2020
Number of pages: 31 Posted: 19 Mar 2020 Last Revised: 31 Mar 2020
Working Paper Series
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and Centre for Applied Macroeconomic Analysis, ANU
Downloads 8
44.

Too Many Shocks Spoil the Interpretation

CAMA Working Paper No. 28/2020
Number of pages: 41 Posted: 19 Mar 2020 Last Revised: 23 Mar 2020
Working Paper Series
University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research

Multiple version iconThere are 2 versions of this paper

Downloads 7
45.

On Bootstrapping Tests of Equal Forecast Accuracy for Nested Models

CAMA Working Paper No. 27/2020
Number of pages: 43 Posted: 19 Mar 2020
Working Paper Series
University of Adelaide and The University of Western Australia
Downloads 6
46.

Anchored Inflation Expectations

CAMA Working Paper No. 25/2020
Number of pages: 69 Posted: 17 Mar 2020
Working Paper Series
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics, University of Texas at Austin, Deutsche Bundesbank and University of Melbourne - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 7
47.

Subdued Potential Growth: Sources and Remedies

CAMA Working Paper No. 24/2020
Number of pages: 36 Posted: 17 Mar 2020
Working Paper Series
World Bank, World Bank and World Bank

Multiple version iconThere are 3 versions of this paper

Downloads 4
48.

Can this Time be Different? Policy Options in Times of Rising Debt

CAMA Working Paper No. 23/2020
Number of pages: 42 Posted: 17 Mar 2020
Working Paper Series
World Bank, World Bank, World Bank and World Bank
Downloads 11
49.

The Global Macroeconomic Impacts of COVID-19: Seven Scenarios

CAMA Working Paper No. 19/2020
Number of pages: 45 Posted: 04 Mar 2020
Working Paper Series
Australian National University and The Australian National University; Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 25,702
50.

Disentangling Commodity Demand, Commodity Supply, and International Liquidity Shocks on An Emerging Market

CAMA Working Paper No. 18/2020
Number of pages: 25 Posted: 02 Mar 2020
Working Paper Series
Australian National University (ANU) - Crawford School of Public Policy and Federal University of Viçosa
Downloads 22