Schools and Centres Pages

2025

Behavioural Macroeconomics and Complexity program

• Marenčák M and Nghiem G (2025) ‘Elasticity of Intertemporal Substitution in the Euro Area’, Journal of Economic Behavior and Organization, Volume 229, January 2025, 106847 (CAMA WP 56/2024).

Röhrer F, Mateane L and Proaño CR (2025) 'The Perverse Valuation Effect on Mergers and Acquisitions in Europe', Economic Modelling, 142, 106928.

COVID-19 and the Macroeconomy program

•    Hohberger (2025) 'Germany’s macroeconomic drivers during the pandemic and inflation surge', International Economics and Economic Policy, Volume 22, Article No 25 (CAMA WP 48/2024).

Finance and the Macroeconomy program

•    Arin KP, Kaplan S, Polyzos S and Spagnolo N (2025) 'Stock Market Responses to Monetary Policy Shocks: Firm-Level Evidence', Journal of Macroeconomics, Volume 83, March 2025, 103646.

•    Albanese M, Caporale GM, Colella I and Spagnolo N (2025) 'The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence',  International Economics, Volume 181, March 2025, 100571.

•    Chen Y, Mamon R, Spagnolo F and Spagnolo N (2025)  'Stock market returns and climate risk in the US', Journal of Multinational Financial Management, Volume 77, March 2025, 100887.

•    Fry-Mckibbin R, Greenwood-Nimmo M, Kima R and Volkov (2025) 'A three-sector structural VAR model for Australia', Journal of Economic Dynamics and Control, Volume 170, January 2025, 105029.

2024

Behavioural Macroeconomics and Complexity program

• Botta A, Caverzasi E, Russo A (2024) ‘Same old song: On the macroeconomic and distributional effects of leaving a Low Interest Rate Environment’, Structural Change and Economic Dynamics, Volume 69, June 2024, Pages 552-570.

• Proaño CR, Galanis G and Peña JC (2024) ‘On the Macro-Political Dynamics of Conflict Inflation’, Journal of Economic Interaction and Coordination.

• Kotb N, Brenneisen J, Lengnick M, Proaño CR and Wohltmann HW (2024) ‘Spillover Effects between the Stock Market and the Real Economy in a Mixed-Frequency Agent-Based Macrofinancial Model’, Jahrbücher für Nationalökonomie und Statistik, 244(4), 331-350.

• Mateane L, Proaño CR and Röhrer F (2024) ‘The Impact of Aggregate Demand Shocks on Germany’s Trade Balance and Industry’, Applied Economics Letters, 1–7.

• Proaño CR, Peña JC and Saalfeld T (2024) ‘Inequality, Macroeconomic Performance and Political Polarization: A Panel Analysis of 20 Advanced Democracies’, Review of Social Economy, 82(3), 396-429.

• Proaño CR, Kukacka J and Makarewicz T (2024) ‘Belief-Driven Dynamics in a Behavioral SEIRD Macroeconomic Model with Sceptics’, Journal of Economic Behavior & Organization, 217, 312-333.

Climate Change and Energy program

• Wiskich A (2024) ‘A carbon tax versus clean subsidies: Optimal and suboptimal policies for the clean transition’, Energy Economics, V132, April 2024, 107410.

• Wiskich A (2024) ‘Social Costs of Methane and Carbon Dioxide in a Tipping Climate’, Environmental and Resource Economics, 6 April 2024.

• Wiskich A (2024) ‘Clean innovation, heterogeneous financing costs, and the optimal climate policy mix’, Environmental Economics and Management, Volume 128, November 2024, 103071 (CAMA WP 25/2023).

• Pezzey, J CV (2024), ‘Adjusted Net Savings needs further adjusting: reassessing human and resource factors in sustainability measurement’, Journal of Environmental Economics and Management, Volume 127, September 2024, 102984 (CAMA WP 63/2022).

• Ahsanuzzaman, Eskander S, Islam A and Wang LC (2024) ‘Non-price Energy Conservation Information and Household Energy Consumption in a Developing Country: Evidence from an RCT’, Journal of Environmental Economics and Management, Volume 127, September 2024, 103022.

• Eskander S and Barbier E (2024) ‘Famine at birth: long-term health effects of the 1974-75 Bangladesh famine’, Accepted by Environment and Development Economics, forthcoming.

• Li S, Meng J, Hubacek K, Eskander S, Li Y, Chen P and Guan D (2024), ‘Revisiting Copenhagen climate mitigation targets’, Nature Climate Change, 14: 468-475.

• Eskander S, Higham C, Hamley M, Setzer J and Fankhauser S (2024) ‘Testing the ambition loop: Do country- and company-level net-zero targets reinforce each other? A global comparison’, Journal of Comparative Policy Analysis, Research and Practice Special issue on “Climate Action through Policy Expansion and/or Dismantling: Country-Comparative Insights”, Vol 26, Issue 3-4: Pages 266-282.

• Alekseev O, Janda K, Petit M and Zilberman D (2024), ‘Return and Volatility Spillovers between the Raw Material and Electric Vehicles Markets’, Energy Economics, Volume 137 , September 2024, 107808.

• Turdaliev S and Janda K (2024), ‘Increasing Block Tariff Electricity Pricing and Propensity to Purchase Dirty Fuels: Empirical Evidence from a Natural Experiment’, Eastern European Economics, 62(4), pp. 429-449.

• Oliveira D, Gomes GC, Rocha LC, Rotella JP, Aquila G, Bernardes, PA and Janda K (2024), ‘Energy and Stochastic Economic Assessment for Distributed Power Generation from Manipueira Biogas’, Environmental Technology, 45(8), pp. 1608-1621.

• Heidary H and Janda K (2024), ‘The Life Cycle Assessment and Merit Order Effect of Green Hydrogen Fueled Gas Turbine Power Plant’, Arabian Journal for Science and Engineering, Volume 49, pages 1855–1868.

Commodities and Macroeconomy program

• Bjørnland HC and Skretting J (2024) ‘The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects’, Journal of Applied Econometrics, 24 May 2024 (CAMA WP 59/2019).

• Brueckner M, Dahal S and Lin H (2024) ‘Natural Disasters and Human Development in Asia–Pacific: The Role of External Debt’, Journal of Risk and Financial Management, 17 (6), 246, 12 June 2024 (CAMA WP 32/2024).

COVID-19 and the Macroeconomy program

• Tomoo I and Okimoto T (2024) ‘Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines’, Applied Economics. Forthcoming.

Finance and the Macroeconomy program

• Okimoto T and Takaoka S (2024) ‘Sustainability and credit spreads in Japan’, International Review of Financial Analysis, V91, January 2024, 103052 (CAMA WP 44/2023).

• Oldani C, Bruno GF and Signorelli M (2024) ‘Economic policy uncertainty and cryptocurrencies’, Eurasian Economic Review, 2 May 2024.

• Novara C, Ferrari L, Barone L, Dragone D, Oldani C and Rosnati R (2024) ‘Community Attitudes Toward Adoption in Italy: The Role of Stereotypes and Emotional Reactions’, The Family Journal, 6 May 2024.

• Carvalho D, Lepers E and Mercado Jr R (2024) ‘Taming the “Capital Flows-Credit Nexus”: A Sectoral Approach’, Open Economies Review. 15 May 2024.

• Clare A, Seaton J, Smith PN and Thomas S (2024) ‘The Science of Flexible Retirement Choices: Switching Retirement Savings into an Annuity’, Journal of Retirement, Volume 11, Issue 4, 31 May 2024.

• Levine P and Pontines V (2024) ‘Climate risk and the natural interest rate: An E-DSGE perspective’, Economics Letters, Volume 238, May 2024, 111719.

• Valadkhani A and O’Mahony B (2024) ‘Sustainable investing in extreme market conditions: Doing well while doing good’, Journal of Economic Studies, 17 May 2024.

• Valadkhani A (2024) ‘Investment sensitivity to market uncertainty in the travel and tourism sector’, Tourism Economics, 24, 30(1), 236-245.

• Valadkhani A and O’Mahony B (2024) ‘Sector-specific calendar anomalies in the US equity market’, International Review of Financial Analysis, 95, 103347.

• Valadkhani A, O’Mahony B and Marashdeh H (2024) ‘An Analysis of Inflation Threshold Effects on Sectoral Equity Returns: Insights for Investment Strategists’, Journal of Alternative Investments, forthcoming.

• Valadkhani A and O'Mahony B (2024) 'The pass-through effect of the Reserve Bank of Australia’s cash rate on deposit and lending rates', Finance Research Letters, Volume 70, December 2024, 106329.

• Valadkhani A and O'Mahony B (2024), Market fear and emerging market returns: analyzing the impacts of VIX and dollar index, Annals of Financial Economics, accepted 1 November 2024, SJR=Q2.

• Valadkhani A and O'Mahony B.(2024), 'Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysis', International Review of Economics and Finance, Volume 96, Part C, November 2024, 103741.

• Hartwell C and Siklos P (2024) ‘Central Bank Credibility and Institutional Resilience’, International Journal of Central Banking, forthcoming.

• Feldkircher M and Hofmarcher P and Siklos P (2024) ‘One Money, One Voice? Evaluating Ideological Positions of Euro Area Central Banks’, European Journal of Political Economy, Volume 85, December 2024, 102582.

• Treepongkaruna S, Jiraporn P, and Kyaw K (2024) ‘ESG controversies and corporate governance: Evidence from board size’, Business Strategy and the Environment, Volume 33, Issue 5, July 2024, Pages 4218-4232.

• Xia H, Ling S, Liu Z and Treepongkaruna S (2024) ‘Corporate Governance and Corporate Social Responsibility: Evidence from Directors’ and Officers’ Liability Insurance’, Corporate Social Responsibility and Environmental Management, Volume 31, Issue 4, July 2024, Pages 3006-3030.

• Treepongkaruna S and Padungsaksawasdi C (2024) ‘Green innovation and shareholder litigation rights’, Finance Research Letters, Volume 62, Part A, April 2024, 105130.

• Suttipun M and Treepongkaruna S (2024) ‘The impact of environmental, social and governance (ESG) Reporting on corporate profitability: evidence from Thailand’, Journal of Financial Reporting and Accounting, 3 March 2024.

• Hossain MZ, Pham MD, Treepongkaruna S and Yu J (2024) ‘Government Ownership and the “Public” Information Content of Insider Trading: International Evidence’, European Accounting Review, 21 March 2024.

• Nundhapana N, Chiyachantana C, Ding D and Treepongkaruna S (2024) ‘Social Network Centrality and the Corporate Environment: The Case of Sexual Diversity Policies’, Corporate Social Responsibility and Environmental Management, Accepted on 15 March 2024, forthcoming.

• Treepongkaruna S, Kyaw K and Jiraporn P (2024) ‘ESG controversies, corporate governance, and the market for corporate control’, Journal of Sustainable Finance and Investment, 1 April 2024.

• Lhaopadchan S, Gerrans P and Treepongkaruna S (2024) ‘Retirement savings behaviours and COVID-19: Evidence from Thailand’, Pacific-Basin Finance Journal, Volume 85, June 2024, 102349.

• Ngamvilaikorn K, Lhaopadchan S and Treepongkaruna S (2024) ‘Corporate Governance, Social Responsibility and Sustainability Commitments by Banks: Impacts on Credit Risk and Performance’, Corporate Social Responsibility and Environmental Management, accepted on 8 May 2024.

• Treepongkaruna S, Sarajoti P and Padungsaksawasdi C (2024) ‘Strategic Responses to Hostile Takeover Threats: Empirical Evidence on Enhancing Corporate Social Engagement’, Corporate Social Responsibility and Environmental Management, 23 May 2024.

• Treepongkaruna S (2024) ‘Corporate sustainability and biodiversity reporting: A proactive business strategy to mitigate litigation and reputational risks’, Business Strategy and the Environment, 7 June 2024.

• Kyaw K, Khatri I and Treepongkaruna S (2024) ‘When R&D investment improves firm value: the role of board gender diversity’, Corporate Governance, 6 August 2024.

• Cheng Z, Gao H, Liu Z and Treepongkaruna S (2024) ‘Strategic Choices in Going Public: ESG Performance Implications in China’, Business Strategy and the Environment, 6 August 2024.

• Treepongkaruna S, Auyong HH, Thomsen S and Kyaw K (2024) ‘Greenwashing, Carbon Emission, and ESG’, Business Strategy and the Environment, 20 August 2024.

• Treepongkaruna S, Jiraporn P, Kyaw K and Padungsaksawasdi C (2024) ‘Climate change exposure and corporate culture: A text-based approach’, International Review of Economics and Finance, Volume 95, September 2024, 103497.

•    Kang W, Perez de Gracia F and Ratti RA (2024) ‘Stock market volatility and commodity prices’, Macroeconomic Dynamics, Published online by Cambridge University Press: 17 October 2024, pp. 1-17.

• Cooray A and Özmen I (2024) ‘Institutions, and Carbon Emissions: An Investigation Employing STIRPAT and Machine Learning Methods’, Empirical Economics, 67(3), 1015 - 1044.

• Caporin M, Cooray A, Kuziboev B and Liu J (2024) ‘Chinese FDI outflows and host country environment’, Journal of Environmental Management, 366, 121675.

• Cooray A, Jha CK and Sarangi S (2024) ‘Good Governance in Troubled Times: What We Know and What Experts Say’, Economic Modelling Special Issue, 136, 106761.

• Cooray A and Özmen I (2024) ‘The Role of Institutions on Public Debt: A Quantile Regression Approach’, International Review of Economics and Finance, 93, 912-928.

• Caporin M, Cooray A, Kuziboev B and Yusubov I (2024) ‘New Insights on the Environmental Kuznets curve (EKC) for Central Asia’, Empirical Economics, 66, 2335–2354.

• Pazzona M and Spagnolo N (2024) ‘DO NOT Shut up and DO Dribble: Social Media and TV Consumption’ , Journal of Population Economics, 37, 2, 1-25.

• Alfano MR, Capasso S, Ciucci S and Spagnolo N (2024), ‘The non-linear Effect of Income on the Shadow Economy’, Socio-Economic Planning Sciences, 95, 102041.

• Arin KP, De Iudicibus A, Sayour N and Spagnolo N (2024) ‘Environmental Awareness and Firms Creation’, Journal of Economic Studies, 51, 9, 137-147.

• Hassan GM and Mahmud S (2024) ‘Do Remittances Finance Clean Energy in Bangladesh? Evidence from a Natural Experiment’, The Energy Journal, Volume 45, Issue 6.

Growth, Demographics and Productivity program

• Lee H and Lee JW (2024) ‘Educational Quality and Disparities in Income and Growth across Countries’, Journal of Economic Growth, 25 January 2024.

• Day C (2024) ‘A New Era in the Not So New Economics of Fertility and Women’s Time: An Introduction’, The Australian Economic Review, Volume 57, Issue 1, March 2024, pp 114-124.

• Leigh A (2024) ‘Using Numerical Anomalies to Test for Fraud in Colonial New South Wales Elections’, Australian Journal of Politics & History, 5 May 2024.

• Leigh A (2024) ‘Using artificial intelligence for economic research: An agricultural odyssey’, Australian Journal of Agricultural and Resource Economics, 10 May 2024.

• Leigh A (2024) ‘Ten Lessons for Economic Policymakers’, Economic Papers, 23 March 2024.

• Yakita A (2024) ‘Old-age support policy and fertility with strategic bequest motives’, Journal of Population Economics, Volume 37, Article 46, 20 April 2024.

• Lee H and Lee JW (2024) ‘Educational quality and disparities in income and growth across countries’, Journal of Economic Growth, Volume 29, pages 361–389, January 2024.

• Han JS, Lee JW and Song E (2024) ‘Skill substitutability, trade with China and college wage premium in Korea’, The World Economy, 47 (2), 415-439, February 2024.

• Lee JW (2024) ‘Comment on “ASEAN Economic Integration: Addressing Challenges and Embracing Opportunities”’, Asian Economic Policy Review, Volume 19, Issue 2, Pages 194-195, July 2024.

• Kwak DW and Lee JW (2024) ‘Impact of Retirement and Re-employment on the Life Satisfaction of the Older Individuals in Korea’, Japanese Economic Review, 29 October 2024 (CAMA WP 14/2024).

• Liu W and Sandler T (2024) ‘Public goods, group size, and provision aggregation’, Journal of Economic Behavior Organization, Volume 223, 146-167, July 2024.

• Fehr H, Hofmann M and Kudrna G (2024) ‘Pensions, income taxes, and homeownership: A cross-country analysis’, International Economic Review, 4 July 2024.

• Wheadon D, Castex G, Kudrna G and Woodland A (2024) ‘Non-linear means-tested pensions: Welfare and distributional analyses’, Economic Modelling, Volume 138, September 2024, 106759.

Macroeconomic Policy Frameworks program

• Ikeda D, Mavroeidis S, Li S and Zanetti F (2024) ‘Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States’, American Economic Journal: Macroeconomics, forthcoming (CAMA WP 68/2022).

• Choi S, Willems T and Yoo SY (2024) ‘Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach’, Journal of Monetary Economics, 3 February 2024, 103556 (CAMA WP 64/2023).

• Guender AV (2024) ‘Monetary Policy Independence in an Era of Financial Globalization: What Theory Suggests and the Data in Oceania Say’, New Zealand Economic Papers, 11 June 2024.

• Hall, VB and Thomson P (2024) ‘Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness’, Journal of Business Cycle Research, 28 March 2024 (CAMA WP 45/2022).

• Fernandez-Villaverde J, Mandelman F, Yu Y and Zanetti F (2024) ‘Search Complementarities, Aggregate Fluctuations and Fiscal Policy’, Review of Economic Studies, 14 May 2024 (CAMA WP 40/2022).

• Fujiwara I and Matsuyama K (2024) ‘A technology-gap model of ‘premature’ deindustrialization’, American Economic Review, Accepted in 2024. Forthcoming.

• Choi S, Furceri D, and Yoo SY (2024) ‘Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment’, Journal of Economic Dynamics and Control, 162 (2024): 104859 (CAMA WP 17/2024).

• Choi S, Jeong J, Park D, and Yoo D (2024) ‘News or animal spirits? Consumer confidence and economic activity: Redux’, Journal of Applied Econometrics, Volume (39), Issue (5), August 2024, Pages 960-966 (CAMA WP 6/2024).

• Guender A (2024) ‘Bond Finance and the Leverage Ratio’, International Journal of the Economics of Business.

Macroeconomic Theory program

• Hambur J and Haque Q (2024), ‘Can we Use High-Frequency Data to Better Understand the Effects of Monetary Policy and Its Communication? Yes and No!’, Economic Record, Volume 100, Issue 328, March 2024, pages 3-43 (CAMA WP 26/2023).

Model Uncertainty and Macro-Econometrics program

• Bhattacharya PS (2024) ‘Pass-through to export prices: Evidence from Australia’, The World Economy, Accepted 23 January 2024. Forthcoming.

• Dinh VH, Nibbering D and Wong B (2024) ‘Random Subspace Local Projections’, Review of Economics and Statistics, forthcoming (CAMA WP 34/2023).

Multi-Country Models and Methods program

• Lee JW (2024) ‘Comment on “ASEAN Economic Integration: Addressing Challenges and Embracing Opportunities”’, Asian Economic Policy Review, 22 February 2024.

• Tyers R and Zhou Y (2024) ‘A bamboo curtain: the grim Australian consequences of China conflict’, the Australian Economic Review, accepted 08 December 2023.

Open Economy Macroeconomics program

• Eguchi M, Niwa H and Tsuruga T (2024) ‘Should the Fiscal Authority Avoid Implementation Lag?’, Oxford Bulletin of Economics and Statistics, 3 March 2024.

• Kano T (2024) ‘Trend inflation and exchange rate dynamics: a new Keynesian approach’, Journal of International Money and Finance, 146C,103128 (CAMA WP 74/2016).

• Botsis A, Görtz C and Sakellaris P (2024) ‘Quantifying qualitative survey data with panel data’, Journal of Economic Dynamics and Control, Volume 167, October 2024, 104929 (CAMA WP 21-2024).

• Hoffmann M and Habibulina L (2024) ‘Softening the Blow: US State-Level Banking Deregulation and Sectoral Reallocation after the China Trade Shock’, Journal of Political Economy Macroeconomics (CAMA WP 25/2021).

Book

• Leigh A (2024) ‘The Shortest History of Economics’, Black Inc., 20 Feburary 2024.

2023

Behavioural Macroeconomics and Complexity program

• Lojak B, Makarewicz T and Proaño CR (2023) ‘Low interest rates, bank’s search-for-yield behavior and financial portfolio management’, North American Journal of Economics and Finance, Jan 2023, Volume 64, 101839.

• Proaño CR, Peña JC and Schnellbacher S (2023) ‘How Does Financial Development Affect the Growth-Inequality Nexus? Evidence from a PCHVAR Analysis’, Industrial and Corporate Change, 32(2), 474-501.

• Fierro LE, Giri F and Russo A (2023) ‘Inequality-constrained monetary policy in a financialized economy’, Journal of Economic Behavior & Organization, Volume 216, December 2023, Pages 366-385.

• Krämer HM, Proaño CR and Setterfield M (2023) ‘Capitalism, Inclusive Growth, and Social Protection - Inherent Contradiction or Achievable Vision?’, Edward Elgar Publishing, ISBN: 978 1 78643 3060.

Climate Change and Energy program

• Pinko N, Tonkonogy B, Widge V and Buchner B (2023) ‘An Innovative IFI Operating Model for the 21st Century’, Climate Policy Initiative.

• Klusak P, Agarwala M, Burke M, Kraemer M and Mohaddes K (2023) ‘Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness’, Management Science, Vol 69, No 12.

COVID-19 and the Macroeconomy program

• Morley J, Palenzuela DR, Sun Y and Wong B (2023) ‘Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic’, European Economic Review, Volume 153, April 2023.

• Abeln B and Jacobs J P.A.M (2023) ‘Seasonal Adjustment without Revisions: A Real-Time Approach’, SpringerBriefs in Economics, Springer Cham.

• de Haan J, Jacobs J P.A.M and Zijm R (2023) ‘Coherence of output gaps in the euro area: The impact of the COVID-19 shock’, European Journal of Political Economy, 102369.

• Murphy C (2023), ‘Fiscal Policy in the COVID-19 Era’, Economic Papers (CAMA WP 27/2022).

• McKibbin WJ and Fernando R (2023), ‘The global economic impacts of the COVID-19 pandemic’, Economic Modelling, Volume 129, December 2023, 106551.

Finance and the Macroeconomy program

• Aono K and Okimoto T (2023) ‘When Does the Japan Empowering Women Index Outperform its Parent and the ESG Select Leaders Indexes?’, International Review of Financial Analysis, January 2023, Vol 85, 102428.

• Hartigan L and Wright M (2023) ‘Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia’, Economic Record, 20 Jan 2023, https://doi.org/10.1111/1475-4932.12706.

• Elgin C, Yalaman A and Yasar S (2023) ‘Economic stimulus measures in the pandemic: the role of fiscal decentralisation’, Cambridge Journal of Regions, Economy and Society, 4 Jan 2023, rsac047.

• Clare A, Seaton J, Smith PN and Thomas S (2023) ‘Using the Minimum Acceptable Annual Withdrawal with the Perfect Withdrawal Rate rule’, Journal of Retirement, Volume 10, Issue 3.

• Hasan I, Marra M, Wu E and Zhang G (2023) ‘Creditor-Control Rights and the Nonsynchronicity of Global CDS Markets’, Review of Corporate Finance Studies, in press.

• Hasan I, Marra M, To Y, Wu E, Zhang G (2023) ‘COVID-19 Pandemic and Global Corporate CDS Spreads’, Journal of Banking & Finance, 147.

• Xu C, Jacobs J P.A.M and de Haan J (2023) ‘Does household borrowing reduce the trade balance? Evidence from developing and developed countries’, Open Economies Review.

• Valadkhani A (2023) ‘Performance of Renewable and Non-Renewable Exchange-traded Funds during Heightened Uncertainty?’, Applied Economics, online, 16 June 2023.

• Valadkhani A (2023) ‘Investment Sensitivity to Market Uncertainty in the Travel and Tourism Sector’, Tourism Economics, January 2023.

• Valadkhani A (2023) ‘Analyzing different types of asymmetric responses in terminal gate prices of petrol and diesel across major Australian seaports: implications for fuel price monitoring strategies’, Energy Economics, 122, 106709.

• Valadkhani A (2023) ‘Asymmetric downside risk across different sectors of the US equity market’, Global Finance Journal, 57, 100844.

• Valadkhani A and Moradi A (2023) ‘An empirical analysis of exchange-traded funds in the US?’, Economic Analysis and Policy, 78, 995-1009.

• Valadkhani A(2023) ‘Asymmetric causality between Bitcoin and tech stocks in the US market using mixed frequency data’, Journal of Economic Studies, Accepted 2 July 2023, forthcoming.

• Pontines V, Luvsannyam D, Batmunkh K and Otgonbat T (2023) ‘The Dynamics of Business Cycle Connectedness and the Decoupling of Asia-Pacific’, International Journal of Finance and Economics, 28(2), 2023, pp. 1667-1692.

• Pontines V and Rummel O (2023) ‘LIBOR meets machine learning: A Lasso regression approach to detecting data irregularities’, Finance Research Letters, Vol 55, Part A, July 2023, 103852.

• Goswami M, Pontines V and Mohammed Y (2023) ‘Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness’, International Review of Financial Analysis, Vol 89, October 2023, 102754 (CAMA WP 72/2022).

• Meeks R and Monti F (2023) ‘Heterogeneous beliefs and the Phillips curve’, Journal of Monetary Economics, June 2023 (CAMA WP 51-2022).

• Lapid AK, Mercado Jr R, Rosenkranz P (2023) ‘Concentration in Asia’s cross-border banking: Determinants and impacts’, Pacific Economic Review, Vol 28 Issue 2, pp.267-292, May 2023.

• Mercado R (2023) ‘Bilateral capital flows: Gravity, push and pull’, International Finance, Vol 26 Issue 1, pp.36-63, Spring 2023.

• Mercado R (2023) ‘Bilateral capital flows: Transaction patterns and gravity’, International Review of Economics & Finance, Volume 84, pp.39-54, March 2023.

• Arin KP, Mazrekaj D and Thum M (2023) ‘Ability of detecting and willingness to share fake news’, Nature Scientific Reports, 13, Article number: 7298, 5 May 2023.

• Arin KP, Devereux K and Mazur M (2023) ‘Taxes and firm investment’, Journal of Macroeconomics, Volume 76, June 2023, 103517.

• Arin KP, Mazrekaj D and Thum M (2023) ‘Wer Fake News (nicht) erkennt und verbreitet’, ifo Dresden berichtet, 2023, 30, Nr. 3, 14-16.

• Choi S and Shin J (2023) ‘Household indebtedness and the macroeconomic effects of tax changes’, Journal of Economic Behavior and Organization, May 2023, 209: 22-52 (CAMA WP 56/2022).

• Choi S, Ciminelli G, and Furceri D (2023) ‘Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence’, Journal of International Money and Finance, February 2023, 130: 102764 (CAMA WP 64/2022).

• Eiji G, Jacobs JPAM, Sinclair TM and van Norden S (2023) ‘Employment Reconciliation and Nowcasting’, Journal of Applied Econometrics, 13 July 2023.

• Tian X, Jacobs JPAM and de Haan J (2023) ‘Alternative Measures for the Global Financial Cycle: Do They Make a Difference?’, International Journal of Finance and Economics, 13 September 2023.

• den Reijer AHJ, Otter PW and Jacobs JPAM (2023) ‘A scree plot criterion for the number of factors’, Statistical Papers, forthcoming.

• Dwyer GP, Gilevska B, Nieto MJ and Samartín M (2023) ‘The effects of the ECB’s unconventional monetary policies from 2011 to 2018 on banking assets’, Journal of International Financial Markets, Institutions and Money, Volume 87, September 2023, 101800, 1-33.

• Eickmeier S and Hofmann B (2023) ‘What drives inflation? Disentangling demand and supply factors’, International Journal of Central Banking, forthcoming (CAMA WP 74/2022).

Growth, Demographics and Productivity program

• Day C (2023) ‘Increasing inequality and voting for basic income: Could gender inequality’ worsen?’ Economic Analysis and Policy, Vol 76, December 2022, pp476-487 (CAMA WP 54/2022).

• Jha R (2023) ‘Macroeconomics for Development: Prognosis and Prospects’, Edward Elgar, January 2023.

• Leigh A (2023) ‘How Uncompetitive Markets Hurt Workers’, Australian Journal of Labour Economics, Vol 26, No 1, 13 June 2023.

• Leigh A (2023) ‘Market Power and Markups: Malign Markers for the Australian Macroeconomy’, Australian Economic Papers, Vol 62, Issue 3, 13 April 2023.

• Leigh A (2023) ‘Data and evaluation: A match made in policy heaven’, Australian Journal of Social Issues, 2 November 2023.

• Ana Tanasoca and Leigh A (2023) ‘The Democratic Virtues of Randomized Trials’, Moral Philosophy and Politics, Vol 11, Issue 1, 17 February 2023.

• Watanabe A and Yakita A (2023) ‘Effects of monetary transactions costs on economic growth’, Research in Economics, 77(2), 2023, 221-225.

• Yakita A and Zhang D (2023) ‘Environmental policies with variable pollution intensity in a differentiated oligopoly’, Environmental Economics and Policy Studies, 25(2), 2023, 269-283.

• Yakita A (2023) ‘Elderly long-term care policy and sandwich caregivers’ time allocation between child-rearing and market labor’, Japan and the World Economy, 65, 2023, 101175.

• Bhattacharya J, Bishnu M and Wang M (2023) ‘Credit Markets with Time-Inconsistent Agents and Strategic Loan Default’, Journal of Money, Credit and Banking, 21 February 2023.

• Bishnu M, Garg S, Garg T and Ray T (2023) ‘Intergenerational Transfers: Public Education and Pensions with Endogenous Fertility’, Journal of Economic Dynamics and Control, online 104697, 28 June 2023.

• Yew SLLi SM and Moslehi S (2023) ‘Optimal parental leave subsidization with endogenous fertility and growth’, Economic Inquiry, 6 July 2023.

• Dzhumashev R, R Levaggi and F Menoncin (2023) ‘Optimal tax enforcement with productive public inputs’, Economic Modelling, Volume 126, September 2023, 106444.

• Dzhumashev R (2023) ‘The role of physical constraints on production’, Ecological Economics, Volume 216, February 2024, 108020.

• Poonpolkul P (2023) ‘Age-dependent risk aversion: Re-evaluating fiscal policy impacts of population aging’, The Journal of the Economics of Ageing, Volume 26, October 2023, 100474.

Macroeconomic Policy Frameworks program

• Das KK, Donald LJ and Guender AV (2023) ‘Debt finance and economic activity in the euro-area: evidence on asymmetric and maturity effects’, International Review of Economics & Finance, Volume 85, May 2023, Pages 448-472.

• Kumar S, Gorodnichenko Y and Coibion O (2023) ‘The Effect of Macroeconomic Uncertainty on Firm Decisions’, Econometrica, forthcoming.

• Kiss HJ, Libich J and Nguyen D (2023) ‘Running Out of Bank Runs’, the Journal of Financial Services Research, forthcoming.

• Hodula M and Libich J (2023) ‘Has Monetary Policy Fueled the Rise in Shadow Banking?’, Economic Modelling, forthcoming.

• Hall VB (2023) ‘Citation for Bob Buckle to mark his Distinguished Fellow Award’, New Zealand Economic Papers, 26 July 2023, DOI:10.1080/00779954.2023.2234266.

Macroeconomic Theory program

• Dominguez B and Gomis-Porqueras P (2023) ‘Normalizing the Central Bank’s Balance Sheet: Implications for Implications and Debt Dynamics’, Journal of Money, Credit and Banking, 23 June 2022 (CAMA WP 39/2022).

• İmrohoroğlu A, Kumru CS, Lian J, Nakornthab A (2024) ‘Revisiting taxes on high incomes’, Review of Economic Dynamics, V51, December 2023, Pages 1159-1184.

• Haque Q and Magnusson LM (2023) ‘Identification Robust Empirical Evidence on the Open Economy IS‐Curve’, Oxford Bulletin of Economics and Statistics, 85, 2 (2023): 345-372.

• Doko Tchatoka F and Haque Q (2023), ‘On Bootstrapping Tests of Equal Forecast Accuracy for Nested Models’, Journal of Forecasting, Volume 42, Issue 7, November 2023, pages 1844-1864 (CAMA WP 27/2020).

Micro-Heterogeneity and Macroeconomic Performance program

• Akhtaruzzaman A (2023) ‘Does Institutional Quality Matter to Korean Outward FDI? A Gravity Model Analysis’, World Economy Brief, January 2023, Vol. 12 No. 47.

Model Uncertainty and Macro-Econometrics program

• Eo YUzeda L and Wong B (2023) ‘Understanding Trend Inflation Through the Lens of the Goods and Services Sectors’, Journal of Applied Econometrics, 5 April 2023 (CAMA WP 28/2022).

• Morley JTran TD and Wong B (2023) ‘A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*’, Journal of Business & Economic Statistics, online 2221974, 7 July 2023 (CAMA WP 2/2022).

• Bhattacharya PS, Chowdhury PR and Rahman H (2023) ‘Does credit availability mitigate domestic conflict?’, Economic Modelling, 10 February 2023.

• Nason JM, and Smith GW (2023) ‘UK Inflation Dynamics since the Thirteenth Century’, International Economic Review, 30 May 2023 (CAMA WP 32/2021).

Multi-Country Models and Methods program

• Standardi G (2023) ‘Exploring market-driven adaptation to climate change in a general equilibrium global trade model’, Mitigation and Adaptation Strategies for Global Change, 28, 11 (2023).

• Tyers R and Zhou Y (2023) ‘Automation and inequality with taxes and transfers’, Scottish Journal of Political Economy, 70(1): 68-100, February 2023.

Open Economy Macroeconomics program

• Görtz C, Gunn C and Lubik T (2023) ‘What drives inventory accumulation? News on rates of return and marginal costs’, Journal of Money, Credit and Banking, forthcoming.

• Choi, S, Ciminelli G and Furceri D (2023) ‘Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence’, Journal of International Money and Finance, February 2023, Volume 130: 102764.

2022

Behavioural Macroeconomics and Complexity program

• Di Guilmi C and Fujiwara Y (2022) ‘Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy’, Journal of Economic Behavior and Organization, Volume 196, 2022, Pages 346-371.
• Neuner M, Proaño CR and Russo A (2022), ‘Countercyclical Capital Buffers, Bank Concentration and Macrofinancial Stability in an Agent-Based Macro-Financial Framework’, Advances in Complex Systems, 25(2-3), 2240001.
• *Kotb N and Proaño CR (2022) ‘Capital-Constrained Loan Creation, Household Stock Market Participation and Monetary Policy in a Behavioral New Keynesian Model’, International Journal of Finance and Economics, 28 June 2022.
• Proaño CR, Peña JC and Saalfeld T (2022) ‘Inequality, Macroeconomic Performance and Political Polarization: An Panel Analysis of 20 Advanced Democracies’, Review of Social Economy, 19 Mar 2022.

Climate Change and Energy program

• Mohaddes K, Ng RNC, Pesaran MH, Raissi M and Yang J-C (2022) ‘Climate change and economic activity: Evidence from US states’, Oxford Open Economics, odac010, 11 November 2022 (CAMA WP 10/2022).
• Debnath R, Bardhan R, Shah DU, Mohaddes K, Ramage MH, Alvarez RM and Sovacool BK, ‘Social media enables people-centric climate action in the hard-to-decarbonise building sector‘, Nature, Scientific Reports volume 12, Article number: 19017 (2022).
• Barbier EB and Eskander S (2022) ‘Long-term impacts of the 1970 cyclone in Bangladesh’. World Development 152 (2022): 105793.
• Eskander S and Fankhauser S (2022) ‘Income diversification and income inequality: household responses to the 2013 floods in Pakistan’. Sustainability 14, no. 1 (2022): 453. DOI 10.3390/su14010453.
• Janda K, Kristoufek L, and Zhang B (2022) ‘Return and volatility spillovers between Chinese and US clean energy related stocks’. Energy Economics 2022, vol. 108, article number 105911. doi.org/10.1016/j.eneco.2022.105911.

Commodities and Macroeconomy program

• Hou C, Nguyen B and Zhang B (2022) ‘Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs’, Journal of Forecasting, 28 Sep 2022. doi.org/10.1002/for.2913.
• Souza R and de Mattos L (2022) ‘Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real’, International Economics and Economic Policy, 31 May 2022, volume 19, pages 761–781.
• Souza R and de Mattos L (2022) ‘Macroeconomic effects of oil price shocks on an emerging market economy’, Economic Change and Restructuring, 13 Oct 2022.

COVID-19 and the Macroeconomy program

• Abeln B and Jacobs J P.A.M.(2022) ‘COVID-19 and Seasonal Adjustment’, Journal of Business Cycle Research, 18, 159-169.

Finance and the Macroeconomy program

• Kose MA, Ohnsorge F and Ha J (2022) ‘Today’s inflation and the Great Inflation of the 1970s: Similarities and differences’, VoxEU, 30 Mar 2022.
• Buch C, Eickmeier S and Prieto E (2022) ‘Banking competition and macroeconomic dynamics’, Journal of Financial Stability, forthcoming.
• Bezemer DJ, Jacobs JPAM and Rozite K (2022) ‘Towards a financial cycle for the US, 1973-2014’. North American Journal of Economics and Finance, forthcoming. doi.org/10.1016/j.najef.2019.101023.
• Chen H and Siklos P (2022) ‘Central bank digital currency, monetary policy and financial stability’, Journal of Financial Econometrics, forthcoming (CAMA WP 12/2022).
• Chen Y, Phillips PCB, and Shi S (2022) ‘Detecting common bubbles in a large-dimensional financial system’, Journal of Financial Econometrics, forthcoming.
• Dungey M, Holloway J, Yalaman A, and Yao W, E (2022) ‘Characterizing financial crises using high frequency data’, Quantitative Finance, forthcoming.
• Elgin C, Williams C, Yalaman A, and Yalaman GO (2022) ‘Fiscal stimulus packages to COVID-19: The role of informality’, The Journal of International Development, DOI: 10.1002/jid.3628.
• Giannini B and Oldani C (2022) ‘Asymmetries in the sustainability of public debt in the EU: The use of swaps’, Journal of Economic Asymmetries, Volume 26, November 2022, e00248, doi.org/10.1016/j.jeca.2022.e00248.
• Hurn S, Shi S, and Wang B (2022) ‘Housing networks and driving forces’, Journal of Banking and Finance, 2022, Vol. 134, Article No. 106318.
• Jacobs JPAM, Sarferaz S, Sturm J-E and van Norden S (2022) ‘Can GDP measurement be further improved? Data revision and reconciliation’. Journal of Business Economics & Statistics, 40, 423-431.
• Jun Y and Shi S (2022) ‘Volatility puzzle’, Management Science, forthcoming.
• Lee S A and Milunovich G (2022) ‘Cryptocurrency exchanges: Predicting which markets will remain active’. Journal of Forecasting, 1– 11.
• Siklos P (2022) ‘Did the Great Influenza of 1918-1920 Trigger A Reversal of the First Era of Globalization?’, International Economics and Economic Policy, forthcoming (CAMA WP 95/2021).
• Siklos P and Stellenbosch MR (2022) ‘How firms and experts view the Phillips Curve: Evidence from individual and aggregate data from South Africa’, Emerging Markets Finance & Trade.
• Valadkhani A, Nguyen J and Chiah M (2022) ‘When is gold an effective hedge against inflation?’, Resources Policy, December 2022, Vol 79, 103009.
• Arin KP, Lacomba JA, Lagos F, Moro-Egido AI and Thum M (2022) ‘Exploring the hidden impact of the Covid-19 pandemic: The role of urbanization’, Economics & Human Biology, August 2022, Vol 46, 101119.
• Arin KP, Lacomba JA, Lagos F, Mazrekaj D and Thum M (2022) ‘Hohe Fehlwahrnehmungen zu wichtigen politischen Themen in der Bevölkerung’, ifo Dresden berichtet, 2022, 29, (02), 10-14 .
• Adnan W, Arin KP, Corakci A and Spagnolo N (2022) ‘On the heterogeneous effects of tax policy on labor market outcomes’, Southern Economic Journal, 2022, 88, (3), 991-1036.
• Aköz KK, Arin KP, Zenker C (2022), ‘On the labor market effects of salience of ethnic/racial disputes’, Journal of Public Economic Theory, 2022, 24, (2), 348-361.
• Arin KP, Elmassah S, Kaplan S, Spagnolo N (2022), ‘Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility’, Review of Economics, 2022, 73, (3), 211-221.
• Adnan W, Arin KP, Charness G, Lacomba JA and Lagos F (2022), ‘Which social categories matter to people: An experiment’, Journal of Economic Behavior & Organization, 2022, 193, (C), 125-145.
• Arin KP, Minniti M, Murtinu S, Spagnolo N (2022) ‘Inflection points, kinks, and jumps: A statistical approach to detecting nonlinearities’, Organizational Research Methods, Vol 25 Issue 4.

Globalisation and Trade program

• Akhtaruzzaman M (2022), ‘The Link Between Good Governance, Economic Development and Renewable Energy Investment: Evidence from Upper Middle-Income Countries’, International Journal of Empirical Economics, Vol. 01, No. 02, 2250005 (2022).

Growth, Demographics and Productivity program

• Chida A, Jain D, Jha R, Pathak R, and Rusell S (2022) ‘Climate risk insurance in Pacific Small Island Developing States: possibilities, challenges and vulnerabilities—a comprehensive review’, Mitigation and Adaptation Strategies for Global Change, doi.org/10.1007/s11027-022-10002-z.
• Gross I and Leigh A (2022) ‘Assessing Australian Monetary Policy in the Twenty-First Century’, Economic Record, Vol 98, issue 322, Pages 271-295.
• Leigh A (2022) ‘Fair Game: Lessons from Sport for a Fairer Society and a Stronger Economy’, Monash Publishing, Melbourne.
• Clarke P and Leigh A (2022) ‘Understanding the impact of lockdowns on mortality in Australia’, BMJ Global Health, forthcoming.
• Yakita A and Zhang D (2022) ‘Environmental awareness, environmental R&D spillovers, and privatization in a mixed duopoly’ Environmental Economics and Policy Studies, 24(3), 447-458.
• Muroishi M and Yakita A (2022) ‘Urbanization and population contraction’, Letters in Spatial and Resource Sciences, 15(3), 543-553.
• Yakita A (2022) ‘Elderly dependency, family labor supply, and fertility.’ Studies in Applied Economics, 15, 1-14.
• Amol A, Bishnu M and Ray T (2022) ‘Pension, Possible Phaseout and Endogenous Fertility in General Equilibrium’, Journal of Public Economic Theory, September 2022.
• Afridi F, Bishnu M and Mahajan K (2022) ‘What Determines Women’s Labor Supply? The Role of Home Productivity and Social Norms’, Journal of Demographic Economics, August 2022.
• Afridi F, Bishnu M and Mahajan K (2022) ‘Gender and Mechanization: Evidence from Indian Agriculture’, American Journal of Agricultural Economics, April 2022.
• Bishnu MKumru CS and A. Nakornthab A (2022) ‘Implications of Present-biased Preferences on Inheritance Taxes’, Macroeconomic Dynamics, May 2022.

Macroeconomic Policy Frameworks program

• Ghassibe M and Zanetti F (2022) ‘State Dependence of Fiscal Multipliers: the Source of Fluctuations Matters‘, Journal of Monetary Economics (Journal of Monetary Economics Best Paper Award 2023, CAMA WP 46/2022).
• Görtz C, Tsoukalas JD and Zanetti F (2022) ‘News Shocks under Financial Frictions’, American Economic Journal: Macroeconomics (CAMA WP 94/2020).
• Choi S, Furceri D and Jalles JT (2022) ‘Heterogeneous gains from countercyclical fiscal policy: new evidence from international industry-level data’, Oxford Economic Papers, July 2022, 74(3), 773–804.
• Choi S, Shin J and Yoo SY (2022) ‘Are government spending shocks inflationary at the zero lower bound? New evidence from daily data’, Journal of Economic Dynamics and Control, June 2022, 139, 104423.
• Choi S and Yoon C (2022) ‘Uncertainty, financial markets, and monetary policy over the last century’, B.E. Journal of Macroeconomics: Advances, June 2022, 22(2), 397-434.
• Choi S and Junhyeok Shin J (2022) ‘Bitcoin: an inflation hedge but not a safe haven’, Finance Research Letters May 2022, 46(B), 102379.
• Choi, S and Shim M (2022), ‘Labor market dynamics under technology shocks: the role of subsistence consumption’, Macroeconomic Dynamics, December 2022, 26(8): 1965-1993.
• Dennis R (2022) ‘Computing time-consistent equilibria: A perturbation approach’, Journal of Economic Dynamics and Control (CAMA WP 111/ 2020).
• Froyen RT and Guender A (2022) ‘The Mundellian trilemma and optimal monetary policy in a world of high capital mobility’, Open Economies Review, forthcoming.
• Hamano M and Zanetti F (2022) ‘Monetary policy, firm heterogeneity, and product variety’, European Economic Review, forthcoming (CAMA WP 16/2021).
• Libich J and Nguyen D (2022) ‘When a Compromise Gets Compromised by Another Compromise’, Australian Economic Papers, 61(4), 678-716.
• Libich J (2022) ‘From Recession with Love: Financial Markets’ Improper Affection for Economic Downturns’, World Economics, 23(4), 53-69.

Macroeconomic Theory program

• Candido O, Maldonado WL and Araujo C LM (2022) ‘Private or Public Enterprises? Cost Inefficiency Limits: An Application to Water Supply Companies in Brazil’, The Empirical Economics Letters, v. 21, n. 8. August 2022.
• Pavlov O and Weder M (2022) ‘Endogenous product scope: market interlacing and aggregate business cycle dynamics’, European Economic Review, September 2022, Vol 148, Article 104243.

Model Uncertainty and Macro-Econometrics program

• Baumeister C and Hamilton JD (2022) ‘Advances in Using Vector Autoregressions to Estimate Structural Magnitudes’, Econometric Theory, forthcoming.
• Pistilli L, Paccagnini A, Breschi S and Malerba F (2022) ‘Gender Bias in Entrepreneurship: What is the Role of the Founders’ Entrepreneurial Background?’, Journal of Business Ethics.
• Berger T, Richter J, and Wong B (2022), ‘Financial factors and the business cycle’, Journal of Economic Dynamics and Control, forthcoming (CAMA WP 44/2020).
• Coroneo L, Icon F, Paccagnini A, and Santos-Monteiro P (2022), ‘Testing the predictive accuracy of COVID-19 forecasts’, International Journal of Forecasting, forthcoming (CAMA WP 52/2021).
• Garratt AHenckel H, and Vahey SP (2022) ‘Empirically-transformed linear opinion pools’, International Journal of Forecasting, doi.org/10.1016/j.ijforecast.2022.02.003.
• Kwas M, Paccagnini A, and Rubaszek M (2022), ‘Common factors and the dynamics of cereal prices: A forecasting perspective’, Journal of Commodity Markets, 100240 (CAMA WP 47/2020).

Open Economy Macroeconomics program

• Kollmann R (2022) ‘A Tractable Overlapping Generations Structure for Quantitative DSGE Models’, Economics Letters, forthcoming.
• Hoffmann M and Okubo T (2022) ‘By a silken thread’: Regional banking integration and credit reallocation during Japan’s lost decade’, Journal of International Economics. doi.org/10.1016/j.jinteco.2022.103579 (CAMA WP 36/2013).
• Imbs J and Pauwels L (2022) ‘Measuring openness’, VoxEU, 25 Sep 2022.

2021

Behavioural Macroeconomics and Complexity program

• Henckel TMenzies GD, Moffatt PG and Zizzo DJ (2021) ‘Belief adjustment: A double hurdle model and experimental evidence’, Experimental Economics, forthcoming (CAMA WP 1/ 2018).
• Lye JN, and McDonald IM (2021) ‘Can loss aversion shed light on the deflation puzzle?’, Review of Keynesian Economics, 9, 1, 11-42.
• Proaño CR and Lojak B (2021) ‘Monetary policy with a state-dependent inflation target in a behavioral two-country monetary union model’, Journal of Economic Dynamics and Control, doi: 10.1016/j.jedc.2021.104236 (CAMA WP 89/2020).

Climate Change and Energy program

• Agarwala M, Burke M, Klusak P, Mohaddes K, Volz U, and Zenghelis D (2021) ‘Climate change and fiscal sustainability: Risks and opportunities’. National Institute Economic Review 258, pp. 28–46 (CAMA WP 80/2021).
• Burke PJ and Zhang T (2021) ‘Fuel prices and road deaths: motorcyclists are different’, Accident Analysis and Prevention 162, 106396.
• Eskander S, Fankhauser S, and Setzer J (2021) ‘Global lessons from climate change legislation and litigation’. Environmental and Energy Policy and the Economy, 2(1), 44-82.
• Eskander SM and Nitschke J (2021) ‘Energy use and CO2 emissions in the UK universities: an extended Kaya identity analysis’. Journal of Cleaner Production, 309, 127199.
• Kahn ME, Mohaddes K, Ng RNC, Pesaran H, Raissi M and Yang J-C (2021) ‘Long-term macroeconomic effects of climate change: A cross-country analysis’. Energy Economics 104, pp. 105624/1–13.

Commodities and the Macroeconomy program

• Aastveit KA, Bjørnland HC and Cross J (2021) ‘Inflation expectations and the pass-through of oil prices’, Review of Economics and Statistics, forthcoming (CAMA WP 64/2020).
• Bardhan R, Coelho ACV, Darby S, Debnath R, Isa A, Mohaddes K, Sunikka-Blank M (2021) ‘Words Against Injustices: A Deep Narrative Analysis of Energy Cultures in Poverty of Abuja, Mumbai and Rio de Janeiro’, Energy Research & Social Science 72, pp. 101892/1–17.
• Cross JL, Hou C, Nguyen BH (2021) ‘On the China factor in the world oil market: A regime switching approach’, Energy Economics, 2021, 105119, ISSN 0140-9883.
• Gao S, Hou C, Nguyen BH (2021) ‘Forecasting natural gas prices using highly flexible time-varying parameter models’, Economic Modelling, 105652, ISSN 0264-9993, doi: 10.1016/j.econmod.2021.105652.
• Kumar Majumder M, Raghavan M and Vespignani J (2021) ‘Impact of commodity price volatility on external debt: The role of exchange rate regimes’, Applied Economics, forthcoming.
• Nguyen BHOkimoto TTran TD (2021) ‘Uncertainty-dependent and sign-dependent effects of oil market shocks’, Journal of Commodity Markets, 100207, ISSN 2405-8513, doi.org/10.1016/j.jcomm.2021.100207.
• Mattos LB and Souza RS (2021) ‘Oil price shocks, exchange rate and uncertainty: case of Latin American economies’, Applied Economics Letters, DOI: 10.1080/13504851.2021.1896670

COVID-19 and the Macroeconomy program

• Chudik A, Mohaddes K, Raissi M (2021) ‘Covid-19 fiscal support and its effectiveness’, Economics Letters, Volume 205, 2021, 109939, ISSN 0165-1765, doi.org/10.1016/j.econlet.2021.109939.
• Chudik A, Mohaddes K, Pesaran H, Raissi M and Rebecca A (2021) ‘A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model’, Journal of International Money and Finance 119, pp. 102477/1–26, doi.org/10.1016/j.econlet.2021.109939.
• Graham J and Ozbilgin M (2021) ‘Age, industry, and unemployment risk during a pandemic lockdown’,Journal of Economic Dynamics and Control, Volume 133, 2021, 104233, ISSN 0165-1889, doi.org/10.1016/j.jedc.2021.104233.
• Koh WC (2021) ‘Differential impact of COVID-19 in Australia: evidence from Google search data’. Journal of Business and Economic Analysis 4 (1): 5-21.
• Kollmann R (2021) ‘Effects of Covid-19 on Euro Area GDP and Inflation: Demand vs. Supply Disturbances’, International Economics and Economic Policy, forthcoming.
• Larson WD and Sinclair T (2021) ‘Nowcasting unemployment insurance claims in the time of COVID-19’, International Journal of Forecasting, forthcoming (CAMA W/P 63/2020).

Finance and the Macroeconomy program

• Abbate A, Eickmeier S, Prieto E (2021) ‘Financial shocks and inflation dynamics’, Macroeconomic Dynamics, forthcoming.
• Adnan W, Arin KP, Eruygur A and Spagnolo N (2021) ‘On the heterogeneous effects of tax policy on labor market outcomes’, Southern Economic Journal, forthcoming.
• Adnan W, Arin KP, Charness G, Lacomba J and Lagos F (2021) ‘Which social categories matter to people: An experiment’, Journal of Economic Behaviour and Organization, forthcoming.
• Akoz KK, Arin KP, and Zener C (2021) ‘On the labor market effects of the salience of ethnic/racial disputes’, Journal of Public Economic Theory, forthcoming.
• Argan M, Servil G, Yalaman A, and Manahov V (2021) ‘Stock market investment and different behavioural patterns: an exploratory study, Review of Behavioral Finance, DOI 10.1108/RBF-04-2020-0077.
• Arin KP, Minniti M, Murtinu S and Spagnolo N (2021) ‘Inflection points, kinks, and jumps: A statistical approach to detecting nonlinearities’, Organizational Research Methods, forthcoming.
• Bhiromsawat P, Chatjuthamard P, Srivannaboon S and Treepongkaruna S (2021), ‘Jumps and Cojumps Analyses of Major and Minor Cryptocurrencies’, Plos One, forthcoming.
• Bjørnland HC, Nordvik FM and Rohre M, ‘Supply flexibility in the shale patch: Evidence from North Dakota’, Journal of Applied Econometrics, forthcoming (CAMA WP 56/2019).
• Bohl M, Putz A, Siklos P and Sulewski C (2021) ‘Information transmission under increasing political tension – Evidence for the Berlin produce exchange 1890-1896’, Journal of Futures Market 41 (February): 226-244.
• Böck M, Feldkircher M and Siklos P (2021) ‘International effects of Euro area forward guidance’, Oxford Bulletin of Economics and Statistics, forthcoming.
• Candelon B, Joets M and Ferrara L (2021) ‘Global financial connectedness: A non-linear assessment of the uncertainty channel’, Applied Economics, forthcoming.
• Chang Y, Maih J and Tan F (2021) ‘Origins of monetary policy shifts: A New approach to regime switching in DSGE models’, Journal of Economic Dynamics and Control, Volume 133, December 2021, 104235.
• Chatjuthamard P, Jiraporn N, Jiraporn P, Treepongkaruna S (2021) ‘Does firm-level political risk influence corporate social responsibility (CSR)? Evidence from earnings conference calls’, The Financial Review, forthcoming.
• Chawla A and Gajurel D (2021) ‘The oil price crisis and contagion effects on the Canadian economy’, Applied Economics. doi.org/10.1080/00036846.2021.1980196.
• Chowdhury B and Gajurel D (2021) ‘Realized volatility, jump and beta: Evidence from Canadian stock market’, Applied Economics, DOI: 10.1080/00036846.2021.1940082.
• Clare A, Seaton P, Smith P and Thomas S (2021) ‘Perfect withdrawal in a noisy world: Investing lessons with and without annuities while in drawdown between 2000 and 2019’, Journal of Retirement, forthcoming.
• Cocoorese P and Shaffer S (2021) ‘Cooperative banks and local economic growth’, Regional Studies, Vol. 55 (2), 2021, pages 307-321 (CAMA WP 11 /2018).
• Cocoorese P, Girardone C and Shaffer S (2021) ‘What affects bank market power in the euro area? A country-level structural model approach’, Journal of International Money and Finance, Volume 117, 2021, 102443, ISSN 0261-5606, doi.org/10.1016/j.jimonfin.2021.102443 (CAMA WP 15 /2021).
• Delle Chiaie S, Ferrara L and Giannone D (2021) ‘Common factors of commodity prices’, Journal of Applied Econometrics, forthcoming.
• Du Plessis S Reid M and Siklos P (2021) ‘What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting’, Economic Systems 45 (June).
• Flamini A, Jahanshahi B and Mohaddes K (2021) ‘Illegal drugs and public corruption: Crack based evidence from California’, European Journal of Political Economy 69, pp. 102005/1–14, doi.org/10.1016/j.ejpoleco.2021.102005.
• Ferrara L, Metelli L, Natoli F and Siena D (2021) ‘Questioning the puzzle: Fiscal policy, real exchange rate and inflation’, Journal of International Economics, forthcoming.
• Ferrara L, Mogliani M and Sahuc J-G (2021) ‘Monitoring high-frequency Growth-at-Risk’, International Journal of Forecasting, forthcoming.
• Fry-McKibbin R and Souza RS(2021), ‘Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market’, International Review of Economics and Finance, in press.
• Fry-McKibbin RHsiao Y-LC and Martin VL (2021), ‘Measuring financial interdependence in asset markets with an application to Euro zone equities’, Journal of Banking and Finance, 122, 105985.
• Gomis-Porqueras P, Shi S, and Tan D (2021) ‘Gold as a financial instrument’, Journal of Commodity Markets, doi: 10.1016/j.jcomm.2021.100218.
• Hajargasht G, Nguyen J, Valadkhani A (2021) ‘The choice between renewables and non-renewables: Evidence from electricity generation in 29 countries’, Energy Journal, 42(6).
• Harada K and Okimoto T (2021) ‘The BOJ’s ETF purchases and its effects on Nikkei 225 stocks’, International Review of Financial Analysis 77, 101826.
• Ho G, Padungsaksawasdi C, Treepongkaruna S, and Wee M (2021), ‘The effect of short selling on volatility and jumps’, Australian Journal of Management, forthcoming.
• Hurn S, Shi S, and Wang B (2021) ‘Housing networks and driving forces’, Journal of Banking and Finance, forthcoming.
• Ijtsma P, Shaffer S and Spierdijk L (2021), ‘US banking deregulation and local economic growth: A spatial analysis’, Spatial Statistics 43 (2021) 100506 (CAMA WP 33/2021).
• Inoue T and Okimoto T (2021) ‘International spillover effects of unconventional monetary policies of major central banks’. Empirical Economics. doi.org/10.1007/s00181-021-02067-7.
• Inoue T and Okimoto T (2021) ‘How does unconventional monetary policy affect the global financial markets?’. International Review of Financial Analysis 79, 101968.
• Kang W, Perez de Gracia F and Ratti RA (2021) ‘Do gasoline prices respond to non-US and US oil supply shocks?’, Applied Economics, DOI: 10.1080/00036846.2021.1946473.
• Kang W, Ratti R and Vespignani J (2021) ‘Financial and nonfinancial global stock market volatility shocks’, Economic Modelling, Volume 96, March 2021, Pages 128-134.
• Kang W, Perez de Gracia F, Ratti RA (2021) ‘Economic uncertainty, oil prices and US stock returns of the airline industry’, North American Journal of Economics and Finance 57, forthcoming.
• Khine K, Treepongkaruna S and Jiraporn P (2021) ‘Stakeholder engagement and firms’ innovation: Evidence from LGBT-supportive policies’, Corporate Social Responsibility and Environmental Management, forthcoming.
• Koh WC and Yu S (2021) ‘A decade after the 2009 global recession: macroeconomic developments’. Journal of International Commerce, Economics and Policy 12 (2): 2150011.
• Korphaibool V, Chatjuthamard P and Treepongkaruna S (2021) ‘Scoring sufficiency economy philosophy through GRI standards and firm risk: A case study of Thai listed companies’, Sustainability 13, 2321.
• Laurent S and Shi S (2021) ‘Unit root test with high-frequency data, Econometric Theory.
• Laureys L, Meeks R, Wanengkirtyo B (2021) ‘Optimal simple objectives for monetary policy when banks matter’, European Economic Review, Volume 135, June 2021, 103719.
• Manahov V and Yalaman A (2021) ‘Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009’, The European Journal of Finance, DOI: 10.1080/1351847X.2021.1957698.
• Milunovich G (2021) ‘Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins’. Economics Letters, 110243.
• Morita H and Okimoto T (2021) ‘The interest rate determination when economic variables are partially observable’, Journal of International Financial Markets, Institution, and Money, forthcoming.
• Nguyen A, Nguyen J, Valadkhani A, Wake A (2021) ‘Press freedom and the global economy: The cost of slipping backwards’, Journalism Studies. doi.org/10.1080/1461670X.2021.1873822.
• Okimoto T and Takaoka S (2021) ‘The credit spread curve distribution and economic fluctuations in Japan’. Journal of International Money and Finance 122, 102582.
• Padungsaksawadi C and Treepongkaruna S (2021) ‘Chasing for information during the COVID-19 Panic: The role of Google Search on global stock market’, Cogent Economics and Finance, forthcoming.
• Phillips PCB and Shi S (2021) ‘Diagnosing housing fever with an econometric thermometer’, Journal of Economic Surveys, forthcoming.
• Siklos P (2021) ‘Real and financial factors, commodity prices, and monetary policy: International evidence’, Economic Systems 45 (March): 100850.

Globalisation and Trade program

• Akhtaruzzaman M, Berg N, Lien D & Wu Y (2021) ‘News coverage of Confucius Institutes in the pre-Trump era’, Economic and Political Studies, DOI: 10.1080/20954816.2020.1870025.
• Akhtaruzzaman M, Khanal A and Kularatne I (2021) ‘The influence of social media on stakeholder engagement and the corporate social responsibility of small businesses’, Corp Soc Responsib Environ Manag. 2021;1–9.

Growth, Demographics and Productivity program

• Bishnu M, Garg S, Garg T and Ray T (2021) ‘Optimal intergenerational transfers: Public education and pensions’, Journal of Public Economics (CAMA WP 58/2020).
• Kudrna G, Tran C, and Woodland A (2021) ‘Sustainable and equitable pensions with means testing in aging economies’, European Economic Review, forthcoming.
• Leigh A (2021) ‘Australian mobility report cards: Which universities admit the most disadvantaged students?’, Australian Economic Review, 54(3): 331-342.
• Leigh A (2021) ‘This Time it’s Ideological!’, Œconomia 11(1): 135-142.
• Leigh A (2021) ‘Putting the Australian economy on the scales’, The Australian Economic Review, doi 10.1111/1467-8462.12408.
• Leigh A and Triggs A (2021) ‘Common ownership of competing firms: Evidence from Australia’, Economic Record, 97(318): 333–349.
• Lu Y, Zhou Y (2021) ‘A review on the economics of artificial intelligence’, Journal of Economic Surveys 2021 1– 28 (CAMA WP 54/2019).
• McAllister I and Leigh A (2021) ‘Political gold: The Australian sports grants scandal’, Political Studies, forthcoming.
• Muroishi M and Yakita A (2021) ‘Agglomeration economies, congestion diseconomies, and fertility dynamics in a two‑region economy’. Letters in Spatial and Resource Sciences 14, 51-63.
• Yakita A (2021) ‘Is tightening immigration policy good for workers in the receiving economy?’, Asia-Pacific Journal of Regional Science 5(3), pp. 975–991.

Macroeconomic Policy Frameworks program

• Bellofatto AA and Besfamille M (2021) ‘Tax decentralization notwithstanding regional disparities’, Journal of Urban Economics, Volume 123, 2021, 103346, ISSN 0094-1190, doi.org/10.1016/j.jue.2021.103346.
• Coibion O, Gorodnichenko Y, Kumar S and Ryngaert J (2021) ‘Do you know that I know…? Higher order beliefs in survey data’, Quarterly Journal of Economics, forthcoming.
• Davis S, Fujiwara I, Huang K and Wang J (2021) ‘Foreign exchange as a tool for capital account management’, Journal of Monetary Economics, 117, 473-488.
• Fernández-Villaverde J, Mandelman F, Yu Y, and Zanetti F (2021), ‘The “Matthew effect” and market concentration: Search complementarities and monopsony power’, Journal of Monetary Economics, Elsevier, vol. 121(C), pages 62-90. (CAMA WP 22/2021).
• Fujiwara I and Waki Y (2021) ‘The Delphic forward guidance puzzle in New Keynesian models’ Review of Economic Dynamics, forthcoming.
• Gortz C, Tsoukalas J, and Zanetti F (2021), ‘News shocks under financial frictions’, American Economic Journal: Macroeconomics, forthcoming (CAMA WP 94/2020).
• Hall VB and Thomson P (2021) ‘Does Hamilton’s OLS regression provided a “better alternative” to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective’. Journal of Business Cycle Research, doi.org/10.1007/s41549-021-00059-1. (CAMA WP 71/ 2020).
• Hall VB and McDermott CJ (2021) ‘Changes in New Zealand’s Business Insolvency Rates after the GFC’, New Zealand Economic Papers, 55(2), 173-187.
• Kumar S and Wesselbaum D (2021), ‘Contracts and firms’ inflation expectations’, Review of Economics and Statistics, forthcoming.
• Libich J and Lenten LJ (2021), ‘Hero or Villain? The Financial System in the 21st Century’, forthcoming at the Journal of Economic Surveys.
• Libich J and Lenten (2021), ‘Bitcoin, Tesla and GameStop Bubbles as a Flight to Focal Points’, World Economics, 22(1), pp83-107.
• Makin AJ and Layton A (2021) ‘The global fiscal response to COVID-19: Risks and repercussions’, Economic Analysis and Policy 69, 340-349.
• Makin AJ and Verikios G (2021) ‘Macroeconomic gains from liberalising foreign investment in APEC’, Journal of the Asia-Pacific Economy. doi.org/10.1080/13547860.2021.1902599

Macroeconomic Theory program

• Bishnu M and Kumru CS (2021) ’ A note on the annuity role of estate tax’, Macroeconomic Dynamics, forthcoming.
• Groshenny NHaque Q and Weder M (2021) ‘Do we really know that U.S. monetary policy was destabilizing in the 1970s?’ European Economic Review, Volume 131, January 2021, 103615.
• Guillén J, Maldonado WL and Ribeiro J (2021) ‘An international reserves variation threshold to increase loan funding’, International Economics and Economic Policy, forthcoming.
• Haque Q (2021) ‘Monetary policy, inflation target and the great moderation: An empirical investigation’, International Journal of Central Banking, forthcoming.
• Haque Q and Magnusson LM (2021) ‘Uncertainty shocks and inflation dynamics in the US’, Economic Letters, doi.org/10.1016/j.econlet.2021.109825.
• Haque Q, Magnusson LM and Tomioka K (2021) ‘Empirical evidence on the dynamics of investment under uncertainty in the US, Oxford Bulletin of Economics and Statistics, doi.org/10.1111/obes.12420.
• Jiang D and Weder M (2021) ‘American business cycles 1889-1913: An accounting approach’, Journal of Macroeconomics 67, 103285.
• Pavlov O (2021) ‘Multi-product firms and increasing marginal costs’, Journal of Economic Dynamics and Control, 133, 104239. doi.org/10.1016/j.jedc.2021.104239

Model Uncertainty and Macro-Econometrics program

• Apaitan T, Luangaram P, Manopimoke P (2021) ‘Uncertainty in an emerging market economy: Evidence from Thailand’, Empirical Economics.
• Baumeister C, Leiva-Leon D and Sims E (2021) ‘Tracking weekly state-level economic conditions’, Review of Economics and Statistics, forthcoming (CAMA WP 55/2021).
• Baumeister C and Guerin P (2021) ‘A comparison of monthly global indicators for forecasting growth’, International Journal of Forecasting, forthcoming (CAMA WP 93/2020).
• Chatterjee AMorley J and Singh A (2021). ‘Estimating household consumption insurance’. Journal of Applied Econometrics, 1– 8. doi.org/10.1002/jae.2820.
• Kwas M, Paccagnini A, Rubaszek M (2021) ‘Common factors and the dynamics of industrial metal prices. A forecasting perspective’, Resources Policy, Volume 74, 2021, 102319, ISSN 0301-4207, doi.org/10.1016/j.resourpol.2021.102319.
• Li M and Mendieta-Muñoz I (2021) ‘Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity’, Studies in Nonlinear Dynamics & Econometrics, vol. , no. , 2021, pp. 20200027. doi.org/10.1515/snde-2020-0027.
• Paccagnini A et al (2021), ‘Forecasting: Theory and practice’, International Journal of Forecasting, forthcoming.

Multi-Country Models and Methods program

• García-León D, Casanueva A, Standardi G. et al (2021) ‘Current and projected regional economic impacts of heatwaves in Europe’. Nat Commun 12, 5807, doi.org/10.1038/s41467-021-26050-z.
• Magnusson L, Paranavithana H, Tyers R and Schiffmann F (2021) ‘Monetary policy regimes: a global assessment’, The World Economy, forthcoming.
• Magnusson L, Paranavithana H and Tyers R (2021) ‘Assessing monetary policy targeting regimes for small open economies’, Asian Economic Journal, doi.org/10.1111/asej.12251.
• McKibbin WJ and Triggs AJ (2021) ‘Global implications of a US-led currency war, The World Economy. doi 10.1111/twec.13112

Open Economy Macroeconomics program

• Comunale M and Mongelli FP (2021) ‘Tracking growth in the euro area subject to a dimensionality problem’, Applied Economics, forthcoming.
• Görtz C, Gunn C, Lubik TA (2021) ‘Is there news in inventories?’, Journal of Monetary Economics, forthcoming.
• Görtz C, Tsoukalas JD, Zanetti F (2021) ‘News shocks under financial frictions’, American Economic Journal: Macroeconomics, forthcoming (CAMA WP 94/2020).
• Ilori AE, Paez-Farrell J, and Thoenissen C (2021) ‘Fiscal policy shocks and international spillovers’, European Economic Review, forthcoming (CAMA WP 95/2020).
• Kameda T, Nambda R, and Tsuruga T (2021) ‘Decomposing local fiscal multipliers: Evidence from Japan’, Japan and the World Economy, forthcoming.
• Kano T (2021) ‘Exchange rates and fundamentals: a general equilibrium exploration’, Journal of Money, Credit, and Banking 53, 95-117. doi.org/10.1111/jmcb.12698 (CAMA WP 62/2013).
• Kato R, Okuda T, and Tsuruga T (2021) ‘Sectoral inflation persistence, market concentration, and imperfect common knowledge’, Journal of Economic Behavior & Organization, Volume 192, 2021, Pages 500-517, ISSN 0167-2681, doi.org/10.1016/j.jebo.2021.10.026.
• Kato R and Tsuruga T (2021) ‘Pecuniary externalities, bank overleverage, and macroeconomic fragility’, International Journal of Economic Theory. doi.org/10.1111/ijet.12325.
• Kollmann R (2021) ‘The real exchange rate and household consumption heterogeneity: Testing Kocherlakota and Pistaferri’s (2007) model’, Economic Letters, forthcoming.
• Kollmann R (2021) ‘Liquidity traps in a world economy’, Journal of Economic Dynamics & Control, forthcoming (CAMA WP 05/2021).
• Kollmann R (2021) ‘Liquidity traps in a monetary union’, Oxford Economic Papers, forthcoming (CAMA WP 75/2020).
• Kollmann R, Lubik T and Roeger W (2021) ‘Secular stagnation, low interest rates and low inflation: Causes and implications for policy’, Journal of Economic Dynamics & Control, forthcoming.

Book and book chapter

Commodities and the Macroeconomy program

• Koh WC (2021).’ Natural resources and economic development’. In S. Tsani and I. Overland (eds.) Handbook of Sustainable Politics and Economics of Natural Resources. United Kingdom: Edward Elgar Publishing, 15-29.

COVID-19 and the Macroeconomy program

• Koh WC (2021). ‘Policy priorities for post-COVID-19 economic recovery in the Mekong region’. In K. Ngoun and K. Chheng (eds.) Post-COVID-19 Economic Recovery in the Mekong Region. Phnom Penh: Asian Vision Institute, 16-27.

Finance and the Macroeconomy program

• Kavuri AS and Milne A (2021), ‘How technology is supporting working capital finance’, in Palgrave MacMillan Handbook of Technological Finance edited by Raghavendra (Raghu) Rau, Robert Wardrop, Luigi Zingales. Palgrave Macmillan UK.
• Chen D, Kavuri AS and Milne A (2021), ‘Growing pains: the changing regulation of alternative lending platforms’, in Palgrave MacMillan Handbook of Technological Finance edited by Raghavendra (Raghu) Rau, Robert Wardrop, Luigi Zingales. Palgrave Macmillan UK.
• Kavuri AS and Milne A (2021), ‘Trading and Regulation of Cryptocurrencies, Stablecoins and other Cryptoassets’, in The Routledge Handbook of Fintech edited by K. Thomas Liaw. Routledge, UK.

Growth, Demographics and Productivity program

• Leigh A (2021) What’s the worst that could happen? Existential risk and extreme politics, MIT Press.

2020

Behavioural Macroeconomics and Complexity program

• Di Guilmi C, Gallegati M, Landini S and Stiglitz JE (2020) ‘An analytical solution for network models with heterogeneous and interacting agents’, forthcoming in the Journal of Economic Behavior and Organization.
• Galimberti JK (2020) ‘Forecasting GDP Growth from Outer Space’. Oxf Bull Econ Stat, 82: 697-722. doi:10.1111/obes.12361.
• Lojak B and Proano CR (2020) ‘Animal spirits, risk premier and monetary policy at the zero lower bound’, Journal of Economic Behaviour and Organisation, 171, 221-233.
• McDonald IM (2020) ‘A Keynesian model of aggregate demand in the long-run’, Metroeconomica, forthcoming.
• Proano C (2021) ‘On the macroeconomic and social impact of the coronavirus pandemic in Latin America and the developing world’, Intereconomics, volume 55, 2020, number 3, pp 159-162.

Climate Change and Energy program

• Best R, Burke PJ, and Jotzo F (2020) ‘Carbon pricing efficacy: Cross-country evidence’. Environmental and Resource Economics 77(1), 69–94.
• Best R and Burke PJ (2020) Energy mix persistence and the effect of carbon pricing. Australian Journal of Agricultural and Resource Economics 64(3), 555–574.
• Couharde C, Damette O, Generoso R and Mohaddes K (2020) ‘The growth effects of El Niño and La Niña: Local weather conditions matter’,Energy Research & Social Science 72, pp. 101892/1–17.
• Janda K and Kourilek J, ‘Residual shape risk on natural gas market with mixed jump diffusion price dynamics.’ Energy Economics, January 2020, vol. 85, article 104465, doi.org/10.1016/j.eneco.2019.07.025.
• Liu WMcKibbin WJMorris ACWilcoxen PJ (2020) ‘Global economic and environmental outcomes of the Paris Agreement’, Energy Economics, Volume 90, August 2020, 104838, doi.org/10.1016/j.eneco.2020.104838.
• McKibbin WJMorris ACWilcoxen PJ , and Panton AJ (2020) ‘Climate change and monetary policy: issues for policy design and modelling’, Oxford Review of Economic Policy, Volume 36, Number 3, 2020, pp. 579–603.
• Perdana S and Tyers R (2020) ‘Global climate change mitigation: strategic incentives’, The Energy Journal, Volume 41, No 3: 183-206.

Commodities and the Macroeconomy program

• Bardhan R, Darby S, Debnath R, Mohaddes K, and Sunikka-Blank M (2020) ‘Grounded reality meets machine learning: A deep-narrative analysis framework for energy policy research’, Energy Research & Social Science, 69, pp. 101704/1-14.
• Chaudhuri K, Jibril H and Mohaddes K (2020) ‘Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?’, Energy Policy 137, pp. 1–15.
• Majumder MK, Raghavan M and Vespignani J (2020) ‘Oil curse, economic growth and trade openness’, forthcoming on Energy Economics.
• Mohaddes K and Williams RJ (2020) ‘The adaptive investment effect: Evidence from Chinese provinces’, Economics Letters 193, pp. 109332/1-4.
• Raghavan M (2020) ‘An analysis of the global oil market using SVARMA models’, Energy Economics, 104633.

COVID-19 and the Macroeconomy program

• Bruno V, Buonomo C, Buonomo OC, Caspi J, Chiaravalloti A, Gualtieri P, Materazzi M, Palombi L, Pellicciaro M, Piccione E, Pistolese CA, Oldani C (2020) ‘Lockdown of Breast Cancer Screening for COVID-19: Possible Scenario’, In Vivo, September-October 2020 vol. 34 no. 5 3047-3053.
• Cho S-W, ‘Quantifying the impact of nonpharmaceutical interventions during the COVID-19 outbreak: The case of Sweden’, The Econometrics Journal, Volume 23, Issue 3, September 2020, Pages 323–344, doi 10.1093/ectj/utaa025.
• Maffettone P and Oldani C (2020), ‘COVID-19: A make or break moment for global policy making’, Global Policy Journal, ISSN: 1758-5899, doi: 10.1111/1758-5899.12860.
• McKibbin W and Fernando R (2020) ‘The economic impact of COVID-19’ in Baldwin R. and B. Weber Di Mauro, Economics in the Time of COVID-19 , CEPR Vox-EU. London
• McKibbin W and Fernando R (2020) ‘The global macroeconomic impacts of COVID-19: Seven scenarios’ COVID Economics: Vetted and Real Time papers, vol 10. Centre for Economic Policy Research, London. Pp 116-156.

Finance and the Macroeconomy program

• Arin K, Braunfels E and Doppelhoffer P (2020) ‘Revisiting the growth effects of fiscal policy: A Bayesian model averaging approach’, forthcoming in Journal of Macroeconomics.
• Bui C, Scheule H, Wu E (2020) ‘A cautionary tale of two extremes: The provision of government liquidity support in the banking sector’, Journal of Financial Stability, forthcoming.
• Corbett J and Xu Y (2020) ‘What a network measure can tell us about financial interconnectedness and output volatility’ Journal of the Japanese and International Economies, Volume 58, December 2020, 101105.
• Coccorese P and Shaffer S (2020) ‘Cooperative banks and local economic growth’, forthcoming in Regional Studies (CAMA WP 11 /2018).
• Delis M, Kim S, Politsidis P, Wu E (2020) ‘Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?’ Journal of Banking & Finance, In Press.
• Ding C, Kavuri AS and Milne A (2020) ’ PS14 Lessons from the rise and fall of Chinese peer-to-peer lending’, Journal of Banking Regulation (2020): 1-11.
• Du Plessis S, Reid M and Siklos P (2020) ‘What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting, Economic Systems, forthcoming.
• Dungey M, Marius M, and Treepongkaruna S, 2020, ‘Examining stress in Asian currencies: A perspective offered by high frequency financial market data,’ Journal of International Financial Markets, Institutions & Money, 67. doi: 10.1016/j.intfin.2020.101200.
• Dungey M, Fry-McKibbin RA and Volkov V (2020), ‘Transmission of a resource boom: The case of Australia’, Oxford Bulletin of Economics and Statistics, 82(3), 503-525.
• Fantini G and Oldani C (2020) ‘The use of swaps by local administrations: the case of Italian regions, 2007-2014’, Journal of Public Budgeting, Accounting and Financial Management, ISSN: 1096-3367, doi: 10.1108/JPBAFM-12-2019-0184.
• Filardo A and Siklos P (2020) ‘The cross-border credit channel: Implications for the effectiveness of unconventional monetary policies’, Journal of International Financial Markets, Institutions & Money 67 (July), 101206.
• Greenwood-Nimmo M, Nguyen V, Wu E (2020) ‘On the international spillover effects of country-specific financial sector bailouts and sovereign risk shocks’. Economic Record, In Press.
• Hajargasht G, Nguyen J and Valadkhani A (2020) ‘The choice between renewables and non-renewables: Evidence from electricity generation in 29 countries’, Energy Journal, 42(6), Accepted 18 October 2020.
• Hara N, Miyao R and Okimoto T (2020) ‘The effects of asset purchases and normalization of US monetary policy’, Econ Inq. doi:10.1111/ecin.12883.
• Kang W, Ratti R and Vespignani J (2021) ‘Global commodity prices and global stock market volatility shocks: Effects across countries’, Journal of Asia Economics, Volume 71, December 2020, 101249.
• Nguyen J and Valadkhani A (2020) ‘Dynamic responses of tourism arrivals in Australia to daily currency fluctuations’, Journal of Hospitality and Tourism Management, 45, 71-78.
• Okimoto T and Takaoka S (2020) ‘No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan’, Journal of International Financial Markets, Institutions and Money, Volume 64, January 2020, 101143.
• Ongsakul V, Treepongkaruna S, Jiraporn P, and Uyar A, 2020, ‘Do firms adjust corporate governance in response to economic policy uncertainty? Evidence from board size,’ Finance Research Letters. doi: 10.1016/j.frl.2020.101613
• Rahman A, Shi S and Wang B (2020) ‘Australian housing market booms: Fundamentals or speculation?’, Economic Record, 96:381-401.
• Reid M, Bergman Z, Plessis DS, Bergman MM and Siklos P (2020) ‘Inflation and Monetary Policy: What South African Newspapers Report in an Era of Policy Transparency’, Journal of Economic Issues, 54:3, 732-754, DOI: 10.1080/00213624.2020.1787045 (CAMA WP 48/2019).
• Richardson A, Mulder TVF, Vehbi T (2020) ‘Nowcasting New Zealand GDP using machine learning algorithms’, International Journal of Forecasting, forthcoming (CAMA WP 47/2018).
• Pontines V (2020) ‘The real effects of loan-to-value limits: Empirical evidence from Korea’, Empirical Economics, forthcoming (CAMA WP 02/2020).
• Pontines V (2020) ‘A Provincial view of consumption risk sharing in Korea: Asset classes as shock absorbers’, Journal of the Japanese and International Economies, forthcoming (CAMA WP 23/2019).
• Putz A, Siklos P and Sulewskli C (2020) ‘Networks and trade costs in commodity markets’, European Review of Economic History, forthcoming.
• Shaffer S and Spierdijk L (2020) ‘Measuring multi-product banks’ market power using the Lerner index,’ Journal of Banking and Finance, forthcoming.
• Siklos P (2020) ‘Inflation Dynamics: Expectations, Structural Breaks and Global Factors’, Review of Economic Analysis 12: 203-223.
• Siklos P (2020) ‘Real and financial factors, commodity prices, and monetary policy: International evidence’, Economic Systems, forthcoming.
• Siklos P, Stefan M and Wellenreuther C (2020) ‘Metal prices made in China? A network analysis of industrial metal futures’, Journal of Futures Markets, forthcoming.

Globalisation and Trade program

• Vines D and Wills S (2020) ‘The rebuilding macroeconomic theory project part II: multiple equilibria, toy models, and policy models in a new macroeconomic paradigm’, Oxford Review of Economic Policy, Volume 36, Issue 3, Autumn 2020, Pages 427–497.

Growth, Demographics and Productivity program

• Alpaslan B and Eker EE (2020). ‘The role of social capital in environmental protection efforts: Evidence from Turkey’. Journal of Applied Statistics, available online.
• Alpaslan B Lim K Y and Song Y (2020). ‘Growth and welfare in mixed health system financing with physician dual practice in a developing economy: A case of Indonesia’, International Journal of Health Economics and Management, available online.
• Alpaslan B and Yildirim J (2020). ‘The missing link: Are individuals with more social capital in better health? Evidence from India’. Social Indicators Research (online first).
• Clark G, Leigh A and Pottenger M (2020), ‘Immobile Australia: Surnames show strong status persistence, 1870–2017’ Explorations in Economic History, vol 76, article 101327.
• Han J-S and Lee J-W, ‘Demographic change, human capital, and economic growth in Korea’, Japan & The World Economy 53 (2020) 100984. doi.org/10.1016/j.japwor.2019.100984.
• Kwak DW and Lee J-W(2020), ‘Aging Labor, ICT Capital and Productivity in Japan and Korea,’ Journal of Japanese and International Economies. 58, December 2020.
• Lee J-W, ‘Convergence success and the middle income trap,’ The Developing Economies, 58(1), March 2020.
• Yakita A, ‘Economic development and long-term care provision by families, markets and the state.’ Journal of the Economics of Aging 15 (2020) 100210.
• Yakita A, ‘Fertility decisions of families in an intergenerational exchange model’. Review of Development Economics 24(4), 2020, 1447-1462.

Macroeconomic Policy Frameworks program

• Asako Y, Funki Y, Ueda K, and Uto N (2020), ‘(A)symmetric information bubbles: Experimental evidence’, Journal of Economic Dynamics and Control, 110, 103744.
• Coibion O, Gorodnichenko Y, Kumar S, and Pedemonte M (2020) ‘Inflation expectations a policy tool?,’ Journal of International Economics. Vol. 124.
• Eo Y and Lie D (2020) ‘Average inflation targeting and interest-rate smoothing’, forthcoming on Economic Letters.
• Friesl M, Libich J and Stehlík P (2020), ‘Fixing Ice Hockey’s Low-scoring Flip Side? Just Flip the Sides’, Annals of Operations Research, 292(1), 27-45.
• Froyen RT and Guender AV (2020), ‘A re-evaluation of the choice of an inflation target in the wake of the global financial crisis,’ forthcoming in New Zealand Economic Papers.
• Fujiwara I and Waki Y (2020) ‘Fiscal forward guidance: A case for selective transparency’, Journal of Monetary Economics Volume 116, December 2020, Pages 236-248.
• Katagiri M, Konishi H, and Ueda K (2020), ‘Aging and deflation from a fiscal perspective,’ Journal of Monetary Economics, 111, 1-15.
• Kumar S (2020) ‘Firms’ asset holdings and inflation expectations.’ Journal of Economic Behavior & Organisation. Vol. 170, pp.193-205.
• Libich J (2020), ‘Can Money Turn Bad News into Good News?’, World Economics, 21(2), pp165-181.
• Pizzinelli C, Theodoris K and Zanetti F (2020) ‘State dependence in labor market fluctuations’. International Economic Review, vol. 61(3), pages 1027-1072.
• Ueda K (2020), ‘Dynamic cost of living index for storable goods’, Economics Letters, 189, 109013.
• Hall VB and McDermott CJ (2020) ‘The business cycle and monetary policy: what changed after the GFC?’ New Zealand Economic Papers, 54(3), 312-324.

Macroeconomic Theory program

• Dai W, Weder M and Zhang B (2020) ‘Animal spirits, financial markets and aggregate instability’, Journal of Money, Credit and Banking 52, 2053-2083.
• Gomes A and Maldonado W (2020) ‘Mergers and acquisitions with conditional and unconditional offers’, International Journal of Game Theory doi: 10.1007/s00182-020-00720-6.
• Maldonado WL, Egozcue JJ and Pawlowsky-Glahn V (2020) ‘No-arbitrage matrices of exchange rates: Some characterizations’, International Journal of Economic Theory. DOI: 10.1111/ijet.12249.
• Miranda-Pinto J (2020) ’ Production network structure, service share, and aggregate volatility’, Review of Economic Dynamics. DOI: 10.1016/j.red.2020.07.001.

Model Uncertainty and Macro-Econometrics program

• Anderson HM, Koo B, Seo MH, Yao W (2020) ‘High-dimensional predictive regression in the presence of cointegration’, Journal of Econometrics, Volume 2019, Issue 2, December 2020, Pages 456-477.
• Berger TMorley J and Wong B (2020) ‘Nowcasting the output gap’, forthcoming on Journal of Econometrics (CAMA WP 78/2020).
• Colombo V and Paccagnini A (2020) ‘Does the credit supply shock have asymmetric effects on macroeconomic variables?’ forthcoming on Economic Letters.
• Frazier DF and Koo B (2020) ‘Indirect inference for locally stationary models’, Journal of Econometrics. DOI: 10.1016/j.jeconom.2020.08.004.
• Kamber G and Wong B (2020) ‘Global factors and trend inflation’, Journal of International Economics, vol.122(C), 103265 (CAMA WP 62/2019).
• Kapetanios G, Price S, Tasiou M, Ventouri A (2020) ‘State-level wage Phillips curves’, Econometrics and Statistics, ISSN 2452-3062, DOI: 10.1016/j.ecosta.2020.03.005 (CAMA WP 08/2020).
• Kapetanios G, Millard S, Petrova K, Price S (2020) ‘Time-varying cointegration with an application to the UK Great Ratios’, Economics Letters, Volume 193, 2020, 109213, ISSN 0165-1765, DOI: 10.1016/j.econlet.2020.109213 (CAMA WP 53/2018).
• Koo B, Linton O, Vecchia DL (2020) ‘Estimation of a nonparametric model for bond prices from cross-section and time series information’, Journal of Econometrics. DOI: 10.1016/j.jeconom.2020.04.014.
• Lütkepohl H and Woźniak T (2020) ‘Bayesian inference for structural vector autoregressions identified by Markov-Switching heteroskedasticity’, Journal of Economic Dynamics and Control, Vol. 113.
• Mertens E and Nason J, ‘Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility,’ Quantitative Economics, forthcoming (May 2020).
• Nason J and Smith GW, ‘Measuring the slowly evolving trend in US inflation with professional forecasts,’ Journal of Applied Econometrics, forthcoming (April 2020).

Multi-Country Models and Methods program

• Azwar Y and Tyers R (2020) ‘Indonesian macroeconomic policy through two crises’, Journal of the Southeast Asian Economies, forthcoming.
• Tyers R and Zhou Y (2020) ‘The US-China trade dispute: a macro perspective’, Singapore Economic Review, forthcoming.

Book and book chapter

Commodities and the Macroeconomy program

• Chudik A and Pesaran MH and Mohaddes K (2020) ‘Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR’, in Tong Li, M. Hashem Pesaran, and Dek Terrell (eds.), Advances in Econometrics (Volume 41): Essays in Honor of Cheng Hsiao, pp. 143–189. Emerald Publishing.

Finance and the Macroeconomy program

• Maffettone P and Oldani C (2020). ‘United in Action’ in G-20 The Riyadh Summit ed. John J. Kirton. GT Media, London.

Growth, Demographics and Productivity program

• Akdemir T, Alpaslan B, and Kiral H (2020). ‘Revisiting conditional cash transfers: General overview and its implementation in Turkey’. In Kiral H, Akdemir T (eds) Public financial management reforms in Turkey: Progress and challenges, Volume 1. Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application, Springer, Singapore. • Leigh A and Terrell A (2020). ‘Reconnected: A community Builder’s Handbook’. La Trobe University Press.

Macroeconomic Policy Frameworks program

• Makin A (2020) ‘The China-US trade imbalance: Evaluating remedial macroeconomic measures’ in Lau, E., Simonetti, B., Trinugroho, I., Tan, L.M. (Eds.) Economics and Finance Readings, Springer, Singapore.

Model Uncertainty and Macro-Econometrics program

• Sinclair T (2020) ‘Continuities and discontinuities in economic forecasting’, Futures past. Economic Forecasting in 20th and 21st Century. Bern, Switzerland.

2019

Behavioural Macroeconomics and Complexity program

• Cohen SN, Henckel TMenzies GD, Muhle-Karbe J, Zizzo DJ, 2019, ‘Switching cost models as hypothesis tests’. Economics Letters (forthcoming). (CAMA WP 40/2018).
• Henckel TMenzies G, Moffatt P and Zizzo D, 2019, ‘Three Dimensions of Central Bank Credibility and Inferential Expectations: The Euro Zone’. Journal of Macroeconomics (forthcoming).
• McDonald IM, 2019, ‘The economics of ageing-what do you face?’, Australian Economic Review, 52, 4, 496-506.
• McDonald IM, 2019, ‘John Maynard Keynes, Joan Robinson and the prospect theory approach to money wage determination’, Metroeconomica, 70, 1, 45-67.

Climate Change and Energy program

• Al Irsyad MI, Halog A, Nepal R, 2019, ‘Estimating the impacts of financing support policies towards photovoltaic market in Indonesia: A social-energy-economy-environment model simulation’, Journal of Environmental Management, 230 pp. 464-473. ISSN 0301-4797 (CAMA WP 02/2019).
• Al Irsyad MI, Nepal R, Nepal SK, 2019, ‘Tourist arrivals, energy consumption and pollutant emissions in a developing economy-implications for sustainable tourism’, Tourism Management, 72 pp. 145-154. ISSN 0261-5177 (CAMA WP 03/2019).
• Best R, Burke P and Jotzo F, 2019, ‘Closures of coal‐fired power stations in Australia: Local unemployment effects’, Australian Journal of Agricultural and Resource Economics 62(1), 142–165.
• Burke P, Liao H and Teng M, 2019, ‘The demand for coal among China’s rural households: Estimates of price and income elasticities’, Energy Economics 80, 928–936.
• Burke PJ and Siyaranamual MD, 2019, ‘No one left behind in Indonesia?’ Bulletin of Indonesian Economic Studies 55(3), 269–293. https://www.tandfonline.com/doi/full/10.1080/00074918.2019.1690410.
• Gregory KB and Lang PA, 2019, ‘Economic impact of energy comsumption change caused by global warming’. Energies 2019, 12(18), 3575.
• Halog A, Indra M and Nepal R, 2019, ‘Renewable Energy Projections for Climate Change Mitigation: An Analysis of Uncertainty and Errors’, Renewable Energy, Vol. 130, pp. 536-546, 2019 (CAMA WP 74/2017).
• Janda K and Kristoufek L, 2019, ‘The Relationship between Fuel and Food Prices: Methods and Outcomes’. Annual Review of Resource Economics 2019, vol. 11, pp. 195-216.
• Nepal R and Paija N, 2019, ‘Energy security, electricity, population and economic growth: the case of a developing South Asian resource-rich economy’, Energy Policy, 132, (September) pp. 771-781. ISSN 0301-4215.
• Nepal R and Paija N, 2019, ‘A Multivariate Time Series Analysis of Energy Consumption, Real output and Pollutant Emissions in a Developing Economy: New Evidence from Nepal’, Economic Modelling, https://doi.org/10.1016/j.econmod.2018.05.023.
• Nguyen J and Valadkhani A, 2019, ‘Long-run effects of disaggregated renewable and non-renewable energy consumption on real output’, Applied Energy. Accepted 27 August 2019.
• Nguyen J, Smyth R and Valadkhani A, 2019, ‘Effects of primary energy consumption on CO2 emissions under optimal thresholds: Evidence from sixty countries over the last half century’, Energy Economics, 80, 680-690.
• Perdana S and Tyers R, 2019, ‘Global climate change mitigation: strategic incentives’, The Energy Journal, forthcoming (CAMA WP 10/2018).

Commodities and the Macroeconomy program

• Jarrett U, Mohaddes K and Mohtadi H, 2019, ‘Oil Price Volatility, Financial Institutions and Economic Growth’, Energy Policy 126, pp. 131–144.
• Nguyen BH and Tatsuyoshi O, 2019, ‘Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity’. Energy Economics 80, 86-99.

Finance and the Macroeconomy program

• Arin K, Caporale GM, Kyriacou K and Spagnolo N (2019) ‘Financial Integration in the GCC Region: Market Size versus National Effects’ forthcoming in Open Economies Review.
• Arin K, Fees E, Kuhlenkasper T and Reich O (2019) ‘Negotiating with terrorists: Costs of compliance’ Southern Economic Journal, 2019, 86(1), 305-317.
• Abeln B, Jacobs JPAM and Ouwehand P, 2019, CAMPLET: ‘Seasonal adjustment without revisions’. Journal of Business Cycle Research (forthcoming). doi.org/10.1007/s41549-018-0031-3.
• Anbarci N, Arin KP and Zenker C, 2019, ‘Tennis serve data may elude some as serves get too fast’, Econ Journal Watch, vol. 16(1), pages 124“-29-1, March.
• Bjørnland HC, Thorsrud LA and Torvik R, 2019. “Dutch disease dynamics reconsidered,” European Economic Review, Elsevier, vol. 119(C), pages 411-433. (CAMA WP 55/2019).
• Boschi M and d’Addona S, 2019, The stability of tax elasticities over the business cycle in European countries, Fiscal Studies, 10.1111/1475-5890.12184, (forthcoming).
• Bowden M, Nguyen J and Valadkhani A, 2019, ‘Pathways to reduce CO2 emissions as countries proceed through stages of economic development’, Energy Policy (forthcoming).
• Brooks R, Padungsaksawasdi C, Treepongkaruna S, 2019, ‘Investor attention and stock market activities: New evidence from Panel Data’, International Journal of Financial Studies, accepted 10 June 2019.
• Chiew D, Qiu J, Shi C, Treepongkaruna S and Yang J, 2019, ‘The predictive ability of the expected utility-entropy based fund rating approach: A comparison investigation with Morningstar ratings in US’, PLOS One, accepted 11 April 2019.
• Clare A, Seaton J, Smith PN and Thomas S, 2019, ‘Can Sustainable Withdrawal Rates be Enhanced by Trend Following?’, International Journal of Finance and Economics, forthcoming.
• Dungey M, Hurn S, Shi S and Volkov V, 2019, ‘Information flow in times of crisis: The case of the European banking and sovereign sectors’, Econometrics (Special Issue Celebrated Econometricians: Peter Phillips), 2019, 7(1), 5; doi:10.3390/econometrics7010005
• Goldewijk GMK, Jacobs JPAM, Jongman WM, 2019, ‘Health and Wealth in the Roman Empire’. Economics and Human Biology (forthcoming). doi.org/10.1016/j.ehb.2019.01.005.
• Greenwood-Nimmo MJ, Huang J and Nguyen VH, 2019, ‘Financial sector bailouts, sovereign bailouts, and the transfer of credit risk’, Journal of Financial Markets (forthcoming).
• Hajargasht G, Nguyen J and Valadkhani A, 2019, ‘Incorporating daily market uncertainty data into a conventional short-run dynamic model: The case of the black-market exchange rate in Iran’, Applied Economics (forthcoming).
• Hajargasht G, Rao DSP and Valadkhani A, 2019, ‘Reliability of basic heading PPPs’, Economics Letters (forthcoming).
• Hindrayanto I, Jacobs JPAM, Osborn DR and Tian J, 2019, ‘Trend-cycle-seasonal interactions: identification and estimation’. Macroeconomic Dynamics (forthcoming). doi: 10.1017/S1365100517001092.
• Hurn S, Phillips PCB, and Shi S, 2019, ‘Causal change detection in possibly integrated systems: Revisiting the money-income relationship’, Journal of Financial Econometrics (forthcoming).
• Hurn S, Phillips PCB, and Shi S, 2019, ‘Change detection and the causal impact of the yield curve’, Journal of Time Series Analysis, 2018, 39(6): 966-987. Online Supplement.
• Jacobs JPAM, Haan L and Panjer N, 2019, Is fiscal policy in the euro area Ricardian? Empirica. doi/org/10.1007/s10663-019-09431-y.
• Jiraporn P, Jumreornvong S, Prommin P and Treepongkaruna S, 2019, ‘The effects of ownership concentration and corporate governance on corporate risk-taking: The case of Thailand’, Accounting Research Journal, accepted 22 April 2019.
• Kang W, Perez de Gracia F, Ratti RA, 2019, ‘The asymmetric response of gasoline prices to oil price shocks and policy uncertainty’, Energy Economics 77, 66-79.
• Kyaw K, Nygaard M F, Stensås A, Treepongkaruna S, 2019, ‘Can Bitcoin be a diversifier, hedge or safe haven tool?’, Cogent Economics & Finance, Accepted manuscript (8 March 2019), 1593072. https://doi.org/10.1080/23322039.2019.1593072.
• Laurent S and Shi S, 2019, ‘Volatility estimation and jump detection for drift-diffusion processes’, Journal of Econometrics (fortcoming).
• Lim A, Lan Y and Treepongkaruna S, 2019, ‘Asset pricing and energy consumption risk’, Accounting and Finance, accepted 19 May 2019.
• Nguyen J, Smyth R and Valadkhani A, 2019, ‘Effects of primary energy consumption on CO2 emissions under optimal thresholds: Evidence from sixty countries over the last half century’, Energy Economics, 80, 680-690.
• O’Brien, Nguyen J and Valadkhani A, 2019, ‘Asymmetric responses of house prices to changes in the mortgage interest rate: Evidence from the Australian capital cities’, Applied Economics (forthcoming).
• Okimoto T, 2019, ‘Trend Inflation and Monetary Policy Regimes in Japan’. Journal of International Money and Finance 92, 137-152.
• Oldani C, 2019, ‘On the perils of structured loans financing in France and Italy’, Global Policy, vol. 10, ISSN: 1758-5899, doi: 10.1111/1758-5899.12686.
• Phillips PCB and Shi S, 2019, ‘Detecting financial collapse and ballooning sovereign risk’, Oxford Bulletin of Economics and Statistics (forthcoming).
• Pontines V and Siregar RY, 2019, ‘Non-core liabilities and interest rate pass-through: bank-level evidence from Indonesia’, Applied Economics, Vol. 51, Issue No. 25 (CAMA WP 78/2017).
• Ratti RA and Vespignani J, 2019, ‘What drives global Policy/official interest rate?’, Applied Economics 51, 5185-5190, 2019.
• Ratti RA and Vespignani J, 2019, ‘Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies’, Applied Economics (forthcoming).
• Ravazzolo F and Vespignani J, 2019, ‘World Steel Production: a new indicator of monthly real economic activity’, Canadian Journal of Economics (forthcoming).

Growth, Demographics and Productivity program

• Breunig R and Majeed O, 2019, ‘Inequality, poverty and economic growth’, International Economics. doi.org/10.1016/j.inteco.2019.11.005 (CAMA WP 43/2016)
• Hong k, Hosoe M, Ju B-G and Yakita A, eds, ‘Contemporary issues in applied economics: Ten years of international academic exchanges between JAAE and KAAE’, Springer nature, Switzerland, 2019.
• Mayhew K and Wills S, ‘Inequality: an assessment’, Oxford Review of Economic Policy, Volume 35, Issue 3, Autumn 2019, Pages 351–367, https://doi.org/10.1093/oxrep/grz009.
• McGregor T, Smith B, Wills S, ‘Measuring inequality, Oxford Review of Economic Policy’, Volume 35, Issue 3, Autumn 2019, Pages 368–395, https://doi.org/10.1093/oxrep/grz015.
• Yakita A (2019) ‘Optimal long-term care policy in an intergenerational exchange setting’. Research in Economics 73, 321-328.

Macroeconomic Policy Frameworks program

• Debortoli D, Kim J, Lindé J and Nunes R, 2019, ‘Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?’, The Economic Journal, Volume 129, Issue 621, July 2019, Pages 2010–2038, https://doi.org/10.1111/ecoj.12630.
• Eo Y and Lie D, 2019, ‘The Role of Inflation Target Adjustment in Stabilization Policy’, Journal of Money, Credit and Banking (forthcoming).
• Gunarsa S, Makin A and Rohde N, 2019, ‘Public Debt in Asia: a Help or Hindrance to Growth?’ Applied Economics Letters (forthcoming).
• Hall VB and McDermott CJ (2019), ‘Changes in New Zealand’s Business Insolvency Rates after the GFC’, New Zealand Economic Papers, published online 18 December 2019, https://doi.org/10.1080/00779954.2019.1703792.
• Janku J, Libich J, ‘Ignorance isn’t bliss: Uninformed voters drive budget cycles.’ Journal of Public Economics (forthcoming). (CAMA WP 2/2018).
• Kawamura K, Kobashi Y, Shizume M and Ueda K, ‘Strategic Central Bank Communication: Discourse Analysis of the Bank of Japan’s Monthly Report,’ Journal of Economic Dynamics and Control, 100, 230-250, 2019.
• Kim J and Ruge‐Murcia F, 2019, “Extreme events and optimal monetary policy’. International Economic Review, 60: 939-963. doi:10.1111/iere.12372.
• Libich J, 2019, ‘Unpleasant Monetarist Arithmetic: Macroprudential Edition’, Economic Record (forthcoming).
• Makin A, 2019, ‘Lessons for Macroeconomic Policy from the Global Financial Crisis’, Economic Analysis and Policy (forthcoming).
• Makin A, Pearce J and Ratnasiri S, 2019, ‘The Optimal Size of Government in Australia’ Economic Analysis and Policy 62, 27-36.
• Miranda‐Pinto J and Shen Y, 2019, ‘A Granular View of the Australian Business Cycle’. Econ Rec. doi:10.1111/1475-4932.12495.
• Oikawa K and Ueda K, ‘Short- and Long-Run Tradeoff of Monetary Easing’, Journal of the Japanese and International Economies, 52, 189-200, 2019.
• Ueda K, Watanabe K, and Watanabe T, ‘Product turnover and the cost of living index: Quality vs. fashion effects’, American Economic Journal: Macroeconomics, 11(2), 310-347, 2019.

Macroeconomic Theory program

• Miranda-Pinto J and Young ER, 2019, ‘Comparing dynamic multisector models’, Economics Letters, Volume 181, 2019, Pages 28-32.

Model Uncertainty and Macro-Econometrics program

• Albonico A, Paccagnini A and Tirelli P, 2019, ‘Limited Asset Market Participation and the Euro Area Crisis. An Empirical DSGE Model, Economic Inquiry (forthcoming).
• Cardani R, Paccagnini A and Villa S, 2019, ‘Forecasting with instabilities: An application to DSGE models with financial frictions’, Journal of Macroeconomics (forthcoming).
• Eo Y and Kang KH, ‘The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve’, Journal of Economic Dynamics and Control, (forthcoming).
• Garratt A, Vahey SP, Zhang Y, 2019, ‘Real-time forecast combinations for the oil price’. Journal of Applied Econometrics, forthcoming (CAMA WP 38/2018).
• Mamertino M and Sinclair T, ‘Migration and online job search: A gravity model approach’, Economics Letters, Volume 181, August 2019, Pages 51-53.
• Masolo RM and Paccagnini A, ‘Identifying Noise Shocks: a VAR with Data Revisions’, Journal of Money, Credit and Banking (forthcoming).
• Morley J and Wong B, 2019, ‘Estimating and accounting for the output gap with large Bayesian vector autoregressions’, Journal of Applied Econometrics, forthcoming (CAMA WP 46/2017).
• Paccagnini A, 2019, Did financial factors matter during the Great Recession?, Economics Letters, Volume 174, January 2019, Pages 26-30.
• Sinclair T, 2019, Characteristics and implications of Chinese macroeconomic data revisions on ‘Forecasting Issues in Developing Economies’ in the International Journal of Forecasting (forthcoming).

Multi-Country Models and Methods program

• Asano A and Tyers R, 2019, ‘Japan’s oligopolies: potential economy-wide gains from structural reforms’, Economic Modelling (forthcoming).
• Fujiwara I, Kam T and Sunakawa T, 2019, ‘Sustainable international monetary policy cooperation’, Journal of Economic Dynamics and Control, Volume 106, 103721, ISSN 0165-1889, https://doi.org/10.1016/j.jedc.2019.103721.
• Lee J-W and McKibbin WJ, 2019, ‘Korean unification: Economic adjustments under German assumptions’, Asian Economic Policy Review 14, 1-20.
• Neill K, Hartley P, Tyers R and Adams P, 2019, ‘Western Australia’s domestic gas reservation policy: modelling the economic impact with a CGE approach’, The Economic Record, DOI: 10.1111/1475-4932.12459 (forthcoming).

Open Economy Macroeconomics program

• Benedict C, Crucini MJ and Landry A, 2019, ‘On what states do prices depend? Answers from Ecuador (forthcoming) (CAMA WP 51 /2016).
• Comunale M, 2019, ‘Long-run determinants and misalignments of the real effective exchange rate in the EU’, Scottish Journal of Political Economy, vol.66, issue 5, Pages 649-672. https://doi.org/10.1111/sjpe.12206.
• Crucini MJ and Landry A, 2019, ‘Accounting for real exchange rates using micro-data’, Journal of International Money and Finance, March 2019, Vol. 91, 86-100.
• Hoffmann M and Stewen I, ‘Holes in the dike: The global savings glut, U.S. house prices and the long shadow of banking deregulation„ Journal of the European Economic Association (forthcoming) (CAMA WP 06/2016).
• Jacob P, Uuskula L, ‘Deep habits and exchange rate pass-through’, Journal of Economic Dynamics and Control (forthcoming) (CAMA WP 17/2016).
• Shibata A, Shintani M and Tsuruga T, 2019, ‘Current account dynamics under information rigidity and imperfect capital mobility’, Journal of International Money and Finance, Volume 92, April 2019, Pages 153-176.
• Smith C and Thoenissen C, 2019, ‘Skilled migration and business cycle dynamics’, Journal of Economic Dynamics and Control, 109 (CAMA WP 20,2018).
• Tsuruga T and Wake S, 2019, ‘Money-financed fiscal stimulus: The effects of implementation lag’, Journal of Economic Dynamics and Control, forthcoming

Book and book chapter

Commodities and the Macroeconomy program

• Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
• El-Anshasy A, Mohaddes K, and Nugent JB, ‘Oil, Volatility and Institutions: Cross-Country Evidence from Major Oil Producers’ in Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
• Mohaddes K, Nugent JB, and Selim S, ‘Objectives, Issues, and Findings’ in Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.
• Mohaddes K, Nugent JB, and Selim S, ‘Reforming Fiscal Institutions in Resource-Rich Arab Economies: Policy Proposals’in Kamiar Mohaddes, Jeffrey B. Nugent, and Hoda Selim (eds.), Institutions and Macroeconomic Policies in Resource-Rich Arab Economies, Oxford University Press.

Finance and the Macroeconomy program

• Kose MA and Ohnsorge F, 2019, ‘A Decade After the Global Recession : Lessons and Challenges for Emerging and Developing Economies’. Washington, DC: World Bank.

Globalisation and Trade program

• Akhtaruzzaman M, 2019, ‘International Capital Flows and the Lucas Paradox - Patterns, Determinants, and Debates’, Springer. https://doi.org/10.1007/978-981-13-9069-2.

Macroeconomic Policy Frameworks program

• Froyen RT and Guender AV eds., 2019. Optimal monetary policy under uncertainty. Edward Elgar Publishing.

2018

Behavioural Macroeconomics and Complexity program

• McDonald IM, 2018, ‘Introduction’ (to “Policy Forum: Economics and populism”), Australian Economic Review, 51, 3, 396-8.
• Eugenio C and Russo A, 2018, ‘Toward a new microfounded macroeconomics in the wake of the crisis, Industrial and Corporate Change’, 27(6): 999-1014.

Climate Change and Energy program

• Abayasekara A and Burke P, 2018, ‘The price elasticity of electricity demand in the United States: A three-dimensional analysis’. The Energy Journal 39(2), 123–145.
• Best R and Burke PJ, 2018, ‘Electricity availability: A precondition for faster economic growth?’ Energy Economics 74, 321–329.
• Best R and Burke PJ, 2018, ‘Adoption of solar and wind energy: The roles of carbon pricing and aggregate policy support.’ Energy Policy 118, 404–417.
• Burke PJ and Teame A, 2018, ‘Fuel prices and road deaths in Australia.’ Economic Papers 37(2), 146–161.
• Burke PJ, 2018. ‘Metal footprint linked to economy.’ Nature Geoscience 11, 224–225.
• Burke P and Kurniawati S, 2018, ‘Electricity subsidy reform in Indonesia: Demand-side effects on electricity use’, Energy Policy 116, 410–421.
• Halawa E, Shi X, Nepal R, Sari NH, & James G, 2018, ‘The Prospect for an Australian–Asian Power Grid: A Critical Appraisal’. Energies. 11(1).
• Jamasb T, Nepal R and Sen A, 2018,’Have Model, Will Reform: Assessing the Outcomes of Electricity Reforms in Non-OECD Asia’, The Energy Journal, Vol. 39, No. 4, pp. 181-209.
• Jamasb T, Nepal R, Singh A and Toman M, 2018, ‘Electricity Cooperation in South Asia: Barriers to Cross-Border Trade’, Energy Policy, Vol. 120, September, pp. 741-728.
• Jamasb T, Nepal R and Sen A, 2018, ‘Small Systems, Big Targets: Power Sector Reforms and Renewable Energy in Small Systems’, Energy Policy, Vol. 116 (May), pp. 19-29, 2018.
• Janda K, 2018, ‘Slovak Electricity Market and the Merit Order Effect of Photovoltaics’. Energy Policy 2018, vol. 122, pp. 551-562.
• McKibbin WJMorris ACWilcoxen PJ, and Liu W, 2018, ‘The role of border carbon adjustments in a US carbon tax’, Climate Change Economics, Vol. 9, No. 1 (2018) 1840011 (41 pages).

Commodities and the Macroeconomy program

• Alawadhi A, Al-Musallam M, Burney NA, Mohaddes K, 2018, ‘The Dynamics and Determinants of Kuwait’s Long-Run Economic Growth’, Economic Modelling, Volume 71, April 2018, Pages 289-304.
• Chudik A, Pesaran MH, Mohaddes K and Raissi M, 2018, ‘Rising Public Debt to GDP Can Harm Economic Growth’, Economic Letter, Federal Reserve Bank of Dallas, 13:3, pp. 1–4
• Cross J and Nguyen BH, ‘Time varying macroeconomic effects of energy price shocks: A new measure for China’, Energy Economics, Available online 17 May 2018, ISSN 0140-9883, https://doi.org/10.1016/j.eneco.2018.05.014.
• Hoang NT and Nguyen BH, 2018, ‘Oil and Iron Ore Price Shocks: What Are the Different Economic Effects in Australia?’. Economic Record . doi:10.1111/1475-4932.12398
• Smith B and Wills S, ‘Left in the Dark: Oil and Rural Poverty’, Journal of the Association of Environmental and Resource Economists, forthcoming.
• Wills S, 2018, ‘Leave the volatility fund alone: Principles for managing oil wealth, Journal of Macroeconomics’, Volume 55, Pages 332-352, ISSN 0164-0704.

Finance and the Macroeconomy program

• Amand SSt, Lombardi D and Siklos P, ‘Monetary Policy Spillovers: A Global Empirical Perspective’, International Journal of Central Banking (forthcoming).
• Arin KP and Braunfels Elias, 2018, ‘The resource curse revisited: A Bayesian model averaging approach’, Energy Economics, Elsevier, vol. 70(C), pages 170-178.
• Athanasopoulos G and Raghavan M, ”Analysis of shock transmissions to a small open emerging economy using a SVARMA model’, Economic Modelling (In Press), https://doi.org/10.1016/j.econmod.2018.09.004.
• Beaino GC, Lombardi D, CIGI, and Siklos P, 2018, ‘The Transmission of Financial Shocks on a Global Scale: How Important Are They?’ (forthcoming).
• Bohl M, Essid B and Siklos P, ‘Short-Selling Bans and the Global Financial Crisis: Are They Inter-Connected?’, Applied Economics Quarterly (forthcoming).
• Burdekin R and Siklos P, ‘Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect’, International Review of Economics and Finance (forthcoming).
• Casavecchia L, Loudon G and Wu E, 2018, ‘What moves benchmark money market rates? Evidence from the BBSW market’, Pacific-Basin Finance Journal (forthcoming).
• Chintrakarn P, Jiraporn P, Lee SM, Treepongkaruna S, 2018, ‘Do LGBT-Supportive Corporate Policies Improve Credit Ratings? An Instrumental-Variable Analysis’, Journal of Business Ethics, DOI: 10.1007/s10551-018-4009-9.
• Chintrakarn P, Jiraporn P, Jumreornvong S, Treepongkaruna S, 2018, ‘Capital Adequacy, Deposit Insurance, and the Effect of Their Interaction on Bank Risk’, Journal of Risk and Financial Management, 11(4), 79; https://doi.org/10.3390/jrfm11040079.
• Dungey M, Khan F, Raghavan M, 2018, ‘International trade and the transmission of shocks: the case of ASEAN-4 and NIE-4 economies’, Economic Modelling, 72 pp. 109-121.
• Elkhuizen L, Hermes N, Jacobs Jan PAM and Meesters A, 2018, ‘Financial development, financial liberalization and social capital’. Applied Economics, 50, 1268-1288.
• Ewing B, Kang W, Ratti RA, 2018, The Dynamic Effects of Oil Supply Shocks on the US Stock Market Returns of Upstream Oil and Gas Companies, Energy Economics 72, 505-516.
• Hassan G and Holmes M, 2018, ‘How Do Workers’ Remittances Respond to Lending Rates?’ International Migration, online (doi: 10.1111/imig.12445)
• Hassan G, Holmes M and Valera H, 2018, ‘Does Inflation Targeting Matter for the Behavior of Inflation and Output Growth? Some Regime-based Evidence for Asian Economies’, Journal of Economic Studies, (forthcoming).
• Jing Z, Elhorst JP, Jacobs Jan PAM, and Haan J, 2018, ‘Financial turbulence: interdependence, spillovers, and direct and indirect effects’. Empirical Economics, 55, 169-192.
• Kang W, Perez de Gracia F, Ratti RA, 2018, ‘The Asymmetric Response of Gasoline Prices to Oil Price Shocks and Policy Uncertainty’, forthcoming Energy Economics.
• Kapetanios G, Price SG and Young G, 2018, ‘A UK financial conditions index using targeted data reduction: forecasting and structural identification’. Econometrics and Statistics. ISSN 2452-3062
• Kitney P, 2018, ‘Financial Factors and Monetary Policy: Determinacy and Learnability of Equilibrium’, Journal of Economic Dynamics and Control (forthcoming). • Laureys L and Meeks R, 2018, ‘Monetary and macroprudential policies under rules and discretion’, Economic Letters, Volume 170, September 2018, Pages 104-108.
• Luong TM, Pieters R, Scheule H and Wu E, 2018, ‘The Impact of Government Guarantees on Banks’ Wholesale Funding Costs and Lending Behavior: Evidence from a Natural Experiment’, Pacific-Basin Finance Journal, forthcoming.
• Lütkepohl H, Milunovich G and Yang M, ‘Inference in Partially Identified Heteroskedastic Simultaneous Equations Models’, Journal of Econometrics (fortcoming).
• Navone M, To T and Wu E, 2018, ‘Analyst coverage and the quality of corporate investment decisions’, Journal of Corporate Finance (forthcoming).
• Nguyen J, Smyth R and Valadkhani A, 2018, ‘Mortgage product diversity: responding to consumer demand or protecting lender profit? An asymmetric panel analysis’, Applied Economics. DOI: 10.1080/00036846.2018.1459038.
• Nguyen J, Smyth R and Valadkhani A, 2018, ‘Consumer electricity and gas prices across Australian capital cities: Structural breaks, effects of policy reforms and interstate differences’, Energy Economics, Vol. 72 (May 2018), pp. 365-375.
• Oldani C, 2018, ‘Global Financial Regulatory Reforms and Sovereigns’ Exemption’, Journal of Financial Regulation and Compliance, vol 26, ISSN: 1358-1988.
• Pontines V, 2018, ‘Self-selection and Treatment Effects: Revisiting the Effectiveness of Foreign Exchange Intervention’. Journal of Macroeconomics, 57, pp. 299-316.
• Siklos P, ‘Boom and Bust Cycles in Emerging Markets: How Important is the Exchange Rate?”, Journal of Macroeconomics (forthcoming).

Globalisation and Trade program

• Vines DWills S, 2018, ‘The rebuilding macroeconomic theory project: an analytical assessment’, Oxford Review of Economic Policy, Volume 34, Issue 1-2, 5 January 2018, Pages 1–42.
• Vines DWills S, 2018, ‘The financial system and the natural real interest rate: towards a ‘new benchmark theory model’’, Oxford Review of Economic Policy, Volume 34, Issue 1-2, 5 January 2018, Pages 252–268.

Growth, Demographics and Productivity program

• Alpaslan B and Ali A, 2018, ‘The Spillover Effects of Innovative Ideas on Human Capital’, Review of Development Economics, 22(1), pp. 333-360.
• Barr N, Chapman B, Dearden L and Dynarski S, 2018, ‘The US College Loans System: Reform Lessons from Australia and England’. Economics of Education Review.
• Chapman B and Doris A, 2018, ‘Modelling Higher Education Financing Reform for Ireland’, Economics of Education Review, doi: 10.1016/j.econedurev.2018.06.002.
• Chapman B, Yu C and Wang Q, 2018, ‘Repayment Burdens from Mortgage-style Student Loans and Towards an Income Contingent Loan for China”. Economics of Education Review.
• Day C, 2018,’Inverse J Effect of Economic Growth on Fertility: A Model of Gender Wages and Maternal Time Substitution, Journal of Family and Economic Issues, Springer, vol. 39(4), pages 577-587, December.
• Day C, 2018,’Australia’s Growth in Households and House Prices, Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 502-511, December.
• Day C, 2018, ‘Slowing resource extraction for export: A role for taxes in a small open economy’, International Review of Economics and Finance, vol. 56(C), pages 408-420.
• Day C, 2018, ‘Population and house prices in the United Kingdom’, Scottish Journal of Political Economy, vol. 65(2), pages 127-141, May.
• Kim S, Lee JWMcKibbin WJ, 2018, ‘Asia’s rebalancing and growth’, The World Economy, 2018; 1-23.
• Lee H and Lee JW, 2018, ‘Human capital and income inequality’, Journal of the Asia Pacific Economy, 23(4).
• Lee JW and Pyun J, ‘North Korea’s Economic Integration and Growth Potential’, Asian Economic Journal, 32(3), 2018.
• Lee JW , McKibbin W and Noland M, 2018, ‘Prospects and Economic Impacts of Korean Unification: An Introduction’. Asian Economic Journal, 32: 221-225. doi:10.1111/asej.12161.
• Lee JW, Liu W, McKibbin WJ and Song CJ, 2018, ‘Modeling the Economic Impacts of Korean Unification’. Asian Economic Journal, 32: 227-256. doi:10.1111/asej.12160
• Yakita A, 2018, ‘Fertility and education decisions and child-care policy effects in a Nash-bargaining family model’, forthcoming in Journal of Population Economics.
• Yakita A, 2018, ‘Fertility and intragenerationally efficient environmental and tax policy in a population aging economy,’ Studies in Applied Economics 11, 22-34
• Yakita A, 2018, ‘Female Labor Supply, Fertility Rebounds, and Economic Development,’ Review of Development Economics, forthcoming.
• Yakita A, 2018, ‘Parents’ strategic transfers and sibling competition in the presence of pay-as-you-go pensions’, Economics Letters 170 (2018), 63-65.

Macroeconomic Policy Frameworks program

• Bellofatto AA and Besfamille M, 2018, ‘Regional state capacity and the optimal degree of fiscal decentralization’, Journal of Public Economics (forthcoming).
• Chai A and Makin A, 2018, ‘Prioritizing Foreign Investment in APEC,’ Global Economy Journal.
• Coibion O, Gorodnichenko Y, and Kumar S, ‘How do firms form their expectations: new survey evidence’, forthcoming in American Economic Review.
• Davis S, Fujiwara I and Wang J, ‘Dealing with Time-Inconsistency: Inflation Targeting vs. Exchange Rate Targeting’, Journal of Money, Credit and Banking (forthcoming).
• Dennis RFujiwara I and Waki Y, ‘The Optimal Degree of Monetary-Discretion in a New Keynesian Model with Private Information”, Theoretical Economics (forthcoming).
• Franta M, Libich J and Stehlík P, 2018, ‘Tracking Monetary-Fiscal Interactions Across Time and Space’, International Journal of Central Banking, 14(3), 167-227.
• Froyen R and Guender A, 2018, ‘The Real Exchange Rate in Taylor Rules: an Assessment’, Economic Modelling (forthcoming).
• Guender AV, 2018, ‘Credit Prices vs. Credit Quantities as Predictors of Economic Activity in Europe: Which Tell a Better Story?’, Journal of Macroeconomics (forthcoming).
• Makin A, 2018, ‘Optimal Monetary Policy in Inflation Targeting Open Economies’, Economic Notes.
• Miranda-Pinto J, 2018, ‘A note on optimal sectoral policies in production networks’, Economic Letters, Volume 172, November 2018, Pages 152-156.
• Oikawa K and Ueda K, ‘The Optimal Inflation Rate under Schumpeterian Growth’, Journal of Monetary Economics, 100, 114-125, 2018.
• Ojima M, Shino J, and Ueda K,2018, ‘Retailer Market Concentration, Buyer-size Discounts, and Inflation Dynamics,’ Japanese Economic Review, 69(1), 101-127.
• Sudo N, Ueda K, Watanabe K, and Watanabe T,2018, ‘Working Less and Bargain Hunting More: Macro Implications of Sales during Japan’s Lost Decades,’ Journal of Money, Credit and Banking, 50(2-3), 449-478.

Macroeconomic Theory program

• Anand K and Gai P, 2018, ‘Pre-emptive sovereign debt restructuring and holdout litigation’. Oxford Economic Papers, forthcoming.
• Ahnert J, Anand K, Chapman J and Gai P, 2018, Asset encumbrance, bank funding, and fragility. Review of Financial Studies, forthcoming.
• Eusepi S and Preson B, 2018, ‘Fiscal Foundations of Inflation: Imperfect Knowledge’, American Economic Review, 108(9).
• Eusepi S and Preson B, 2018, ‘The Science of Monetary Policy: An Imperfect Knowledge Perspective’, Journal of Economic Literature, 56(1).
• Eusepi S, Giannoni M and Preson B, 2018, ‘Some Implications of Learning for Price Stability’, European Economic Review, 6.

Model Uncertainty and Macro-Econometrics

• Bhattacharya P and Thomakos DD, 2018, ‘Robust Model Ranking of Forecasting Performance’, Journal of Forecasting, forthcoming.
• Coe PJ, 2018, ‘Downward Nominal Wage Rigidity: Evidence from Canada 1901-50,’ Canadian Journal of Economics 51(3).
• Manopimoke P, ‘Thai Inflation Dynamics in a Globalized Economy’, Journal of the Asia Pacific Economy, forthcoming.

Multi-Country Models and Methods program

• Adams P, Hartley P, Neill K and Tyers R, 2018, ‘Western Australia’s domestic gas reservation policy: modelling the economic impact with a CGE approach’, The Economic Record (forthcoming).
• McKibbin W and Lee J-W, 2018, ‘Service sector productivity and economic growth in Asia’. Economic Modelling 74 (2018) 247-263.
• McKibbin W and Stoeckel A, 2018, ‘Modeling a Complex World: Improving Macro Models’, Oxford Review of Economic Policy vol. 34 nos. 1-2.
• Tyers R, 2018, ‘Automation and inequality in China’, China Economic Review (forthcoming). (CAMA WP 59/2017).

Open Economy Macroeconomics program

• Anella M and Punnoose J, ‘A prudential stable funding requirement and monetary policy in a small open economy’, Journal of Banking and Finance 94, 89-106 (CAMA WP 23/2016).
• Giovannini M, Hohberger S, Kollmann R, Ratto M, Roeger W and Vogel L, 2018, ‘Euro Area and U.S. External Adjustment: The Role of Commodity Prices and Emerging Market Shocks’, forthcoming, Journal of International Money and Finance.
• Kollmann R, 2018, ‘Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel’, forthcoming, Open Economies Review.
• Sekine A and Tsuruga T, ‘Effects of Commodity Price Shocks on Inflation: A Cross-country Analysis’, Oxford Economic Papers, forthcoming (CAMA WP 45/2017).

Book and book chapter

Finance and the Macroeconomy program

• Ha J, Kose MA, and Ohnsorge F(eds) (2018). ‘Inflation in Emerging and Developing Economies – Evolution, Drivers and Policies’. World Bank Group.
• Oldani C and Wouters J (eds.) (2018), The G7, Anti-Globalism and the Governance of Globalization, Taylor and Francis, ISBN 9781138583627 (in press September).

Growth, Demographics and Productivity program

• Chapman B, ‘It Works in Practice, But Would It Work in Theory? Joseph Stiglitz’s Contribution to Our Understanding of Income Contingent Loans’, in Martin Guzman (ed.) (2018), Towards a Just Society: Joseph Stiglitz and Twenty-First Century Economics, Columbia University Press, New York: ch 22.
• Chapman B, ‘The Politics of HECS’, in P. Texiera and J. Shin (eds.) (2018), Encyclopaedia of International Higher Education Systems and Institutions, Springer, Dordrecht.
• Chapman B, ‘The Political Economy of the Higher Education Contribution Scheme’ (with Timothy Hicks) in B, Cantwell, H. Coates, R. King (eds.) (2018), Handbook on the Politics of Higher Education, Edwards Elgar, Cheltenham: ch 14.
• Chapman B, ‘HECS: A Hybrid Model for Higher-Education Financing’ (2018) in M. Fabian and R. Breunig (eds.), Hybrid Public Policy Innovations: Contemporary Policy Beyond Ideology, London, UK: Routledge: 119-133.

Macroeconomic Policy Frameworks program

• Makin A, 2018, The Limits of Fiscal Policy, Palgrave Macmillan, UK. • Makin A, 2018, ‘Asia-Pacific Economic Outlook’ in C. Byrne and L. West (eds) State of the Neighbourhood 2018, pp 23-34, Griffith Asia Institute, Brisbane.

2017

Behavioural Macroeconomics and Complexity program

• Catalan M and Di Guilmi C, 2017, ‘Uncertainty, rationality and complexity in a multi-sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach’, Journal of Economic Behavior and Organization, forthcoming.
• Charpe M, Flaschel P, Galanis G, Proaño CR and Veneziani R, 2017, ‘Macroeconomic and Stock Market Interactions with Endogenous Aggregate Sentiment Dynamics’, Journal of Economic Dynamics and Control, https://doi.org/10.1016/j.jedc.2017.10.002
• Kato M, Proaño CR, Semmler W, 2017, ‘Does International Reserves Targeting Decrease the Vulnerability to Capital Flights?’, Research in International Business and Finance, DOI: 10.1016/j.ribaf.2017.06.001
• McDonald IM, 2017, ‘ “We will end up being a third rate economy …a banana republic”: How behavioural economics can improve macroeconomic outcomes’, Australian Economic Review, 59, 2, 137-51.
• Menden C and Proaño CR, 2017, Dissecting the Financial Cycle with Dynamic Factor Models.Quantitative Finance, DOI: 10.1080/14697688.2017.1357971
• Proaño CR, Strohsal T, Wolfers J, 2017, ‘Assessing the Cross-Country Interaction of Financial Cycles: Evidence from a Multivariate Spectral Analysis of the US and the UK’, Empirical Economics (forthcoming).
• Roos M, 2017, ‘Behavioral and complexity macroeconomics’, European Journal of Economics and Economic Policies, 14(2). doi:http://dx.doi.org/10.4337/ejeep.2017.02.03

Climate Change and Energy program

• al Irsyad MI, Halog A, Nepal R, & Koesrindartoto DP (2017). Selecting Tools for Renewable Energy Analysis in Developing Countries: An Expanded Review. Frontiers in Energy Research. 5, 1-13.
• Batsuuri T, Burke P and Yudhistira MH, 2017, ‘Easing the traffic: The effects of Indonesia’s fuel subsidy reforms on toll-road travel’, Transportation Research Part A: Policy and Practice, Volume 105, 2017, Pages 167-180, ISSN 0965-8564, https://doi.org/10.1016/j.tra.2017.08.003.
• Best R and Burke P, 2017, ‘The importance of government effectiveness for transitions toward greater electrification in developing countries.’ Energies 10(9): 1247.
• Burke P, Gerlagh R and Stern D, 2017, ‘Modeling the emissions-income relationship using long-run growth rates.’ Environment and Development Economics 22(6), 699–724.
• Janda K, Malek J and Recka L, 2017, ‘Influence of Renewable Energy Sources on Transmission Networks in Central Europe’. Energy Policy, vol. 108, pp. 524-537.
• Janda K, Lunackova P and Prusa J, 2017, ‘The Merit Order Effect of Czech Photovoltaic Plants.’ Energy Policy, vol. 106, pp. 138-147.
• Lu Y, Liu Y and Zhou M, ‘Rebound effect of improved energy efficiency for different energy types: A general equilibrium analysis for China’, Energy Economics, Volume 62, February 2017, Pages 248-256.
• Standardi G, Cai Y, Yeh S, 2017, ‘Sensitivity of Modeling Results to Technological and Regional Details: The Case of Italy’ s Carbon Mitigation Policy’, Energy Economics, in press.

Commodities and the Macroeconomy program

• Cashin PMohaddes K and Raissi M, ‘China’s slowdown and global financial market volatility: Is world growth losing out’, Emerging Markets Review, Volume 31, June 2017, Pages 164–175.
• Cashin PMohaddes K and Raissi M, ‘Fair weather or foul? The macroeconomic effects of El Niño’, Journal of International Economics.Volume 106, May 2017, Pages 37–54.
• Chudik A, Mohaddes K, Pesaran MH and Raissi M, ‘Is There a Debt-Threshold Effect on Output Growth?’, Review of Economics and Statistics, March 2017, Vol. 99, No. 1, Pages: 135-150.
• Cross J and Nguyen BH, ‘The relationship between global oil price shocks and China’s output: A time-varying analysis’, Energy Economics, Volume 62, February 2017, Pages 79–91.
• Koh WC, 2017, ‘Fiscal policy in oil-exporting countries: the roles of oil funds and institutional quality.’ Review of Development Economics 21 (3): 567–590.
• Koh WC, 2017, ‘Fiscal multipliers: new evidence from a large panel of countries.’ Oxford Economic Papers 69 (3): 569–590.
• Koh WC, 2017, ‘The effects of macroeconomic shocks on the Brunei economy: a sign restriction approach.’ Journal of the Asia Pacific Economy 22 (3): 414–428.
• Koh WC, 2017, ‘How do oil supply and demand shocks affect Asian stock markets?’ Macroeconomics and Finance in Emerging Market Economies 10 (1): 1–18.
• Koh WC, 2017, ‘Oil price shocks and macroeconomic adjustments in oil-exporting countries.’ International Economics and Economic Policy 14 (2): 187–210.
• Mohaddes K and Pesaran MH, ‘Oil prices and the global economy: Is it different this time around?’, Energy Economics, Volume 65, June 2017, Pages 315–325.
• Mohaddes K, RAissi Mehdi and Weber A, ‘Can Italy Grow Out of Its NPL Overhang? A Panel Threshold Analysis’, Economics Letters, Volume 159, 2017, Pages 185-189.
• Mohaddes K and RAissi Mehdi, ‘Do sovereign wealth funds dampen the negative effects of commodity price volatility?’, Journal of Commodity Markets, Volume 8, 2017, Pages 18-27, ISSN 2405-8513, https://doi.org/10.1016/j.jcomm.2017.08.004.

Finance and the Macroeconomy program

• Alessandri P, Meeks R and Nelson B,2017, ‘Shadow Banks and Macroeconomic Instability’. Journal of Money, Credit and Banking, 49: 1483–1516. doi:10.1111/jmcb.12422
• Apergis N and Cooray A, 2017, ‘Economic Freedom and Income Inequality: Evidence from a Large Panel of Global Economies, A Linear and Non-Linear Long Run Analysis’, Manchester School, 85(1), 88-105.
• Boschi M, Mongelli G, Nicola FD, ‘Effective marginal and average tax rates in the 2017 Italian tax-benefit system’ in “ECONOMIA PUBBLICA ” 3/2017, pp. 67-90, DOI:10.3280/EP2017-003003.
• Cameron M, Hassan G, and Irfan M, 2017, ‘Household energy elasticities and policy implication for Pakistan’, Energy Policy, 113, 633-642. doi:10.1016/j.enpol.2017.11.041
• Chintrakarn P, Treepongkaruna S, Jiraporn P and Tong S, 2017, ‘Does board independence substitute for external audit quality? Evidence from an exogenous regulatory shock,’ Australian Journal of Management, forthcoming.
• Considine T, Shaffer S and Spierdijk L, 2017, ‘How do banks adjust to changing input prices? A dynamic analysis of U.S. commercial banks before and after the crisis’, Journal of Banking and Finance 85, 2017, pages 1-14 (Lead Article).
• Cooray A, Dutta N and Mallick S, 2017, ‘Trade Openness and Labor Force Participation in Africa: The Role of Political Institutions’, Industrial Relations: A Journal of Economy and Society, 56(2), 319-350.
• Cooray A, Dzhumashev R and Schneider F, 2017, ‘How Does Corruption Affect Public Debt? An Empirical Analysis’, World Development, 90(February), 115-127.
• Dungey MJacobs Jan PAM and Tian j, 2017, ‘Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks’. Applied Economics, 49, 4554-4566.
• Dzhumashev R and Cooray A, 2017, ‘The Feldstein-Horioka Model Revisited’, BE Journal of Macroeconomics, 17(1), January.
• Elhorst JP, Heijnen P, Samarina A and Jacobs Jan PAM, 2017, ‘Transitions at different moments in time: a spatial probit approach’. Journal of Applied Econometrics, 32, 422-439.
• Fantini G and Oldani C, 2017, ‘The use of OTC derivatives by Italian regions: for hedging or trading purposes?’ Journal of Financial Risk Management, 2017, Vol. XIV; No. 1 (p. 7-15) (CAMA WP 43/2015).
• Hassan G, Holmes M and Valera H, 2017, ‘Is Inflation Targeting Credible in Asia?, A Panel GARCH Approach, Empirical Economics.
• Hassan G, Holmes M and Valera H, 2017, ‘How Credible is Inflation Targeting in Asia? A Quantile Unit Root Perspective’, Economic Modelling.
• Hosseinzadeh A, Smyth R, Valadkhani A and Moradi A, 2017, ‘What Determines the Efficiency of Australian Mining Companies?’, Australian Journal of Agricultural and Resource Economics, forthcoming.
• Hudson K and Vespignani J, 2017, ‘Understanding the deviation of Australian policy rate from the Taylor rule’, Applied Economics, forthcoming.
• Kang W, Perez de Gracia F, Ratti RA, 2017, Oil Price Shocks, Policy Uncertainty, and Stock Returns of Oil and Gas Corporations, Journal of International Money and Finance 70, 344–359.
• Kennedy T, Smyth R, Valadkhani A, Chen G, 2017, ‘Does income inequality hinder economic growth? New evidence using Australian taxation statistics’, Economic Modelling, forthcoming.
• Kennedy T, Smyth R, Valadkhani A, Chen G, 2017, ‘Refitting the Kuznets Curve Using a Gender-Specific Threshold Model’, Applied Economics, 49(19), 1847-54.
• Komatsubara T, Okimoto T and Tatsumi K, ‘Dynamics of Integration in East Asian Equity Markets’, Journal of the Japanese and International Economies 45, 27-36.
• La HA and Xu Y, 2017, ‘Remittances, Social Security, and Crowding-Out Effect: New Evidence from a Developing County’, Journal of Asian Economics, 49, pp.42-59.
• Meeks R, 2017, ‘Capital regulation and the macroeconomy: Empirical evidence and macroprudential policy’ European Economic Review.
• O’Mahony B, Smyth R and Valadkhani A, 2017, ‘Asymmetric causality between Australian inbound and outbound tourism flows’, Applied Economics, 49(1), 33-50.
• Okimoto T and Takaoka S, 2017, ‘The term structure of credit spreads and business cycle in Japan’, forthcoming in Journal of the Japanese and International Economies.
• Phillips P and Shi S, 2017, Financial Bubble Implosion and Reverse Regression, Econometric Theory, forthcoming.
• Pontines V, ‘The Financial Cycles in Four East-Asian Economies’. Economic Modelling, 65, 2017, pp. 51-66.
• Shaffer S and Shahi C, 2017, ‘CAPM and the Changing Distribution of Historical Returns’, Applied Economics Letters 24 (9), pages 639-642.
• Shaffer S and Spierdijk L, 2017, ‘The Concentration-Stability Controversy in Banking: New Evidence from the EU-25’, Journal of Financial Stability 33, December 2017, pages 273-284.
• Shi S, 2017, ‘Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets’, Economic Modelling, forthcoming.
• Smyth R and Valadkhani A and Worthington A, 2017, ‘Regional Seasonality in Australian House and Apartment Price Returns’, Regional Studies, 51(10), 1553-1567.
• Smyth R and Valadkhani A, 2017, ‘Self-Exciting Effects of House Prices on Unit Prices in Australian Capital Cities’, Urban Studies, 54(10) 2376–2394.
• Smyth R and Valadkhani A, 2017, ‘How Do Daily Changes in Oil Prices Affect US Monthly Industrial Output?’ Energy Economics, 67, 83-90.
• To TA, Treepongkaruna S, and Wu E, 2017, ‘Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the banking sector,’ Journal of International Financial Markets, Institutions & Money.
• Vespignani J, 2017, ‘Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production’, forthcoming.
• Vadlamannati K C and Cooray A, 2017, ‘Transparency Pays? Evaluating the Effects of the Freedom of Information Laws on Perceived Government Corruption’, Journal of Development Studies, 53(1), 116-137.
• Valadkhani A and Smyth R, 2017,’Asymmetric Responses in the Timing, and Magnitude, of Changes in Australian Monthly Petrol Prices to Daily Oil Price Changes’, Energy Economics

Globalisation and Trade program

• Anderson MA, Davies MH, Smith SLS, ‘Ethnic Networks and Price Dispersion’, Review of International Economics, Volume 24, Issue 3, p 514–535, August 2016.
• Davies MH, ‘Technology Transfer and North-South Trade, Review of International Economics’, Volume 24, Issue 3, p 447–483, August 2016.

Growth, Demographics and Productivity program

• Abdilahi A and Alpaslan B, 2017, ‘Is there an investment motive behind remittances? Evidence from panel cointegration’, Journal of Developing Areas, 51(1), pp.63-82.
• Abdilahi A and Alpaslan B, 2017, ‘Pro-Industry Policies, Sustainability and Industrial Growth in Industrial Policy and Sustainable Growth’, Sustainable Development, ed. by M. Yulek, Springer, pp.1-23.
• Lee JW and Wie D, ‘Wage Structure and Gender Earnings Differentials in China and India’, World Development, 97, September 2017.
• Lee JW, 2017, ‘China’s economic growth and convergence’, World Economomy, 40(11), pp. 2455-2474.

Macroeconomic Policy Frameworks program

• Ales L, Bellofatto AA and Wang JJ, 2017, ‘Taxing Atlas: Executive Compensation, Firm Size and Their Impact on Optimal Top Income Tax Rates’, forthcoming at Review of Economic Dynamics.
• Bui H, Makin AJ and Ratnasiri S., 2017, ‘Is Vietnam’s Exchange Rate Overvalued?’ Journal of the Asia Pacific Economy 22, 1, 1-15.
• Friesl M, Lenten L, Libich J and Stehlík P, 2017, ‘In Search of Goals: Increasing Ice Hockey’s Attractiveness by a Sides-Swap’, forthcoming at the Journal of the Operational Research Society.
• Fujiwara I and Wang J, 2017, ‘Optimal Monetary Policy in Open Economies Revisited’, Journal of International Economics, 108, 300-314.
• Fujiwara I and Teranishi Y, ‘Financial Frictions and Policy Cooperation:A Case with Monopolistic Banking and Staggered Loan Contracts’, Journal of International Economics, Volume 104, January 2017, Pages 19–43.
• Hansen S, McMahon M, Prat A, 2017, ‘Transparency and Deliberation within the FOMC: a Computational Linguistics Approach’, The Quarterly Journal of Economics, forthcoming.
• Libich J and Macháček M, 2017, ‘Insurance by Government or against Government? Overview of Public Risk Management Policies’, the Journal of Economic Surveys, 31(2), pp436-462. • McMahon M, 2017, ‘Sound Finances: Strategy or Soundbite’, National Institute Economic Review, forthcoming.

Macroeconomic Theory program

• Boneva LM, Braun RA, and Waki Y, ‘Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero’, the Journal of Monetary Economics, Volume 84, pages 216–232. • Dmitriev A, ‘Composite habits and international transmission of business cycles’, Journal of Economic Dynamics and Control, Volume 76, March 2017, Pages 1-34.
• Groshenny N, Haque Q, Tchatoka FD, Weder M, 2017. ‘Monetary policy and indeterminacy after the 2001 slump’, Journal of Economic Dynamics and Control, forthcoming (CAMA WP 02/2016).
• Imrohoroglu S, Kitao S, and Yamada T, ‘Can Guest Workers Solve Japan’s Fiscal Problems?’, Economic Inquiry, forthcoming.
• Kitao S, ‘When Do We Start? Pension Reform in Aging Japan’, Japanese Economic Review, forthcoming.
• Kitao S, Ljungqvist L, and Sargent TJ, ‘A Life Cycle Model of Trans-Atlantic Employment Experiences’, Review of Economic Dynamics, forthcoming.
• Kitao S, ‘Policy uncertainty and cost of delaying reform: The case of aging Japan’, Review of Economic Dynamics, Volume 27, January 2018, Pages 81-100, ISSN 1094-2025, https://doi.org/10.1016/j.red.2017.11.005.
• Maldonado WL and Ribeiro J, 2017, ‘Construction of a dividend index with all the distributed revenues’, Economics Bulletin 37(2), pp. 756-764.
• Pavlov O and Weder M, 2017, ‘Product Scope and Endogenous Fluctuations’, Review of Economic Dynamics 24, 175-191.

Model Uncertainty and Macro-Econometrics

• Bhattarai S, Lee JW and Park WY, ‘Policy Regimes, Policy Shifts, and U.S. Business Cycles’, Review of Economics and Statistics, December 2016, Vol. 98, No. 5, Pages: 968-983.
• Kamber GMorley J and Wong B, 2017, ‘Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter’, Review of Economics and Statistics, forthcoming (CAMA WP 03/2017).
• Limjaroenrat V and Manopimoke P, 2017, ‘Trend inflation estimates for Thailand from disaggregated data’, forthcoming in the Journal of Economic Modelling.
• Manopimoke P, 2017, ‘The Output Euler Equation and Real Interest Rate Regimes’, Macroeconomic Dynamics, forthcoming.

Multi-Country Models and Methods program

• Golley J, Tyers R, and Zhou X, 2017, ‘Fertility and savings contractions in China: long-run global implications’, The World Economy, forthcoming.
• Taylor G and Tyers R , 2017, ‘Secular stagnation: a survey of determinants and consequences for Australia’, The Economic Record, DOI: 10.1111/1475-4932.12357.

Open Economy Macroeconomics program

• Berka M, Devereux MB and Engel C, 2017, ‘Real exchange rates and sectoral productivity in the Eurozone’, American Economic Review, forthcoming. (CAMA WP 66/2014).
• Cudre S and Hoffmann M, 2017, ‘A provincial view of global imbalances: regional capital flows in China’, Review of World Economics, pp 1-27 (CAMA WP 18/2016).
• Kamber G, Theodoridis K, Thoenissen C, ‘News-driven business cycles in small open economies’, Journal of International Economics, Volume 105, March 2017, Pages 77–89 (CAMA WP 02/2014).
• Kano T, Wada K, 2017, ‘The first arrow hitting the currency target: a long-run risk perspective’, Journal of International Money and Finance, 74, 337-352.
• Kollmann R, ‘Tractable Likelihood-Based Estimation of Non-Linear DSGE Models’, forthcoming in: Economics Letters.

Book and book chapter

Behavioural Macroeconomics and Complexity program

• Delli Gatti D, Fagiolo, G, Gallegati M, Richiardi M, Russo,A„ 2017. Agent Based Economics: A Primer, Cambridge University Press.
• Di Guilmi CGallegati M and Landini S, 2017. Interactive Macroeconomics. Cambridge University Press.
• Gallegati M, Palestrini A., Russo A., 2017 (eds). An Introduction to Agent Based Models. Amsterdam, Elsevier.
• Lojak B and Proaño CR, 2017, ‘Macroeconomic Risk, Fiscal Policy Rules and Aggregate Volatility in Asymmetric Currency Unions: A Behavioral Perspective’. In: Bökemeier B & Greiner A (eds.): Inequality and Finance in Macrodynamics. Dynamic Modeling and Econometrics in Economics and Finance Series. New York: Springer, forthcoming.

Finance and the Macroeconomy program

• Siklos PL, 2017. Central Banks into the Breach: From Triumph to Crisis and the Road Ahead. Oxford University Press.
• Shaffer S and Spierdijk L, 2017,’Market Power: Competition among Measures’, refereed chapter in Handbook of Competition in Banking and Finance, September 2017, published by Edgar Elgar (J.A. Bikker and Laura Spierdijk, editors), pages 11-26.
• Shaffer S and Spierdijk L, 2017, ‘The Panzar-Rosse Revenue Test and Market Power in Banking: An Empirical Illustration’, refereed chapter in Handbook of Competition in Banking and Finance, September 2017, published by Edgar Elgar (J.A. Bikker and Laura Spierdijk, editors), pages 27-45.

Growth, Demographics and Productivity program

• Lee JW (2017), ‘Is This the Asian Century?’, World Scientific Publishing.

Macroeconomic Policy Frameworks program

• Makin AJ (2017) International Money and Finance, Routledge UK.

Macroeconomic Theory program

• Attanasio O, Bonfatti A, Kitao S and Weber G, ‘Global Demographic Trends: Consumption, Saving and International Capital Flows’ in Handbook of the Economics of Population Aging, 2017, Vol. 1A, Chapter 4.

2016

Climate Change and Energy program

• Arora V, Cai Y and Jones A, ‘The national and international impacts of coal-to-gas switching in the Chinese power sector’. Energy Economics.
• Bernstein P, Cai Y, Huntington HG, Hupman D, Tuladhar S and Yeh S, ‘North American natural gas and energy markets in transition: insights from global models’. Energy Economics.
• Burke PJ (2016). ‘Undermined by adverse selection: Australia’s Direct Action abatement subsidies.’ Economic Papers 35(3): 216–229.
• Burke PJ and Csereklyei Z (2016). ‘Understanding the energy-GDP elasticity: A sectoral approach.’ Energy Economics 58: 199–210.
• Burke PJ and Yang H (2016). ‘The price and income elasticities of natural gas demand: International evidence.’ Energy Economics 59: 466–474.
• Cai Y, Finnigan JJ, Harman IN, Newth D and Porfirio LL, ‘Patterns of crop cover under future climates’. Ambio.
• Csereklyei Z, Rubio Varas MDM and Stern DI (2016), ‘Energy and economic growth: The stylized facts’, Energy Journal 37(2), 223-255.
• Filip O, Janda K, Kristoufek L and Zilberman D, ‘Dynamics and Evolution of the Role of Biofuels in Global Commodity and Financial Markets.’ Nature Energy, article number 16169, November 2016, 9 pages.
• Grafton RQ and Kerr S (2016), Comment: Future directions for Australasian environmental economics. Aust J Agric Resour Econ, 60: 688–691. doi:10.1111/1467-8489.12187.
• Halkos GE, Stern DI, and Tzeremes NG (2016), ‘Population, economic growth and regional environmental inefficiency: Evidence from U.S. states’,Journal of Cleaner Production 112(5), 4288-4295.
• Kristoufek L, Janda K and Zilberman D. ‘Comovements of Ethanol Related Prices: Evidence from Brazil and the USA.’ Global Change Biology (GCB) Bioenergy 2016, no. 2 vol. 8, pp. 346-356.
• McKibbin W (2016), Comment 1 on ‘Climate change policy and energy transition’ by Fisher. Aust J Agric Resour Econ, 60: 706–707. doi:10.1111/1467-8489.12188

Commodities and the Macroeconomy program

• Baffes J and Etienne X (2016). ‘Analyzing food price trends in the context of Engel’s Law and the Prebisch-Singer Hypothesis.’ Oxford Economic Papers, forthcoming.
• Bremer TVD, Ploeg, FVD and Wills S (2016), ‘The Elephant In The Ground: Managing Oil And Sovereign Wealth’, European Economic Review , Volume 82, February 2016, Pages 113–131.
• Mohaddes K and Pesaran H. ‘Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis’. Energy Economics, volume 59, September 2016, pages 382–399.
• Ohashi K and Okimoto T (2016). ‘Increasing Trends in the Excess Comovements of Commodity Prices.’ Journal of Commodity Markets, forthcoming.
• Senbert LW, Simbanegavi W, Wills S, Sovereign Wealth Funds and Natural Resource Management in Africa, Journal of African Economies, 28 October 2016.
• Stoeckel A (2016), Comment 2 on ‘Booming sector economics’ by Freebairn. Aust J Agric Resour Econ, 60: 649–650. doi:10.1111/1467-8489.12186.
• Venables AJ and Wills S , ‘Resource Funds: Stabilising, Parking, and Inter-generational Transfer’, Journal of African Economies, 2016, pp. 1–21

Finance and the Macroeconomy program

• Abhakorn P, Smith PN and Wickens MR, ‘Can stochastic discount factor models explain the cross section of equity returns?’, Review of Financial Economics, 2016.
• Armstrong S and Okimoto T, ‘Fiscal Sustainability in Japan’, forthcoming in Asia and the Public Policy Studies.
• Bohl M, Michaelis P and Siklos P (forthcoming), ‘Austerity and Recovery: Exchange Rate Regime Choice, Economic Growth and Financial Crises’. Economic Modelling.
• Cabrera M, Dwyer GP and Samartín M, ‘Government Finances and Bank Bailouts: Evidence from European Stock Markets’, Journal of Empirical Finance, 39 (December 2016), 169-79.
• Clare A, Seaton J, Smith PN and Thomas S, ‘The trend is our friend: global asset allocation using trend following’, Journal of Behavioral and Experimental Finance, 2016.
• Clare A, Seaton J, Smith PN and Thomas S, ‘Size matters: tail risk, momentum and trend following in international equity portfolios’, Journal of Investing, 2016.
• De Veirman E and Levin A, ‘Cyclical Changes in Firm Volatility’, forthcoming in Journal of Money, Credit and Banking.
• Devereux J and Dwyer GP, ‘What Determines Output Losses after Banking Crises?, Journal of International Money and Finance, 69 (December 2016), 69-94.
• Elhorst, J Paul, Heijnen P, Jan PAM and Samarina A (forthcoming). ‘Transitions at different moments in time: a spatial probit approach’,Journal of Applied Econometrics.
• Glover KJ and Hambusch G, ‘Leveraged investments and agency conflicts when cash flows are mean reverting’, Journal of Economic Dynamics and Control, forthcoming.
• Hambusch G and Shaffer S(2016), ‘Forecasting Bank Leverage: An Alternative to Regulatory Early Warning Models, Journal of Regulatory Economics 50, 38-69.
• Jacobs, Jan PAM. and Simon van Norden (forthcoming), ‘Why are Initial Estimates of Productivity Growth so Unreliable?’Journal of Macroeconomics.
• Kang W, Ratti RA and Vespignani JL, 2016, ‘The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. and non‐U.S. Oil Production’, Economics Letters 145, 176-181.
• Kang W, Ratti RA and Vespignani JL, 2016, ‘Chinese liquidity increases and the U.S. economy’,Economic Modelling, Elsevier, vol. 52(PB), pages 764-771.
• Kang, W., Ratti, RA., Yoon, KH, ‘Time-Varying Effect of Oil Market Shocks on the Stock Market’,Journal of Banking and Finance, forthcoming.
• Karagedikli O, Ryan M, Steenkamp D and Vehbi T (2016), ‘What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy’, Economic Modelling, Volume 52, Part B, January 2016, (CAMA WP 73/2013).
• Kulish M and Pagan A (2016) ‘Estimation and Solution of Models with Expectations and Structural Changes’. J. Appl. Econ., doi: 10.1002/jae.2527.(CAMA WP 15/2014)
• Lütkepohl H and Milunovich G (2016) ‘Testing for Identification in SVAR-GARCH Models’ Journal of Economic Dynamics and Control, 73, 241-258.
• Milunovich G and Yang M, ‘Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities’, Journal of Business and Economic Statistics, forthcoming.
• O’Mahony B, Smyth R and Valadkhani A (2016), ‘Asymmetric causality between Australian inbound and outbound tourism flows’, Applied Economics.
• Ratti, RA and Vespignani JL, 2016, Oil prices and global factor macroeconomic variables, Energy Economics 59, 198-212.
• Ratti, RA and Vespignani JL, 2016, ‘Not all international monetary shocks are alike for the Japanese economy’,Economic Modelling, Elsevier, vol. 52(PB), pages 822-837.
• Roshdi I, Smyth R and Valadkhani A (2016), ‘A Multiplicative Environmental DEA approach to measure efficiency changes in the world’s major polluters’, Energy Economics.
• Shaffer S and Shahi C (forthcoming), ‘CAPM and the Changing Distribution of Historical Returns’, Applied Economics Letters.
• Shaffer S and Zuniga B (2016), ‘Consumer Debt and Unemployment’,Applied Economics Letters 23 (17).
• Shi S, Smyth R, Vahid F and Valadkhani A,(2016), ‘Dating the Timeline of House Price Bubbles in Australian Capital Cities, Economic Record’.
• Smyth R and Valadkhani A(2016), ‘The Effects of the Motor Vehicle Industry on Employment and Research Innovation in Australia’,International Journal of Manpower.
• Smyth R and Valadkhani A(2016) ‘Self-Exciting Effects of House Prices on Unit Prices in Australian Capital Cities’, Urban Studies.
• Smyth R, Valadkhani A and Worthington A, (2016) ‘Regional Seasonality in Australian House and Apartment Price Returns’, Regional Studies.
• Tantaopas P, Padungsaksawasdi C and Treepongkaruna S, 2016, ‘Attention Effect via Internet Search Intensity in Asia-Pacific Stock Markets,’ Pacific Basin Finance Journal.

Growth, Demographics and Productivity program

• Alpaslan B. ‘Are Human and Social Capital Linked? Evidence from India’, Metroeconomica. DOI:10.1111/meca.12147
• Day C (2016), ‘Can Theory Explain the Evidence on Fertility Decline Reversal?’ Australian Economic Review 49(2): 136-45
• Day C (2016), ‘Non-scale Endogenous Growth with R&D and Human Capital’, Scottish Journal of Political Economy, 63(5): 443-467.
• Day C (2016), ‘Fertility and economic growth: the role of workforce skill composition and child care prices’, Oxford Economic Papers 68 (2) pp. 546-565.
• Day C and Guest R (2016), ‘Fertility and female wages: A new link via house prices’, Economic Modelling, February 2016 53, 121-132.
• Kudrna G (2016) “Economy-Wide Effects of Means-Tested Pensions: The Case of Australia”, Journal of the Economics of Ageing 7, 17-29.
• Kudrna G, Tran C, and Woodland A (forthcoming) “Facing Demographic Challenges: Pension Cuts or Tax Hikes?”, Macroeconomic Dynamics.
• Pyun J and Lee JW, ‘Does Trade Integration Contribute to Peace?’, Review of Development Economics 20(1), 2016.
• Lee H and Lee JW, ‘Human Capital in the Long Run’, Journal of Development Economics, 122, September 2016.

Macroeconomic Policy Frameworks program

• Bai Q, Makin AJ and Zhang Z, ‘Yen Internationalization and Japan’s International Reserves’, Economic Modelling, 52(1), 452-466, 2016.
• Dennis R and Kirsanova T, ‘Equilibrium Coordination with Discretionary Policymaking’, The Economic Journal, forthcoming.
• Libich J and Machacek M (forthcoming), ‘Insurance by Government or against Government? Overview of Public Risk Management Policies’, Journal of Economic Surveys.
• Froyen RT and Guender AV, ‘What to Aim for? The Choice of an Inflation Objective when Openness Matters’, Open Economies Review, forthcoming.
• Makin AJ, ‘Has Excessive Public Debt Slowed World Growth?’, World Economics 16 (4), 115-130, 2015.
• Makin AJ and Pearce J (2016), ‘Fiscal Consolidation and Australia’s Public Debt’ Australian Journal of Public Administration, forthcoming.
• Mariotti F, Mumford KA and Pena-Boquete Y, ‘Education, Job Insecurity and the Within Country Migration of Couples’ forthcoming IZA Journal of Migration.
• Mariotti F, Dixon M, Mumford KA and Pena-Boquete Y, ‘Job Insecurity Within the Household: Are Australian Householders Caring when it Comes to Risk Sharing?’ forthcoming Australian Journal of Labour Economics.

Model Uncertainty and Macro-Econometrics program

• Eo Y and Kim CJ, ‘Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?’, Review of Economics and Statistics, 98(5), December 2016.
• Garratt A, Lee K and Shields K (2016), ‘Information rigidities and the news-adjusted output gap’, Journal of Economic Dynamics and Control, Volume 70, September 2016, Pages 1–17.
• Müller-Dröge HC, Sinclair TM, Stekler HO (forthcoming), ‘Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition’. Journal of Forecasting (CAMA WP 55/2014).

Macroeconomic Theory program

• Burda MC and Weder M (2016): ‘Payroll Taxes, Social Insurance and Business Cycles’, Journal of the European Economic Association 14, 438–467.
• De Abreu JABM, Maldonado WL, Tourinho OAF, ‘Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of ‘BRICS’, Emerging Markets Finance & Trade, doi=10.1080/1540496X.2016.1229179( CAMA WP 34/2014).
• Moro A, Moleshi S and Tanaka S (2016), ‘Does home production drive structural transformation?’, American Economic Journal: Macroeconomics, forthcoming (CAMA WP 19/2016).
• Photphisutthiphong N and Weder M, 2017, ‘Observations on the Australian Business Cycle’, Journal of Business Cycle Research 12, 141–164.

Multi-Country Models and Methods program

• McKibbin W (2016), ‘Macro Prudential Policy in an Australian Context’, Australian Economic Review, volume 49, no 1, pp86-88.
• Tyers R (2016), ‘China and international macroeconomic interdependence’, The World Economy, 39(11): 1674-1702.
• Tyers R (2016), ‘Slower growth and vulnerability to recession: updating China’s global impact’, Scottish Journal of Political Economy, in press, March.
• Tyers R and A Walker (2016), ‘Quantifying Australia’s ‘three-speed’ boom’, Australian Economic Review, in press, January.

Open Economy Macroeconomics program

• Katagiri M, Kato R, and Tsuruga T, ‘Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions’, Economic Theory, forthcoming (CAMA WP 25/2014).
• Kollmann R, ‘Discussion of ‘Financial Intermediation in a Global Environment’ by V. Nuguer’, International Journal of Central Banking, 2016, Vol. 12, pp.345-351.
• Kollmann R, ‘International Business Cycles and Risk Sharing with Uncertainty Shocks and Recursive Preferences, Journal of Economic Dynamics and Control, 2016, Vol. 72, pp.115-124.
• Kollmann R, Leeper E and Roeger W, ‘The Post-Crisis Slump’, European Economic Review, European Economic Review, 2016, Vol. 88, pp. 1-2.
• Kollmann R, Pataracchia B, Raciborski R, Ratto M, Roeger W and Vogel L, ‘The Post-Crisis Slump in the Euro Area and the US: Evidence from an Estimated Three-Region DSGE Model’, European Economic Review, 2016, Vol. 88, pp. 21-41.
• Kollmann R and Vogel L, ”Discussion of ‘Market Reforms in the Time of Imbalance’ by M. Cacciatore, R. Duval, G. Fiori and F. Ghironi’, Journal of Economic Dynamics and Control, 2016, Vol. 72, pp. 94-97.
• Kollmann R and Zeugner S, ‘Blanchard and Kahn’s (1980) Solution for a Linear Rational Expectations Model with One State Variable and One Jump Variable: the Correct Formula’, forthcoming, The Manchester School.

Books

Finance and the Macroeconomy program

• Shaffer S, ‘Market Power: Competition among Measures,’ refereed chapter in Handbook of Competition in Banking and Finance, to be published by Edgar Elgar (J.A. Bikker and Laura Spierdijk, editors), forthcoming.
• Shaffer S, ‘The Panzar-Rosse Revenue Test and Market Power in Banking: An Empirical Illustration,’ refereed chapter in Handbook of Competition in Banking and Finance, to be published by Edgar Elgar (J.A. Bikker and Laura Spierdijk, editors), forthcoming.

Multi-Country Models and Methods program

• Golley J, Tyers R and Zhou Y (2016), ‘Contractions in Chinese fertility and saving: long run domestic and global implications’, in I. Day and J. Simon (eds), Structural Change in China: Implications for Australia and the World, Proceedings of the April Conference of the Reserve Bank of Australia, Sydney, November: 243-280.
• McKibbin W (2016) ‘The 2008 Global Financial Turmoil: an Inside-Policy View’, interview published in Jan Libich (2016) Real World Economic Policy: Insights from Leading Australian Economists, P250-278, Cengage Learning Melbourne.
• Lee JW(2016), ‘Crisis and Recovery: Learning from the Asian Experience’, World Scientific.

2015

Behavioural Macroeconomics and Complexity program

• Chiarella C and Di Guilmi C. ‘Monetary Policy and Debt Deflation: Some Computational Experiments’, Macroeconomic Dynamics (forthcoming).

Climate Change and Energy program

• Burke, Paul J. and Liao, Hua. 2015. ‘Is the price elasticity of demand for coal in China increasing?’, China Economic Review 36: 309–322.
• Burke, Paul J., Shahiduzzaman, Md, and Stern, David I. 2015. ‘Carbon dioxide emissions in the short run: The rate and sources of economic growth matter.’ Global Environmental Change 33: 109–121.
• Cai Y and McKibbin WJ (2015). Uncertainty and International Climate Change Negotiations, Italian Economic Journal, vol 1, no1, March Springer.
• Csereklyei Z. and D. I. Stern (2015) ‘Global energy use: Decoupling or convergence?’ Energy Economics 51, 633-641.
• Havranek T, Irsova Z, Janda K and Zilberman D. ‘Selective Reporting and the Social Cost of Carbon.’ Energy Economics 2015, vol. 51, pp. 394-406.
• McKibbin WJMorris ACWilcoxen PJ, and Cai Y (2015). ‘Carbon Taxes and U.S. Fiscal Reform’, National Tax Journal, March 2015, 68(1), 139-156.
• McKibbin WJMorris ACand Wilcoxen PJ (2015). ‘Pricing Cargon’ in COP21 in Paris: What to Expect - The Issues, the Actors, and the Road ahead on Climate Change. pp 14-18. The Brookings Institution, Washington DC.
• McKibbin WJ and Weifeng L (2015), ‘China:Ambitious Targets ad Policies’ in COP21 in Paris: What to Expect - The Issues, the Actors, and the Road ahead on Climate Change. pp 48-52. The Brookings Institution, Washington DC.

Commodities and the Macroeconomy program

• Wong B, ‘Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey’ Journal of Money, Credit and Banking, forthcoming (CAMA WP 45/2014)

Economic Growth and Development program

• Day CSkill Composition, Fertility and Economic Growth Review of Income and Wealth, 61 (1), pp. 164-178. March 2015
• Jha R and Kulkarni VS, ‘Inflation, its volatility and the inflation-growth tradeoff in India’. International Journal of Emerging Markets, vol. 10, Issue 3, 2015.
• Jha R and Truong ND (2015). ‘Estimates of Trade Mis-invoicing and their Macroeconomic Outcomes for the Indian Economy’, Review of Economics and Finance, vol. 5, Issue 2, (forthcoming).

Finance and the Macroeconomy program

• Aadland D and Shaffer S, ‘Time Compression and Saving Rates’, Journal of Neuroscience, Psychology, and Economics (forthcoming; accepted August 2015).
• Arin K, Helles P, Koyuncu M and Reich O, ‘Should we care about the composition of tax based stimulus packages’, Contemporary Economic Policy, forthcoming.
• Arin K, Nandialath A, Huang V, Minniti M and Reich O, ‘The Economic Determinants of Entrepreneurial Activity: Evidence from a Bayesian Approach’,Journal of Management, 2015 (forthcoming).
• Arin K, Koray F and Spagnolo N, ‘Fiscal Multipliers in Good Times and Bad Times’, Journal of Macroeconomics, 2015 (forthcoming).
• Boonman, TM, Jacobs JPAM and Kuper GH (2015). ‘Sovereign Debt Crises in Latin America: A Market Pressure Approach’.Emerging Markets Finance and Trade, 51 Supplement 6, S80-S93.
• Boschi M, Marzo M and Salotti S, ‘Domestic versus international determinants of European business cycles: a GVAR approach’, Empirical economics, 49(2), 403-421, September 2015 (CAMA WP 28/2013)
• Collender R and Shaffer S. ‘Rural Economic Performance and U.S. Federal Credit Programs’. The Journal of Rural and Community Development, 9(3), 42-61.
• De Haan L, Jacobs JPAM and Pool, Sebastiaan (2015). Loan loss provisioning, bank credit and the real economy. Journal of Macroeconomics, 45, 124-136.
• Dungey, Mardian Jacobs JPAM and Lestano (2015). The internationalisation of financial crises: banking and currency crises 1883-2008. North American Journal of Economics and Finance, 32, 29-47.
• Dungey, MardiJacobs JPAM, Tian j and Van Norden S (2015). ‘Trend in Cycle or Cycle in Trend? New Structural Identications for Unobserved Components Models of U.S. Real GDP’. Macroeconomic Dynamics, 19, 776-790.
• Dwyer G, ‘The Economics of Bitcoin and Similar Private Digital Currencies’, Journal of Financial Stability, 2015 (forthcoming).
• Gregory, K., G. Hambusch. ‘Factors Driving Risk in the U.S. Banking Industry: The Role of Capital, Franchise value and Lobbying.’ International Journal of Managerial Finance, forthcoming (2015).
• Hambusch, G., J. K. Hong, E. Webster. ‘Enhancing Risk-adjusted Return using Time Series Momentum in Souvereign Bonds.’ Journal of Fixed Income, forthcoming (2015).
• Hasan I, Shaffer S, and Zhou M. ‘New Small Firms and Dimensions of Economic Performance’. Economic Development Quarterly 29 (1), 2015, pages 65-78.
• Jacobs, Jac. J.W.M., Jan P.A.M. Jacobs, Eric van Sonderen, Thys van der Molen and Robbert Sanderman (2015). ‘Fracture diagnostics, unnecessary travel and treatment: A comparative study before and after the introduction of teleradiology in a remote general practice’. BMC Family Practice, 16:53.
• Jacobs JPAM , Tassenaar v and Vols, M (2015). ‘Anti-social behaviour and European protection against eviction: An analysis of Dutch case law based on statistics’. International Journal of Law in the Built Environment, 7(2), 148-161
• Jing, Zhongbo, Jakob de Haan, Jan Jacobs and Haizhen Yang (2015). Identifying banking crises using money market pressure: New evidence for a large set of countries. Journal of Macroeconomics, 43, 1-20.
• Kang, W, Ratti, RA and Yoon, KH (2015). ‘The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship’, Journal of International Financial Markets, Institutions & Money, 34, 41-54. (CAMA WP 71/ 2014)
• Kishor NK and Morley J, ‘What Factors Drive the Price-Rent Ratio for the Housing Market? A Modified Present-Value Analysis’, Journal of Economic Dynamics and Control, forthcoming.
• Li G and Shaffer S, ‘Reciprocal Brokered Deposits, Bank Risk, and Recent Deposit Insurance Policy,’ North American Journal of Economics and Finance, forthcoming.
• Lo, M, and Morley, J. ‘Bayesian Analysis of Nonlinear Exchange Rate Dynamics and the Purchasing Power Parity Persistence Puzzle’ in the Journal of International Money and Finance (forthcoming).
• Morley, J and Singh A, ‘Inventory Shocks and the Great Moderation’,Journal of Money, Credit, and Banking, forthcoming.
• Morley, J, Panavska I, Sinclair T. ‘Testing Stationarity with Unobserved Components Models’ in Macroeconomic Dynamics (forthcoming).
• Morley, J. “Macro-Finance Linkages” in Journal of Economic Surveys (forthcoming).
• Ohmi H and Okimoto T, ‘Trends in Stock-Bond Correlations’, Applied Economics (forthcoming).
• O’Mahony, B. and Valadkhani, A (2015), Dynamics of Australia’s Tourism in a Multimarket Context, Annals of Tourism Research, 55, 173-177. (5-Year Impact Factor=3.467) ABDC=A
• Ratti, RA., and Vespignani, J.L., 2015.‘ Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach’, Journal of Banking and Finance, 53 19-33. http://www.sciencedirect.com/science/article/pii/S037842661400394X
• Ratti, RA., and Vespignani, J.L., 2015. ‘OPEC and non-OPEC Oil Production and the Global Economy’, Energy Economics (forthcoming). http://www.sciencedirect.com/science/article/pii/S0140988314003053
• Shaffer S and Spierdijk, ‘The Panzar-Rosse Revenue Test and Market Power in Banking’, Journal of Banking and Finance (forthcoming; accepted September 2015).
• Smith R and Valadkhani A.(2015), ‘Switching and Asymmetric Behaviour of the Okun Coefficient in the US: Evidence for the 1948-2015 Period’, Economic Modelling, 50, 281-290.
• Smyth, R.,** Valadkhani, A.**, and Vahid, F. (2015), Asymmetric Pricing of Diesel at Its Source, Energy Economics, 52, 183-194, (5-Year Impact Factor=3.521). ABDC=A*
• Valadkhani, A. (2015), ‘Okun’s law in Australia’, Economic Record, in press (Accepted: 18 July 2015).
• Xu, Y and La, H. A, 2015 (forthcoming), ‘Foreign Banks and International Shock Transmission: Does Bank Ownership Still Matter?’, Journal of International Financial Markets, Institutions & Money, DOI(10.1016/j.intfin.2015.05.006)
• Xu, Y 2015 (forthcoming), ‘Review of: The Butterfly Defect: How Globalization Creates Systemic Risks, and What to Do about It’, by Ian Goldin and Mike Mariathasan (Princeton University Press, Princeton and Oxford, USA and UK, 2014), pp.320.”, The Economic Record.

Globalisation and Trade program

• Ito, T and Okubo, T (forthcoming) ‘The Impact of the Euro on the Quality of Trade: Evidence from the European Union’, The Manchester School
• Ito, T and Okubo, T (forthcoming) ‘Product Quality and Intra-industry Trade’, Singapore Economic Review
• Rehdanz, K, Welsch, H, Narita, D and Okubo, T. (2015) ‘Well-being Effects of a Major Natural Disaster: The Case of Fukushima’, Journal of Economic Behavior & Organization 116: pp.500-517.
• Schröder, C, Rehdanz, K, Narita, D and Okubo, T. (2015) ‘The Decline in Average Family Size and its Implications for the Average Benefits of Within‐household Sharing’, Oxford Economic Papers 67(3): pp.760-780.

Macroeconomic Policy Frameworks program

• Afrouzi H, Coibion O, Gorodnichenko Y, and Kumar S, ‘Inflation targeting does not anchor inflation expectations: Evidence from firms in New Zealand,’ forthcoming in Brookings Papers on Economic Activity.
• Froyen R and Guender AV, ‘Real-Exchange-Rate-Adjusted Inflation Targeting in an Open Economy: Some Analytical Results’, Economics Bulletin (forthcoming).
• Guender AV and Tolan B, ‘The Predictive Ability of a Risk-Adjusted Yield Spread for Economic Activity in Europe’, European Journal of Economics (forthcoming).
• Kumar S, ‘Is the U.S. Consumer Credit Asymmetric?’, Scottish Journal of Political Economy, forthcoming.
• Libich, J. (2015), Real-World Economic Policy: Insights from Leading Australian Economists, Cengage Australia, 340pp
• Libich, J. (2015), ‘The Economic Future of Europe: Change of Diet or Premature Death?’, World Economics, 15(4), pp73-103.
• Libich, J. and Nguyen, D. (2015) ‘Strategic Monetary-Fiscal Interactions in a Downturn’, Economic Record, 91(293), pp172-190.
• Libich, J., Nguyen, D. and Stehlik, P (2015) ‘Monetary Exit and Fiscal Spillovers’, European Journal of Political Economy, in press (CAMA WP 04/2011).
• Makin, AJ. and Ratnasiri, S. (2015) ‘Competitiveness and Government Expenditure: The Australian Example’, Economic Modelling 49, 154-161.
• Makin, AJ (2015) ‘Expansionary Versus Contractionary Government Spending’, Contemporary Economic Policy 33 (1), 56-65.
• Teranishi Y (2015). ‘Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts,’ Economic Journal, Royal Economic Society, vol. 125(582), pages 162-183, 02.

Macroeconomic Theory program

• Furlanetto F and Groshenny N, ‘Mismatch shocks and unemployment during the Great Recession’ forthcoming in the Journal of Applied Econometrics (CAMA WP 17/2015).
• Guo J-T, Sirbu A and Weder M (2015): ‘News about Aggregate Demand and the Business Cycle’, Journal of Monetary Economics 72, 83-96.

Model Uncertainty and Macro-Econometrics program

• Messina, JD., Sinclair TM, and Stekler HO (2015). ‘What Can We Learn from Revisions to the Greenbook Forecasts?’ forthcoming in the Journal of Macroeconomics.
• Wiriyawit V and Wong B ‘Structural VARs, Deterministic and Stochastic Trends: How Much Detrending Matters For Shock Identification’, Studies in Nonlinear Dynamics and Econometrics, forthcoming.(CAMA WP 46/ 2014)

Multi-Country Models and Methods program

• Arora, V., R. Tyers and Y. Zhang (2015), ‘Reconstructing the savings glut: the global implications of Asian excess saving’, International Journal of Economics and Finance, 7(7), July.
• Tyers, R (2015), ‘Service oligopolies and Australia’s economy-wide performance’, Australian Economic Review, 48(4): 333-56, December.
• Tyers, R (2015), ”International effects of China’s rise and transition: neoclassical and Keynesian perspectives’, Journal of Asian Economics, 37: 1-19, April.
• Tyers, R (2015), ‘Pessimism shocks in a model of global macroeconomic interdependence’, International Journal of Economics and Finance, 7(1): 37-59, January.

Open Economy Macroeconomics program

• Crucini MJ, Shintani M and Tsuruga T, ‘Noisy Information, Distance and Law of One Price Dynamics across US Cities’, Journal of Monetary Economics, 2015, 74 pp. 52-66.
• Kollmann R,Ratto M and Roeger W, in’t Velt J and Voegel L, “What Drives the German Current Account? And How Does it Affect Other EU Member States?”, Economic Policy, 2015, Vol. 30, pp.47-93.
• Kollmann R, “Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning”, Computational Economics, 2015, Vol. 45, pp.239-260.
• Kollmann R, “Exchange Rate Dynamics with Long-Run Risk and Recursive Preferences”, Open Economies Review, 2015, Vol. 26, pp.175-196.
• Senay, O and Sutherland A.J., ‘Local Currency Pricing, Foreign Monetary Shocks and Exchange Rate Policy’, Open Economies Review, May 2015. DOI: 10.1007/s11079-015-9356-x
• Tsuruga T. and Kato R. ‘The Safer, the riskier: A Model of Financial Instability and Bank Leverage’, Economic Modelling (forthcoming).

Books

Finance and the Macroeconomy program

• Dwyer, G, ‘Milton Friedman: A Bayesian?’ Forthcoming in Milton Friedman: Contributions to Economics and Public Policy, edited by Robert A. Cord and J. Daniel Hammond.” Oxford University Press, in press.
• Kose A and Terrones M: ‘Collapse and Revival : Understanding Global Recessions and Recoveries’. October 2015

2014

Climate Change and Energy program

• Arora V, Cai Y (2014). “U.S. natural gas exports and their global impacts”. Applied Energy 120, 95-103
• Blahova, P, Janda K and Kristoufek, L. (forthcoming) “The Perspectives for Genetically Modified Cellulosic Biofuels in the Central European Conditions.” Agricultural Economics
• Bruns S. B., Gross C., and Stern D. I. (2014) “Is there really Granger causality between energy use and output?” Energy Journal 35(4), 101-134
• Cai Y, Kamihigashi T and Stachurski J (2014) “Stochastic optimal growth with risky labor supply.” Journal of Mathematical Economics 50, 167-176
• Janda K, Kristoufek, L and Zilberman, D. (forthcoming)”Price Transmission between Biofuels, Fuels and Food Commodities.” Biofuels, Bio-products and Biorefining
• Kander A. and Stern D. I.(2014) “Economic growth and the transition from traditional to modern energy in Sweden”, Energy Economics 46, 56-65
• Stern D. I. and Kaufmann R.K. (2014) “Anthropogenic and natural causes of climate change”, Climatic Change 122, 257-269

Commodities and the Macroeconomy program

• Chen YC, Turnovsky SJ, Zivot E, (2014) “Forecasting inflation using commodity price aggregates,” Journal of Econometrics

Finance and the Macroeconomy program

• Apergis N and Cooray A (2014). “Convergence in Sovereign Debt Ratios across Highly in Debt EU Countries: Evidence from Club Convergence”, Applied Economics Letters, 21(11), 786-788.
• Apergis N and Cooray A (2014) “Tax Revenues Convergence across ASEAN, Pacific and Oceania Countries: Evidence from Club Convergence”, Journal of Multinational Financial Management, 27(October), 11-21
• Arin K, Anbarci N, and Lee J. ‘Gender Differences in Responses to Contingent Rewards: Evidence from a Field Experiment of Junior Tennis’, Journal of Behavioral and Experimental Economics, 2014, 53, 131-137.
• Arslanalp S and Liao Y, (forthcoming). “Banking Sector Contingent Liabilities and Sovereign Credit Risk”, Journal of Empirical Finance.
• Boschi M, Girardi A, and Ventura M, ‘Partial credit guarantees and SMEs financing’, Journal of Financial Stability, 15(C), 182-194, December 2014.
• Bu D and Liao Y. “Corporate Credit Risk Prediction with Stochastic Volatility and Jumps”, Journal of Economic Dynamics and Control, 2014(47), 263-281
• Cooray A. (2014). “Do Low Skilled Migrants Contribute More to Home Country Income? Evidence from South Asia”, B.E Journal of Economic Analysis and Policy, 14(3), 1185-1212.
• Cooray A, Mallick S and Dutta N. (2014.) “Gender Specific Human Capital, Openness and Growth: Exploring the Linkages for South Asia”, Review of Development Economics, 18 (1), 107-122.
• Cooray A, Verma R and Wright L. (2014). “Does a Gender Disparity Exist in Academic Rank? Evidence from an Australian University”, Applied Economics, 46 (20), 2441-2451.
• Cooray A. (2014) “Who Remits: An Examination of Emigration by Education Level and Gender”, The World Economy, 37(10), 1441-1453.
• Dungey MJacobs JPAM, Jing Tian and Simon van Norden (2014). “Trend in Cycle or Cycle in Trend? New Structural Identications for Unobserved Components Models of U.S. Real GDP”. Macroeconomic Dynamics. Published online: DOI: http://dx.doi.org/10.1017/S1365100513000606, 13 June 2014
• Fry-McKibbin, R.A., Martin V.L., Tang, C. (2014) “Financial Contagion and Asset Pricing”, Journal of Banking and Finance, vol.47, pp.296 - 308.
• Gorter, Janko, Stolwijk F, Jacobs JPAM and de Haan J (2014). “ECB Policy-Making and the Financial Crisis”. International Journal of Finance and Economics, 19, 132-139
• Glover KJ and Hambusch G.(2014) “The trade-off theory revisited: on the effect of operating leverage”, International Journal of Managerial Finance, Vol. 10 Iss: 1, pp.2 – 22
• Hasan I, Shaffer S and Zhou M (forthcoming), “New Small Firms and Dimensions of Economic Performance,” Economic Development Quarterly • Kang W, Ratti RA and Yoon KH (2014). “The Impact of Oil Price Shocks on U.S. Bond Market Returns”, Energy Economics, 44, 248-258.
• Kang W, Lee K and Ratti RA (2014). “Economic Policy Uncertainty and Firm-Level Investment”, Journal of Macroeconomics, 39, 42-53.
• Kang W and Ratti RA (forthcoming). “Policy Uncertainty in China, Oil Shocks and Stock Returns”, Economics of Transition.
• Knop, SJ. and Vespignani, JL (2014). “The sectorial impact of commodity price shocks in Australia,” Economic Modelling, Elsevier, vol. 42(C), pages 257-271
• Liao Y and Stachurski J, (forthcoming). “Simulation-Based Density Estimation for Time Series using Covariate Data”, Journal of Business and Economics Statistics
• Morley J and Eo Y “Likelihood-Based Confidence Sets for the Timing of Structural Breaks,” Quantitative Economics, forthcoming
• Okimoto T (2014) “Asymmetric Increasing Trends in Dependence in International Equity Markets”, Journal of Banking & Finance 46, 219-232 [CAMA WP 44/2014]
• Phillips PCB, Shi S and Yu J. (forthcoming), ”Testing for Multiple Bubbles: Limit Theory of Real Time Detectors”, International Economic Review
• Qin B and Shaffer S. (forthcoming), ”A Test of Competition in Chinese Banking,” Applied Economics Letters
• Shi S and Song Y. (forthcoming), ”Identifying Speculative Bubbles with an Infinite Hidden Markov Model,” Journal of Financial Econometrics
• Vespignani, J.L,. 2014 (forthcoming). “On the differential impact of monetary policy across states/territories and its determinants in Australia: Evidence and new methodology from a small open economy” . Journal of International Financial Markets, Institutions & Money
• Vespignani, J.L(forthcoming). “International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China”. Economic Modelling.

Globalization and Trade program

• Baldwin, R.E. and Okubo, T. (forthcoming) “Tax Competition with Heterogeneous Firms”, Spatial Economic Analysis.
• Baldwin, R.E. and Okubo, T (forthcoming) “Networked FDI: Sales and sourcing patterns of Japanese foreign affiliates”, The World Economy.
• Baldwin, R.E. and Okubo T. (2014) “International Trade, Offshoring and Heterogeneous Firms”, Review of International Economics, 22(1), pp.59-72
• Baldwin, R.E. and Okubo T. (forthcoming) “Networked FDI: Sales and sourcing patterns of Japanese foreign affiliates”, The World Economy.
• Cole, M.A., Elliott, R.J.R., and Okubo, T. (forthcoming) “Environmental Outsourcing”, Review of World Economics (Weltwirtschaftliches Archiv).
• Forslid, R and Okubo, T (forthcoming) “Which Firms are Left in the Periphery? Spatial Sorting of Heterogeneous Firms with Scale Economies in Transportation”, Journal of Regional Science
• Forslid, R and Okubo, T (2014) “Spatial Sorting with Heterogeneous Firms and Heterogeneous Sectors”, Regional Science and Urban Economics, 46(3), pp.42-56.
• Kondo, K and Okubo T.(forthcoming) “Interregional Labour Migration and Real Wage Disparities: Evidence from Japan”, Papers in Regional Science.
• Okubo, T, Kimura, F and Teshima, N (2014) “Asian Fragmentation in the Global Financial Crisis”, International Review of Economics and Finance, 31, pp.114-127.
• Okubo T, Picard PM and Thisse J-F (forthcoming) “On the Impact of Competition on Trade and Firm Location”, Journal of Regional Science.
• Okubo T and Tomiura, E (forthcoming) “Skew Productivity Distributions and Agglomeration: Evidence from plant-level data”, Regional Studies.

Open Economy Macroeconomics program

• Bailliu J, Dib A, Kano T and Schembri L (2014), “Multilateral adjustment, regime switching and real exchange rate dynamics”, North American Journal of Economics and Finance, 27, 68-87
• Chen YC (2014), “Understanding Exchange Rate Behavior,” International Finance
• Crucini MJ and Yilmazkuday H. “Understanding Long-run Price Dispersion,” Journal of Monetary Economics, forthcoming.
• Crucini, MJ and Shintani M. “Measuring Business Cycles By Saving for a Rainy Day,” Canadian Journal of Economics, forthcoming.
• Crucini MJ, Shintani M and Tsuruga T (2014) “Real Exchange Rate Dynamis in Sticky Wage Models”. Economics Letters, 123 (2), pp. 160-163
• Crucini MJ, Shintani M and Tsuruga T (2014) “Real Exchange Rate Dynamis in Sticky Wage Models”. Economics Letters, 123 (2), pp. 160-163
• Devereux MB, Senay OSutherland A (2014) “Nominal Stability and Financial Globalization”. Journal of Money, Credit and Banking, Volume 46, Issue5, pp. 921-959
• Fielding, D. and Hajzler C (2014). “Relative Price Variability and Inflation in a Simple Consumer Search Model.” Economics Letters, 123 (1): 17-22
• Hajzler C. (2014),“Resource-based FDI and Expropriation in Developing Economies,” Journal of International Economics, 92 (1): 124-146
• Hoffmann M, Harms, P, and Ortseifer C (forthcoming), “The Home Bias in Equities and Distribution Costs”, Scandinavian Journal of Economics
• Jacob P. (forthcoming) “Deep Habits, Price Rigidities and the Consumption” , Journal of Money, Credit and Banking [CAMA WP 72/2013]
• Kano T (forthcoming). “Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning”, Computational Economics.
• Kollmann R, Chinn M and Devereux MB. “Current account imbalances and international financial integration”. Journal of International Money and Finance, forthcoming.
• Kollmann R, in’t Veld J, Pataracchia B, Ratto M and Roeger W. “’International Capital Flows and the Boom-Bust Cycle in Spain”. Journal of International Money and Finance, forthcoming. [CAMA working paper 40/2014]
• Kollmann R, Ratto M, Roeger W,in’t Veld J, and Vogel L . “What Drives the German Current Account? And How Does it Affect Other EU Member States? “. Economic Policy, forthcoming. [CAMA working paper 35/2014]
• Senay O and Sutherland A, “Endogenous price flexibility and optimal monetary policy”. Oxford Economic Papers (2014) 66 (4): 1121-1144

Macroeconomic Policy Frameworks program

• Dennis, R, 2014. “Imperfect credibility and robust monetary policy,” Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 218-234
• Fujiwara I and Hirose Y (2014) “Indeterminacy and Forecastability,” Journal of Money, Credit and Banking 46(1), 243-251
• Fujiwara I, Kim, H., Hansen B and Ogaki M (forthcoming), “Purchasing Power Parity and the Taylor Rule,” Journal of Applied Econometrics
• Guender A, “Monetary Policy and the UIP Puzzle: Theory and Empirical Results for Oceania,” Economic Record, v90no209, 2014: 207-219.
• Guender A and Froyen R, “Price Level Targeting and the Delegation Issue in an Open Economy” (with Richard Froyen), Economics Letters, v122, 2014: 12-15.
• Libich J, Hughes Hallett, A. and Stehlík P. (2014), ‘Monetary and Fiscal Policy Interaction With Various Degrees of Commitment’, Czech Journal of Economic and Finance, 64(1), pp2-29
• Makin AJ (2014) “The Paradoxes and Pitfalls of Revived Fiscal Activism” Economic Affairs 34(1) 60-68
• Makin AJ, Narayan, P. and Narayan, S. (2014) “What Expenditure Does Anglosphere Foreign Borrowing Fund?” Journal of International Money and Finance 40 (1), 63-78
• Makin, A. (2014) “Reconciling Opposing Views of the Commodity Boom” (2014) Economic Analysis and Policy, 44, 129-135.
• Hansen S, McMahon M, Rivera CV. “Preferences or private assessments on a monetary policy committee?” Journal of Monetary Economics, volume 67, October 2014, pages 16-32

Macroeconomic Theory program

• Gamboa F, Maldonado WL (2014) “Feasibility and optimality of the initial capital stock in the Ramsey vintage capital model.” Journal of Mathematical Economics 52, 40-45 [CAMA Working Paper 38/2013]
• Lee k, Morley J and Shields K (forthcoming), “The Meta Taylor Rule” Journal of Money, Credit, and Banking
• Lubik T, “Deep Habits in the New Keynesian Phillips Curve”, Journal of Money, Credit, and Banking, 46(1), February 2014, pp. 79-114 [CAMA WP9/2012]

Macroeconomics and Longer Run Issues program

• McKibbin WJ, Stoecke AB and Lu YY (2014). “Global Fiscal Adjustment and Trade Rebalancing”. The World Economy, DOI: 10.1111/twec.12185

Model Uncertainty and Macroeconomics program

• Bhattarai S, Lee JW, and Park WW (2014). “Price Indexation, Habit Formation, and the Generalized Taylor Principle” , Journal of Economic Dynamics and Control, 48. [CAMA working paper 52/2013]
• Bhattarai S, Lee JW, and Park WW (2014). “Inflation Dynamics: The Role of Public Debt and Policy Regimes”, Journal of Monetary Economics, 67. [CAMA working paper 75/2013]
• Morley J and Liu Y (2014) “Structural Evolution of the Postwar U.S. Economy,” Journal of Economic Dynamics and Control, vol. 42, May 2014, 50-68
• Morley J and Yunjong Eo (forthcoming), “Likelihood-Based Confidence Sets for the Timing of Structural Breaks,” Quantitative Economics
• Morley J and Yuelin Liu, “Structural Evolution of the Postwar U.S. Economy,” Journal of Economic Dynamics and Control, vol. 42, May 2014, 50-68
• Morley J, Fazzari S and Panovska I (forthcoming), “State-Dependent Effects of Fiscal Policy”, Studies in Nonlinear Dynamics and Econometrics.
• Smith, M.S. and Vahey, S. (2014), ‘Asymmetric density forecasts for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence’, Journal of Business and Economic Statistics (forthcoming).
• Smith, M.S. (2014), ‘Copula modelling of dependence in multivariate time series’, International Journal of Forecasting (forthcoming).

Multi-Country Models and Methods program

• Golley, J. and R. Tyers (2014), “Gender rebalancing in China”, Asian Population Studies, (ERA A, GS cites = 3+1 from WP, Taylor and Francis), 10(2): 125-143.
• Tyers, R. and Y. Zhang (2014), “Real exchange rate determination and the China puzzle”, Asian-Pacific Economic Literature, November (Survey journal: ABDC C, Blackwell).
• Tyers, R. (2014), “Looking inward for transformative growth”, China Economic Review, 29: 166–184 (ABDC A, Elsevier, GS cites = 1+ 12 from WP).
• Tyers, R. and Y. Zhang (2014), “Short run implications of China’s reform agenda”, Chapter 7 in R. Garnaut, C. Fang and L. Song (eds), Deepening Reform for China’s Long-Term Growth and Development, Canberra: ANU E Press and Beijing: Social Sciences Academic Press, Pp 159-189.
• Tyers, R. (2014), “Looking inward for transformative growth”, China Economic Review, 29: 166–184 (ABDC “A”).

CAMA PhD student publication

• Phan, T. (2014), Output Composition of the Monetary Policy Transmission Mechanism: Is Australia Different?. Economic Record, 90: 382–399. doi: 10.1111/1475-4932.12121. [CAMA working paper 39/2014]

Books

Finance and the Macroeconomy program

• Boonman T, Jacobs JPAM and Kuper GH, “Currency crises in Mexico 1990-2009: An Early Warning System Approach”. In: S. Coronado-Ramirez, P.L. Celso-Arellano and C. Trejo-Pech (eds.), Nonlinear Time Series and Finance, University of Guadalajara, Chapter 2,34-51, 2014
• Claessens S; Kose MA; Laeven L; Valencia F. Financial Crises: Causes, Consequences, and Policy Responses, International Monetary Fund, 2014.

Macroeconomic Policy Frameworks program

• Makin, A. and Arora, R. (2014) “How Solid are the BRICS?: An Economic Overview” (2014) in V. Lo and M. Hiscock (eds) The Rise of BRICS in the Global Political Economy Edward Elgar, Cheltenam.

Model Uncertainty and Macroeconomics program

• Chan J and D.P. Kroese, Statistical Modeling and Computation, Springer, 2014
• Sinclair TM, Joutz F, and Stekler HO, “Can the Fed Predict the State of the Economy? ” In: Madrick J, Why the Experts Missed the Recession, The New York Review of Books, September 25, 2014, Volume 61, Number 14

2013

Martin Bodenstein of Macroeconomic Policy Frameworks Program:

  • With Guerrieri L and Gust CJ, “Oil shocks and the zero bound on nominal interest rates”, Journal of International Money and Finance, Elsevier, vol. 32(C), pages 941-967, 2013.

Paul Burke of Climate Change and Energy Program:

  • “The National-Level Energy Ladder and its Carbon Implications.” Environment and Development Economics 18(4): 484-503, 2013.

Joshua Chan of Model Uncertainty and Macroeconometrics Program:

  • With Koop G, Potter SM, “A New Model of Trend Inflation”, Journal of Business & Economic Statistics, American Statistical Association, vol. 31(1), pages 94-106, January 2013.

Iris Claus of Macroeconomic Policy Frameworks Program:

  • “Is the value added tax a useful macroeconomic stabilization instrument?”, Economic Modelling, Elsevier, vol. 30(C), pages 366-374, 2013.

Creina Day of Economic Growth and Development Program:

  • With Steve Dowrick, “Endogenous growth with R&D and human capital: the role of returns to scale”, Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 312-322, April, 2013.

Alexandre Dmitriev of Macroeconomic Theory Program:

  • “Institutions and growth: evidence from estimation methods robust to weak instruments”, Applied Economics, Taylor and Francis Journals, vol. 45(13), pages 1625-1635, May 2013.

Mardi Dungey, Jan PAM Jacobs and Simon Van Norden of Finance and the Macroeconomy Program:

  • “On the correspondence between data revision and trend-cycle decomposition,” Applied Economics Letters, Taylor and Francis Journals, vol. 20(4), pages 316-319, March 2013

Ippei Fujiwara of Macroeconomic Policy Frameworks:

  • With Nakajima T, Sudo N, Teranishi Y. “Global Liquidity Trap”. Journal of Monetary Economics 60(8), 2013.

  • With Hirose Y., “Indeterminacy and Forecastability”, Journal of Money, Credit and Banking, forthcoming.

  • With Koerber L, Nagakura D. “Asymmetries in Government Bond Returns”, Journal of Banking and Finance 37(8), 2013.

  • With Kozo U. “Fiscal Multipliers and Spillovers under Global Liquidity Trap”, Journal of Economic Dynamics and Control 37(7), 2013.

  • With Ichiue H, Nakazono Y, Shigemi Y. “Financial Markets Forecasts Revisited: Are They Rational, Herding or Bold?”, Economics Letters 118(3), 2013.

Karel Janda of Climate Change and Energy Program:

  • With Prusa J, Klimesova A. “Consumer Loss in Czech Photovoltaic Power Plants in 2010-2011.” Energy Policy, forthcoming.

Jan Libich of Macroeconomic Policy Frameworks Program:

  • With Lenten, L. and Stehlík, P. (2013), ‘Policy Timing and Footballers’ Incentives: Penalties Before or After Extra-time? the Journal of Sports Economics, 14(6), pp629-655.

Philip Liu of Macroeconomic Theory Program:

  • With Baumeister C and Mumtaz H, “Changes in the effects of monetary policy on disaggregate price dynamics”, Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 543-560, 2013
  • With Tang H and Cheung EC, “Changing impact of fiscal policy on selected ASEAN countries”, Journal of Asian Economics, Elsevier, vol. 24(C), pages 103-116, 2013.

Yingying Lu of Climate Change and Energy Program:

  • With Stegman A, Cai Y. “Emissions intensity targeting: From China’s 12th Five Year Plan to its Copenhagen commitment” Energy Policy 61 (2013) 1164–1177.

Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program:

  • “Commodity prices and the macroeconomy: An extended dependent economy approach”, Journal of Asian Economics, Elsevier, vol. 24(C), pages 80-88, 2013.
  • With Narayan P. “Has International Borrowing or Lending Driven Australia’s Net Capital Inflow?”International Review of Economics and Finance 27 (2013), 134-143.
  • With Narayan P. 2013. “Re-examining the ‘Twin Deficits’ Hypothesis: Evidence from Australia” Empirical Economics 45 (2013),817-829.

Peter N Smith of Finance and the Macroeconomy Program:

  • With Abhakorn and Wickerns MR, “What do Fama-French factors add to C-CAPM?, Forthcoming in Journal of Empirical Finance, 2013. [CAMA Working Paper 23/2013]
  • With Mendoza-Velazquez A, “Expected returns and the business cycle: the role of supply and demand shocks”, Forthcoming in Manchester School, 2013. [CAMA Working Paper 22/2013]
  • With Clare A, Seaton J, Thomas S. “Trend following, risk parity and momentum in commodity futures”, International Review of Financial Analysis, 2013, forthcoming.
  • With Clare A, Seaton J, Thomas S. “Breaking into the blackbox: trend following, stop losses and the frequency of trading: the case of the S&P 500”, Journal of Asset Management, 2013, forthcoming.

David Stern of Climate Change and Energy Program:

  • “Uncertainty Measures for Economics Journal Impact Factors”, Journal of Economic Literature, American Economic Association, vol. 51(1), pages 173-89, March 2013.

Takayuki Tsuruga of Open Economy Macroeconomics Program:

  • With Crucini MJ and Shintani M, “Do Sticky Price Increase the Real Exchange Rate Volatility at the Sector Level?” European Economic Review, 62, 2013, pp. 58-72.

Mark Wright of Globalisation and Trade Program:

  • With Fabina J, “Where has all the productivity growth gone?”, Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jan., 2013.

2008

Associate Professor Jaime Alonso-Carrera of Macroeconomic Theory Program:

  • "Can Consumption Spillovers be a Source of Equilibrium Indeterminacy?", Journal of Economic Dynamics and Control, 32, pp. 2883 - 2902, 2008. [CAMA Working Paper 13/2007]

Professor Mardi Dungey of Finance and the Macroeconomy Program:

  • With Goodhart C and Tambakis D, "The US Treasury Market in August 1998: Untangling the Effects of Hong Kong and Russia with High Frequency Data", International Journal of Finance and Economics, 2008, 13, pp. 40-52 [CAMA Working Paper 22/2005]

Dr Jesus Felipe of Economic Growth and Development Program:

  • With Fan EX, "The Diverging Patterns of Profitability, Investment and Growth of China and India, 1980-2003", World Development, 2008, vol 36, no 5, pp 741-774.[CAMA Working Paper 23/2005]

Dr David Haugh of Macroeconometric Models and Methods Program:

  • "Monetary Policy under Uncertainty about the Nature of Asset-Price Shocks", International Journal of Central Banking, December 2008 Issue

Dr Timo Henckel of the Behavioural macroeconomics and complexity Program:

  • With Fehr E and Tyran JR, "Limited Rationality and Strategic Interaction: The Impact of Strategic Environment on Nominal Inertia", Econometrica, vol. 76, no. 2, March 2008. [CAMA Working Paper 26/2007]

Dr Jan Libich of the Macroeconomic Policy Frameworks Program:

  • "An Explicit Inflation Target as a Commitment Device", Journal of Macroeconomics, vol. 30, no. 1, pp. 43-68 [CAMA Working Paper 22/2006]

2007

Dr Prasad Bhattacharya of Macroeconometric Models and Methods Program

  • With Thomakos DD, 2007. "Trade, openness, and domestic conflict: an empirical investigation for Latin America, "Economics of Peace and Security Journal, Economists for Peace and Security (UK), vol. 2(2), pages 77-80, June.

Dr Melisso Boschi of Finance and the Macroeconomy Program

  • With Girardi A, 2007. "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 9-24.

Dr Iris Claus of Macroeconomic Policy Frameworks Program

  • 2007. "The Effects of Bank Lending in an Open Economy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1213-1243, 08.
  • 2007. "Tax Policy Reform and Economic Performance in New Zealand," Asian Economic Papers, MIT Press, vol. 6(2), pages 79-108, May.

Professor Richard Dennis of Macroeconomic Policy Frameworks Program

  • With Williams JC, 2007. "Monetary policy, transparency, and credibility: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 25.
  • 2007. "Fixing the New Keynesian Phillips curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 30.
  • 2007. "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, vol. 11(01), pages 31-55, February.

Professor Mardi Dungey of Finance and the Macroeconomy Program

  • With Martin VL, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.

Dr Gerald Jr. Dwyer of Finance and the Macroeconomy Program

  • With Hasan I, 2007. "Suspension of payments, bank failures, and the nonbank public's losses," Journal of Monetary Economics, Elsevier, vol. 54(2), pages 565-580, March.

Associate Professor Ippei Fujiwara of Macroeconomic Policy Frameworks, and Multi-Country Models and Methods Program

  • 2007. "Is there a direct effect of money?: Money's role in an estimated monetary business cycle model of the Japanese economy," Japan and the World Economy, Elsevier, vol. 19(3), pages 329-337, August.
  • With Hara N, Hirakata N, Kimura T, and Watanabe S, 2007. "Japanese Monetary Policy during the Collapse of the Bubble Economy: A View of Policymaking under Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 25(2), pages 89-128, November.

Dr Martin Fukac of Macroeconomic Theory Program

  • With Pagan AR, 2007. "Commentary on "An estimated DSGE model for the United Kingdom"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 233-240.

Professor Viv B Hall of Macroeconomic Policy Frameworks Program

  • With McDermott, 2007. "Regional business cycles in New Zealand: Do they exist? What might drive them?," Papers in Regional Science, Wiley Blackwell, vol. 86(2), pages 167-191, 06.

 

Associate Professor Jan PAM Jacobs of Finance and the Macroeconomy Program

  • With Toolsema LA, 2007. "Why do prices rise faster than they fall? With an application to mortgage rates," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 701-712.

 

Dr Jan Libich of Macroeconomic Policy Frameworks Program

  • With Hallett AH, 2007. "Fiscal-monetary Interactions: The Effect of Fiscal Restraint and Public Monitoring on Central Bank Credibility," Open Economies Review, Springer, vol. 18(5), pages 559-576, November.

 

Professor Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program

  • 2007.  "Re-Examining The Effectiveness Of Stabilisation Policy," Australian Economic Papers, Wiley Blackwell, vol. 46(4), pages 348-359, December.
  • 2007. "Does China's Huge External Surplus Imply an Undervalued Renminbi?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 15(3), pages 89-102.
  • 2007. "To Peg Or Not To Peg?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(01), pages 39-52.

Professor Mardi Dungey and Professor Renee Fry McKibbin of Finance and the Macroeconomy Program

  • With Gonzalez-Hermosillo B and Martin VL, 2007. "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 155-174, August

Professor Warwick McKibbin of Climate Change and Energy, Macroeconomics and Longer Run Issues, and  Multi-Country Models and Methods Program

  • With Ang JB, 2007. "Financial liberalization, financial sector development and growth: Evidence from Malaysia,"Journal of Development Economics, Elsevier, vol. 84(1), pages 215-233, September.
  • With Pearce D, Stegman A, 2007. "Long term projections of carbon emissions,"International Journal of Forecasting, Elsevier, vol. 23(4), pages 637-653.
  • 2007. "From National to International Climate Change Policy,"Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 40(4), pages 410-420, December.

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program

  • 2007. "Handbook on the Economics of Discrimination - Edited by William M. Rodgers III,"British Journal of Industrial Relations, London School of Economics, vol. 45(1), pages 204-206, 03.

 

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program and Professor Peter N Smith of Finance and the Macroeconomy Program

  • 2007. "The Gender Earnings Gap In Britain: Including The Workplace," Manchester School, University of Manchester, vol. 75(6), pages 653-672, December.

Professor Jeffrey Sheen of Macroeconomic Policy Frameworks Program

  • With Chaudhuri K, 2007. "To Pool or to Aggregate? Tests with a Dynamic Panel Macroeconometric Model of Australian State Labor Markets," The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1.
  • With Kim D, 2007. "Consumption Risk-Sharing within Australia and with New Zealand," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, 03.

Dr Alison Stegman of Climate Change and Energy Program

  • With McKibin WJ and Pearce D, 2007. "Long term projections of carbon emissions," International Journal of Forecasting, Elsevier, vol. 23(4), pages 637-653.

Professor David Stern of Climate Change and Energy Program

  • 2007. "Mick Common and Sigrid Stagl, Ecological Economics: An Introduction, Cambridge University Press (2005) 592 pages ISBN: 13: 9780521816458," Ecological Economics, Elsevier, vol. 63(4), pages 829-830, September.

Dr Kam Ki Tang of Economic Growth and Development Program

  • With Chotikapanich D and Rao DSP, 2007. "Estimating Income Inequality In China Using Grouped Data And The Generalized Beta Distribution," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 53(1), pages 127-147, 03.
  • With Laurenceson J, 2007. "Opening China's Capital Account: Modeling the Capital Flow Response," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 5(1), pages 1-18.
  • With Zhang J, 2007. "Health, Education, And Life Cycle Savings In The Development Process," Economic Inquiry, Western Economic Association International, vol. 45(3), pages 615-630, 07.

Associate Professor Christoph Thoenissen of Macroeconomic Policy Frameworks Program

  • With Bhattacharjee A, 2007. "Money And Monetary Policy In Dynamic Stochastic General Equilibrium Models," Manchester School, University of Manchester, vol. 75(s1), pages 88-122, 09.

Professor Rod Tyers of Multi-Country Models and Methods Program

  • With Menezes FM and Pracz M, 2007. "Strategic Interaction amongst Australia's East Coast Ports," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 40(3), pages 267-278, 09.
  • With Shi Q, 2007. "Demographic Change and Policy Responses: Implications for the Global Economy," The World Economy, Wiley Blackwell, vol. 30(4), pages 537-566, 04.

Professor David Vines of Globalisation and Trade Program

  • With Hoekman B, 2007. "Multilateral trade cooperation: what next?," Oxford Review of Economic Policy, Oxford University Press, vol. 23(3), pages 311-334, Autumn.
  • With Kirsanova T, Satchi M, and Wren-Lewis S, 2007. "Optimal Fiscal Policy Rules in a Monetary Union," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1759-1784, October.
  • With Garnaut R, 2007. "Regional free-trade areas: sorting out the tangled spaghetti," Oxford Review of Economic Policy, Oxford University Press, vol. 23(3), pages 508-527, Autumn.

Professor Mark Wright of Globalisation and Trade Program

  • With Tomz M, 2007. "Do Countries Default in "Bad Times" ?," Journal of the European Economic Association, MIT Press, vol. 5(2-3), pages 352-360, 04-05.
  • With Rossi-Hansberg E, 2007. "Urban Structure and Growth," Review of Economic Studies, Wiley Blackwell, vol. 74(2), pages 597-624, 04.
  • With Rossi-Hansberg E, 2007. "Establishment Size Dynamics in the Aggregate Economy," American Economic Review, American Economic Association, vol. 97(5), pages 1639-1666, December.

Professor Daniel Zizzo of Behavioural Macroeconomics and Complexity Program

  • With Tan JHW, 2007. "Perceived harmony, similarity and cooperation in 2 x 2 games: An experimental study," Journal of Economic Psychology, Elsevier, vol. 28(3), pages 365-386, June.
  • With Sgroi D, 2007. "Neural networks and bounded rationality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 717-725.
  • With Bacharach M and Guerra G, 2007. "The Self-Fulfilling Property of Trust: An Experimental Study," Theory and Decision, Springer, vol. 63(4), pages 349-388, December.

2006

Dr Kerim Peren Arin of Finance and the Macroeconomy Program

  • With Okten C, 2006. "The Effects of Privatization on Efficiency: How Does Privatization Work?, "World Development, Elsevier, vol. 34(9), pages 1537-1556, September.
  • With Koray F, 2006. "Are some taxes different than others? An empirical investigation of the effects of tax policy in Canada," Empirical Economics, Springer, vol. 31(1), pages 183-193, March.

Dr Dirk Baur of Finance and the Macroeconomy Program

  • Jung RC, 2006. "Return and volatility linkages between the US and the German stock market,"Journal of International Money and Finance, Elsevier, vol. 25(4), pages 598-613, June.
  • 2006. "Multivariate market association and its extremes,"Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(4), pages 355-369, October.

Professor Richard Dennis of Macroeconomic Policy Frameworks Program

  • With Williams J, 2006. "Labor markets and the macroeconomy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 21.
  • With Soderstrom U, 2006. "How Important Is Precommitment for Monetary Policy?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 847-872, June.
  • 2006. "The policy preferences of the US Federal Reserve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 55-77.

Professor Mardi Dungey and Professor Renee Fry McKibbin of Finance and the Macroeconomy Program

  • With Gonzalez-Hermosillo B and Martin V, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
  • With Bond S, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
  • With Martin VL, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, June.

Dr Gerald Jr. Dwyer of Finance and the Macroeconomy Program

  • With Baier SL and Tamura R, 2006. "How Important are Capital and Total Factor Productivity for Economic Growth?," Economic Inquiry, Western Economic Association International, vol. 44(1), pages 23-49, January.
  • 2006. "Preface: hedge funds: creators of risk?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 4, pages v-vi.

Associate Professor Ippei Fujiwara of Macroeconomic Policy Frameworks, and Multi-Country Models and Methods Program

  • 2006, "Evaluating monetary policy when nominal interest rates are almost zero," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 434-453, September.
  • With Hara N and Yoshimura K, 2006. "Effectiveness of state-contingent monetary policy under a liquidity trap," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 364-379, September.
  • With McAdam P and Roberts JM, 2006. "Monetary policy at the zero interest bound: A model comparison exercise," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 305-313, September.

Professor Viv B Hall of Macroeconomic Policy Frameworks Program

  • With Phillips PCB, 2006. "The A.R. Bergstrom Prize In Econometrics: 2005," Econometric Theory, Cambridge University Press, vol. 22(01), pages 169-170, February.
  • With Kim K and Buckle RA, 2006. "Consumption-smoothing in a small, cyclically volatile open economy: Evidence from New Zealand," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1277-1295, December.

 

Associate Professor Jan PAM Jacobs of Finance and the Macroeconomy Program

  • With Bo H and Sterken E, 2006. "A threshold uncertainty investment model for the Netherlands," Applied Financial Economics, Taylor and Francis Journals, vol. 16(9), pages 665-673.

 

Professor Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program

  • With Robson A, 2006. "The Welfare Cost of Capital Controls," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 13-24, March/Sep.

Professor Warwick McKibbin of Climate Change and Energy, Macroeconomics and Longer Run Issues, and  Multi-Country Models and Methods Program

  • 2006. "The Global Macroeconomic Consequences of a Demographic Transition," Asian Economic Papers, MIT Press, vol. 5(1), pages 92-134, January.
  • 2006. "Environmental Consequences of Rising Energy Use in China," Asian Economic Policy Review, Japan Center for Economic Research, vol. 1(1), pages 157-174.
  • 2006. "Global Energy and Environmental Impacts of an Expanding China,"China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 14(4), pages 38-56.

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program

  • With Daly A, Meng X and Kawaguchi A, 2006. "The Gender Wage Gap in Four Countries," The Economic Record, The Economic Society of Australia, vol. 82(257), pages 165-176, 06.

 

Professor Jeffrey Sheen of Macroeconomic Policy Frameworks Program

  • With Chen-Yu S, 2006. "Asymmetric Monetary Policy in Australia," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages S85-S96, 09.
  • With Kim SJ, 2006. "Interventions in the Yen-dollar spot market: A story of price, volatility and volume," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3191-3214, November.

Associate Professor Tara M Sinclair of Model Uncertainty and Macro-Econometrics Program

  • Friedberg L, Owyang MT, 2006. "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 0(1), pages 14.

Professor David Stern of Climate Change and Energy Program

  • With Ma C, 2006. "Environmental and ecological economics: A citation analysis," Ecological Economics, Elsevier, vol. 58(3), pages 491-506, June.
  • 2006. "An atmosphere-ocean time series model of global climate change," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1330-1346, November.

Dr Kam Ki Tang of Economic Growth and Development Program

  • 2006. "The wealth effect of housing on aggregate consumption," Applied Economics Letters, Taylor and Francis Journals, vol. 13(3), pages 189-193.

Dr Lawrence Uren of Macroeconomic Theory Program

  • 2006. "The Allocation of Labor and Endogenous Search Decisions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 0(1), pages 13.

Professor Simon Van Norden of Finance and the Macroeconomy Program

  • With Boyer MM, 2006. "Exchange rates and order flow in the long run," Finance Research Letters, Elsevier, vol. 3(4), pages 235-243, December.

Professor David Vines of Globalisation and Trade Program

  • With Henry SGB and Satchi M, 2006. "The Effect of Discounting on Policy Choices in Inflation Targeting Regimes," Economic Journal, Royal Economic Society, vol. 116(508), pages 266-282, 01.

Professor Mark Wright of Globalisation and Trade Program

2006. "Private capital flows, capital controls, and default risk," Journal of International Economics, Elsevier, vol. 69(1), pages 120-149, June.

2005

Dr Kerim Peren Arin of Finance and the Macroeconomy Program

  • With Jolly S, 2005. "Trans-Tasman Transmission of Monetary Shocks: Evidence From a VAR Approach,"Atlantic Economic Journal, International Atlantic Economic Society, vol. 33(3), pages 267-283, September.

Dr Dirk Baur of Finance and the Macroeconomy Program

  • Schulze N, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion, "Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April.

Dr Melisso Boschi of Finance and the Macroeconomy Program

  • 2005. "International financial contagion: evidence from the Argentine crisis of 2001-2002, "Applied Financial Economics, Taylor and Francis Journals, vol. 15(3), pages 153-163.

Dr Martin Bodenstein of Macroeconomic Theory, and Macroeconomic Policy Frameworks Program

  • With Ursprung H, 2005. "Political yardstick competition, economic integration, and constitutional choice in a federation:," Public Choice, Springer, vol. 124(3), pages 329-352, September.

Dr Joshua Chan of Model Uncertainty and Macro-Econometrics Program

  • 2005. "Replication of the results in 'learning about heterogeneity in returns to schooling'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 439-443.

Professor Richard Dennis of Macroeconomic Policy Frameworks Program

  • 2005. "Uncertainty and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 30.
  • 2005. "Inflation targeting under commitment and discretion," Economic Review, Federal Reserve Bank of San Francisco, pages 1-13.
  • With Williams J, 2005. "Fiscal and monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 10.

Professor Mardi Dungey and Professor Renee Fry McKibbin of Finance and the Macroeconomy Program

  • With Gonzalez-Hermosillo B and Martin V, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor and Francis Journals, vol. 5(1), pages 9-24.

Dr Gerald Jr. Dwyer of Finance and the Macroeconomy Program

  • 2005. "Comment on "Banking stability and transparency" by Erlend Nier," Journal of Financial Stability, Elsevier, vol. 1(3), pages 435-437, April.
  • 2005. "The Changing Face of Central Banking: Evolutionary Trends Since World War II. By Pierre L. Siklos. Cambridge: Cambridge University Press, 2002. Pp. xix, 347. $70,"The Journal of Economic History, Cambridge University Press, vol. 65(02), pages 606-607, June.
  • 2005. "Introduction to the journal of financial stability issue on regulation and financial stability," Journal of Financial Stability, Elsevier, vol. 1(3), pages 275-278, April.
  • 2005. "Social Security private accounts: a risky proposition?," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 13.

Associate Professor Ippei Fujiwara of Macroeconomic Policy Frameworks, and Multi-Country Models and Methods Program

  • With Hara N, Hirose Y, and Teranishi Y, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.
  • With Teranishi Y, 2005. "Monetary policy in a life-cycle economy,"Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • With Hara N, Hirakata N, Watanabe S, and Yoshimura K, 2005. "Monetary Policy in a Liquidity Trap: What Have We Learned, and to What End?, "International Finance, Wiley Blackwell, vol. 8(3), pages 471-508, December.
  • 2005. "Is the central bank's publication of economic forecasts influential?," Economics Letters, Elsevier, vol. 89(3), pages 255-261, December.
  • With Hara N, Hirose Y, and Teranishi Y, 2005. "The Japanese Economic Model (JEM)," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 23(2), pages 61-142, May.

Dr Martin Fukac of Macroeconomic Theory Program

  • 2005. "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?,"Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 344-362, July.

Associate Professor Jan PAM Jacobs of Finance and the Macroeconomy Program

  • With Wallis KF, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.

 

Professor Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program

  • 2005. "Feasible Limits for External Deficits and Debt," Global Economy Journal, De Gruyter, vol. 5(1), pages 1.
  • 2005. "A Monetary Model of Exchange Rate and Balance of Payments Adjustment," Economic Issues Journal Articles, Economic Issues, vol. 10(1), pages 25-36, March.

 

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program

  • With Almeida-Santos F, 2005. "Employee Training in Australia: Evidence from AWIRS ," The Economic Record, The Economic Society of Australia, vol. 80(s1), pages S53-S64, 09.

Dr Alison Stegman of Climate Change and Energy Program

  • With Breunig R, 2005. "Testing For Regime Switching In Singaporean Business Cycles," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(01), pages 25-34.

Dr Kam Ki Tang of Economic Growth and Development Program

  • With Laurenceson J, 2005. "Shanghai's Development as an International Financial Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 147-166.

Professor Rod Tyers of Multi-Country Models and Methods Program

  • 2005. "Trade Reform and Manufacturing Pricing Behavior in Four Archetype Asia-Pacific Economies ,"Asian Economic Journal, East Asian Economic Association, vol. 19(2), pages 181-203, 06.

Professor Simon Van Norden of Finance and the Macroeconomy Program

  • With Cayen JP, 2005. "The reliability of Canadian output-gap estimates," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 373-393, December.
  • With Orphanides A, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.

Professor David Vines of Globalisation and Trade Program

  • With Allsopp C, 2005. "The Macroeconomic Role of Fiscal Policy," Oxford Review of Economic Policy, Oxford University Press, vol. 21(4), pages 485-508, Winter.
  • With Kirsanova T and Stehn SJ, 2005. "The Interactions between Fiscal Policy and Monetary Policy," Oxford Review of Economic Policy, Oxford University Press, vol. 21(4), pages 532-564, Winter.
  • With Irwin G, 2005. "The efficient resolution of capital account crises: how to avoid moral hazard," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 233-250.

Professor Kenneth F. Wallis of Multi-Country Models and Methods Program

  • With Boero G and Smith J, 2005. "The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data," Econometric Reviews, Taylor and Francis Journals, vol. 23(4), pages 341-370.
  • With Jacobs JPAM, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  • 2005. "Combining Density and Interval Forecasts: A Modest Proposal," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 983-994, December.

Professor Mark Wright of Globalisation and Trade Program

  • 2005. "On the gains from international financial integration," Economics Letters, Elsevier, vol. 87(3), pages 379-386, June.
  • 2005. "Coordinating Creditors," American Economic Review, American Economic Association, vol. 95(2), pages 388-392, May.

2004

Dr Creina Day of Economic Growth and Development Program

  • 2004. "The Dynamics of Fertility and Growth: Baby Boom, Bust and Bounce-Back,"The B.E. Journal of Macroeconomics, De Gruyter, vol. 0(1), pages 14.

Professor Richard Dennis of Macroeconomic Policy Frameworks Program

  • 2004. "Solving for optimal simple rules in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1635-1660, June.
  • With Wu T, 2004. "Interest rates and monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 4.
  • With Lopez JA, 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 165-169, April.
  • 2004. "New Keynesian models and their fit to the data," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 9.

Professor Mardi Dungey of Finance and the Macroeconomy Program

  • 2004. "Identifying terms of trade effects in real exchange rate movements: evidence from Asia," Journal of Asian Economics, Elsevier, vol. 15(2), pages 217-235, April.
  • With Pitchford J, 2004. "Potential Growth and Inflation: Estimates for Australia, the United States and Canada," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(1), pages 89-101, 03.

Dr Gerald Jr. Dwyer of Finance and the Macroeconomy Program

  • With Baier SL and Tamura R, 2004. "Does opening a stock exchange increase economic growth?," Journal of International Money and Finance, Elsevier, vol. 23(3), pages 311-331, April.

Associate Professor Ippei Fujiwara of Macroeconomic Policy Frameworks, and Multi-Country Models and Methods Program

  • 2004. "Output Composition of the Monetary Policy Transmission Mechanism in Japan," The B.E. Journal of Macroeconomics, De Gruyter, vol. 0(1), pages 11.
  • With Koga M, 2004. "A Statistical Forecasting Method for Inflation Forecasting: Hitting Every Vector Autoregression and Forecasting under Model Uncertainty," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 123-142, March.

Professor Viv B Hall of Macroeconomic Policy Frameworks Program

  • With Huang A, 2004. "Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?," New Zealand Economic Papers, Taylor and Francis Journals, vol. 38(1), pages 49-63.
  • With Drew A, McDermott JC, and Clair RS, 2004. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
  • With Han C, Plantier C and Thomson P, 2004. "NZESG CELEBRATES PROFESSOR CLIVE GRANGER'S NOBEL AWARD: Report of the 12th New Zealand Econometrics Study Group meeting Wellington, New Zealand 17 18 October 2003," Econometric Theory, Cambridge University Press, vol. 20(02), pages 431-435, April.

 

Associate Professor Jan PAM Jacobs of Finance and the Macroeconomy Program

  • With Tassenaar V, 2004. "Height, income, and nutrition in the Netherlands: the second half of the 19th century," Economics & Human Biology, Elsevier, vol. 2(2), pages 181-195, June.
  • With Inklaar R and Romp W, 2004. "Business Cycle Indexes: Does a Heap of Data Help?," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2004(3), pages 309-336

 

Professor Anthony (Tony) Makin of Macroeconomic Policy Frameworks Program

  • 2004. "Decomposing Interest Differentials: An International Borrowing and Lending Approach,"Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 19, pages 192-203.
  • 2004. "The Current Account, Fiscal Policy, and Medium-Run Income Determination," Contemporary Economic Policy, Western Economic Association International, vol. 22(3), pages 309-317, 07.

Professor Warwick McKibbin of Climate Change and Energy, Macroeconomics and Longer Run Issues, and  Multi-Country Models and Methods Program

  • With Lee JW, 2004. "Globalization and Disease: The Case of SARS,"Asian Economic Papers, MIT Press, vol. 3(1), pages 113-131.
  • With Neck R and Haber G, 2004. "European Monetary and Fiscal Policies after the EU Enlargement,"Economic Change and Restructuring, Springer, vol. 31(2), pages 229-245, June.
  • With Lee JW and Cheong I, 2004. "A dynamic analysis of the Korea-Japan free trade area: simulations with the G-cubed Asia-Pacific model," International Economic Journal, Korean International Economic Association, vol. 18(1), pages 3-32.

Professor Renee Fry McKibbin of Finance and the Macroeconomy Program

  • 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor and Francis Journals, vol. 36(8), pages 849-863.

Professor Mardi Dungey and Professor Renee Fry McKibbin of Finance and the Macroeconomy Program

  • With Martin VL, 2004. "Currency Market Contagion In The Asia-Pacific Region," Australian Economic Papers, Wiley Blackwell, vol. 43(4), pages 379-395, December.
  • With Vance L, 2004. "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002,"Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program

  • With Budd, JW, 2004. "Trade unions and family-friendly policies in Britain," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 57(2), pages 204-222, January.

 

Professor Jeffrey Sheen of Macroeconomic Policy Frameworks Program

  • With Chaudhuri K, 2004. "Purchasing Power Parity Across States and Goods Within Australia," The Economic Record, The Economic Society of Australia, vol. 80(250), pages 314-329, 09.

 

Dr Karen A Mumford of Macroeconomic Policy Frameworks Program and Professor Peter N Smith of Finance and the Macroeconomy Program

  • With Smith PN, 2004. "Job Tenure in Britain: Employee Characteristics versus Workplace Effects," Economica, London School of Economics and Political Science, vol. 71(281), pages 275-297, 05.
  • 2004. "Job Reallocation, Employment Change And Average Job Tenure: Theory And Workplace Evidence From Australia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(3), pages 402-421, 08.

Dr Alison Stegman of Climate Change and Energy Program

  • With Stegman T, 2004. "Labour market reform and the macroeconomic efficiency of the labour market in Australia," Cambridge Journal of Economics, Oxford University Press, vol. 28(5), pages 743-766, September.

Professor David Stern of Climate Change and Energy Program

  • With Costanza R, Fisher B, He L, and Ma C, 2004. "Influential publications in ecological economics: a citation analysis," Ecological Economics, Elsevier, vol. 50(3-4), pages 261-292, October.
  • 2004. "The Rise and Fall of the Environmental Kuznets Curve," World Development, Elsevier, vol. 32(8), pages 1419-1439, August.

Dr Kam Ki Tang of Economic Growth and Development Program

  • With Tseng YP, 2004. "Industry-specific human capital, knowledge labour, and industry wage structure in Taiwan," Applied Economics, Taylor and Francis Journals, vol. 36(2), pages 155-164.

Professor Rod Tyers of Multi-Country Models and Methods Program

  • With Yongzheng Y, 2004. "The Asian Recession and Northern Labour Markets," The Economic Record, The Economic Society of Australia, vol. 80(248), pages 58-75, 03.

Professor Simon Van Norden of Finance and the Macroeconomy Program

  • 2004. "Filtres pour l’analyse courante," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 523-546, Juin-Sept.

Professor Kenneth F. Wallis of Multi-Country Models and Methods Program

  • 2004. "Comparing empirical models of the euro economy," Economic Modelling, Elsevier, vol. 21(5), pages 735-758, September.
  • 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 172-175, April.
  • With Boero G and Smith J, 2004. "Decompositions of Pearson's chi-squared test," Journal of Econometrics, Elsevier, vol. 123(1), pages 189-193, November.
  • With Hallett H and Wallis A, 2004. "Empirical macro-models of the euro economy: an introduction," Economic Modelling, Elsevier, vol. 21(5), pages 719-722, September.
  • 2004. "An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties," National Institute Economic Review, National Institute of Economic and Social Research, vol. 189(1), pages 64-71, July.

Professor Warwick McKibbin of Climate Change and Energy, Macroeconomics and Longer Run Issues, and  Multi-Country Models and Methods Program and Professor Peter Wilcoxen of Climate Change and Energy and Multi-Country Models and Methods Program

  • 2004. "Estimates of the costs of Kyoto: Marrakesh versus the McKibbin-Wilcoxen blueprint," Energy Policy, Elsevier, vol. 32(4), pages 467-479, March.

Professor Mark Wright of Globalisation and Trade Program

  • 2004. "New Empirical Results on Default: A Discussion of "A Gravity Model of Sovereign Lending: Trade, Default and Credit"," IMF Staff Papers, Palgrave Macmillan, vol. 51(s1), pages 64-74, June.

Professor Daniel Zizzo of Behavioural Macroeconomics and Complexity Program

  • With Guerra G, 2004. "Trust responsiveness and beliefs," Journal of Economic Behavior & Organization, Elsevier, vol. 55(1), pages 25-30, September.
  • 2004. "The Neuroeconomics of Anger," Homo Oeconomicus, Institute of SocioEconomics, vol. 21, pages 473-494.