Model Uncertainty and Macro-Econometrics | Crawford School of Public Policy

How Important Is Global R-Star for Open Economies?

Vol: 24/2025 Authors: Morley J; Wong B Year: 2025 Month: April

Model Uncertainty and Macro-Econometrics

29 October 2024

Discretionary Tax Changes and Macroeconomic Activity: New Narrative Evidence from Australia

Vol: 63/2024 Authors: Changchen Ge Month: October Year: 2024

Model Uncertainty and Macro-Econometrics

Learning, Heuristics and Anchored Inflation: How Do Different Types of Consumer Change Their Minds about Inflation?

Vol: 28/2025 Authors: Lee K; Nguyen V; Shields K Year: 2025 Month: May

Model Uncertainty and Macro-Econometrics

30 October 2024

The Chinese Silver Standard: Parity, Predictability, and (In)Stability, 1912–1934

Vol: 64/2024 Authors: Huachen Li, James M. Nason Month: October Year: 2024

Model Uncertainty and Macro-Econometrics

06 February 2025

How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables

Vol: 07/2025 Authors: Chang Y; Kim S; Park JY Year: 2025 Month: February

Model Uncertainty and Macro-Econometrics

Trend-Cycle Decomposition in the Presence of Large Shocks

Vol: 24/2024 Authors: Güneş Kamber, James Morley, Benjamin Wong Month: March Year: 2024

Model Uncertainty and Macro-Econometrics

06 December 2024

Applications of Vector Autoregressions in Their Scalar Autoregressive Component Form

Vol: 71/2024 Author name: Krippner L Year: 2024 Month: December

Model Uncertainty and Macro-Econometrics

Measuring Openness

Vol: 48/2020 Authors: Jean Imbs, Laurent L. Pauwels Month: May Year: 2020

Model Uncertainty and Macro-Econometrics
Open Economy Macroeconomics

Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression

Vol: 44/2024 Authors: Ippei Fujiwara, Adrian Pagan Month: June Year: 2024

Model Uncertainty and Macro-Econometrics

31 January 2025

Dornbusch Overshooting, UIP, and the Systematic Components of Domestic and Foreign Monetary Policy in SVARs

Vol: 06/2025 Authors: Groshenny N; Javed N Year: 2025 Month: January

Model Uncertainty and Macro-Econometrics

How Does Tax and Transfer Progressivity Affect Household Consumption Insurance?

Vol: 52/2024 Author: Yunho Cho, James Morley, Aarti Singh Year: 2024 Month: August

Model Uncertainty and Macro-Econometrics
Macroeconomic Theory

29 February 2024

Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility

Vol: 18/2024 Authors: Yoosoon Chang, Steven N. Durlauf, Bo Hu, Joon Y. Park Month: February Year: 2024

Model Uncertainty and Macro-Econometrics

27 November 2023

Optimal Forecast Combination with Mean Absolute Error Loss

Vol: 59/2023 Authors: Felix Chan, Laurent Pauwels Month: November Year: 2023

Model Uncertainty and Macro-Econometrics

Dutch Disease, Unemployment and Structural Change

Vol: 38/2023 Authors: Mariano Kulish, James Morley, Nadine Yamout, Francesco Zanetti Month: August Year: 2023

Model Uncertainty and Macro-Econometrics
Commodities and the Macroeconomy

Financial Factors and the Business Cycle

Vol: 44/2020 Authors: Tino Berger, Julia Richter, Benjamin Wong Month: May Year: 2020

Model Uncertainty and Macro-Econometrics

18 December 2020

Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility

Vol: 108/2020 Authors: Joshua C.C. Chan, Xuewen Yu Month: December Year: 2020

Model Uncertainty and Macro-Econometrics

22 September 2023

Recovering Stars in Macroeconomics

Vol: 43/2023 Authors: Daniel Buncic, Adrian Pagan, Tim Robinson Month: September Year: 2023

Model Uncertainty and Macro-Econometrics

Nowcasting Unemployment Insurance Claims in the Time of COVID-19

Vol: 63/2020 Authors: William D. Larson, Tara M. Sinclair Month: August Year: 2020

Model Uncertainty and Macro-Econometrics
COVID-19 and the Macroeconomy

Sectoral Employment Dynamics in Australia

Vol: 51/2020 Authors: Heather Anderson, Giovanni Caggiano, Farshid Vahid, Benjamin Wong Month: May Year: 2020

Model Uncertainty and Macro-Econometrics
COVID-19 and the Macroeconomy

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

Vol: 47/2020 Authors: Marek Kwas, Alessia Paccagnini, Michal Rubaszek Month: May Year: 2020

Model Uncertainty and Macro-Econometrics
Commodities and the Macroeconomy

24 February 2020

How Wages Respond to the Job-Finding and Job-to-Job Transition Rates? Evidence from New Zealand Administrative Data

Vol: 15/2020 Authors: Christopher Ball, Nicolas Groshenny, Özer Karagedikli, Murat Özbilgin, Finn Robinson Month: February (revised in March 2022) Year: 2020

Model Uncertainty and Macro-Econometrics
Macroeconomic Theory

10 January 2022

A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r*

Vol: 02/2022 Authors: James Morley, Trung Duc Tran, Benjamin Wong Month: January Year: 2022

Model Uncertainty and Macro-Econometrics

14 February 2020

State-Level Wage Phillips Curves

Vol: 08/2020 Authors: George Kapetanios, Simon Price, Menelaos Tasiou, Alexia Ventouri Month: February Year: 2020

Model Uncertainty and Macro-Econometrics

21 September 2020

Nowcasting the Output Gap

Vol: 78/2020 Authors: Tino Berger, James Morley, Benjamin Wong Month: August Year: 2020

Model Uncertainty and Macro-Econometrics

24 February 2023

To Boost or Not to Boost? That is the Question

Vol: 12/2023 Authors: Ye Lu, Adrian Pagan Month: February Year: 2023

Model Uncertainty and Macro-Econometrics

The Asymmetric Effects of Uncertainty Shocks

Vol: 72/2020 Authors: Valentina Colombo, Alessia Paccagnini Month: August Year: 2020

Model Uncertainty and Macro-Econometrics

Random Subspace Local Projections

Vol: 34/2023 Authors: Viet Hoang Dinh, Didier Nibbering, Benjamin Wong Month: July Year: 2023

Model Uncertainty and Macro-Econometrics

Did Marginal Propensities to Consume Change with the Housing Boom and Bust?

Vol: 32/2023 Authors: Yunho Cho, James Morley, Aarti Singh Month: July Year: 2023

Model Uncertainty and Macro-Econometrics
Macroeconomic Theory

16 October 2020

Real-Time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs

Vol: 91/2020 Authors: Bo Zhang, Bao H. Nguyen Month: October Year: 2020

Model Uncertainty and Macro-Econometrics
COVID-19 and the Macroeconomy

28 February 2023

Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

Vol: 14/2023 Authors: Yoosoon Chang, Ana María Herrera, Elena Pesavento Month: February Year: 2023

Model Uncertainty and Macro-Econometrics
Finance and the Macroeconomy

Too Many Shocks Spoil the Interpretation

Vol: 28/2020 Authors: Adrian Pagan, Tim Robinson Month: March Year: 2020

Model Uncertainty and Macro-Econometrics

07 January 2022

Getting the ROC into Sync

Vol: 01/2022 Authors: Liu Yang, Kajal Lahiri, Adrian Pagan Month: January Year: 2022

Model Uncertainty and Macro-Econometrics

Disentangling Structural Breaks in High Dimensional Factor Models

Vol: 15/2023 Authors: Bonsoo Koo, Benjamin Wong, Ze-Yu Zhong Month: March Year: 2023

Model Uncertainty and Macro-Econometrics

17 January 2022

Stock Returns Predictability with Unstable Predictors

Vol: 04/2022 Authors: Fabio Calonaci, George Kapetanios, Simon Price Month: January Year: 2022

Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

21 February 2023

Financial Conditions for the US: Aggregate Supply or Aggregate Demand Shocks?

Vol: 10/2023 Authors: Alessia Paccagnini, Fabio Parla Month: February Year: 2023

Model Uncertainty and Macro-Econometrics

High Moment Constraints for Predictive Density Combination

Vol: 45/2020 Authors: Laurent Pauwels, Peter Radchenko, Andrey L. Vasnev Month: May Year: 2020

Model Uncertainty and Macro-Econometrics
Open Economy Macroeconomics

21 December 2020

An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment

Vol: 109/2020 Authors: Joshua C.C. Chan, Edouard Wemy Month: December Year: 2020

Model Uncertainty and Macro-Econometrics

17 February 2023

Investigating Cycle Anatomy

Vol: 09/2023 Authors: Max Gillman, Adrian Pagan Month: February Year: 2023

Model Uncertainty and Macro-Econometrics

04 February 2021

Global uncertainty

Vol: 21/2021 Author name: Caggiano G; Castelnuovo E Year: 2021 Month: February

Finance and the Macroeconomy program
Model Uncertainty and Macro-Econometrics

19 September 2022

Discovering Stars: Problems in Recovering Latent Variables from Models

Vol: 52/2022 Authors: Daniel Buncic, Adrian Pagan Month: September Year: 2022

Model Uncertainty and Macro-Econometrics

10 December 2020

Federal Reserve Chair Communication Sentiments’ Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery

Vol: 105/2020 Authors: Juan Arismendi-Zambrano, Massimo Guidolin, Alessia Paccagnini Month: December Year: 2020

Model Uncertainty and Macro-Econometrics

26 November 2020

Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions

Vol: 101/2020 Authors: Sam Ouliaris, Adrian Pagan Month: November Year: 2020

Model Uncertainty and Macro-Econometrics

An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia

Vol: 16/2023 Authors: Jean Imbs, Laurent Pauwels Year: 2023 Month: March

Model Uncertainty and Macro-Econometrics

19 November 2020

Time-Varying Trend Models for Forecasting Inflation in Australia

Vol: 99/2020 Authors: Na Guo, Bo Zhang, Jamie Cross Month: November Year: 2020

Model Uncertainty and Macro-Econometrics

Shock Persistence, Uncertainty and News-Driven Business Cycles

Vol: 34/2022 Authors: Kevin Lee, Kalvinder Shields, Guido Turnip Month: May Year: 2022

Model Uncertainty and Macro-Econometrics

28 October 2020

A Comparison of Monthly Global Indicators for Forecasting Growth

Vol: 93/2020 Authors: Christiane Baumeister, Pierre Guérin Month: October Year: 2020

Model Uncertainty and Macro-Econometrics

Understanding Trend Inflation Through the Lens of the Goods and Services Sectors

Vol: 28/2022 Authors: Yunjong Eo, Luis Uzeda, Benjamin Wong Month: April Year: 2022

Model Uncertainty and Macro-Econometrics

Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time?

Vol: 24/2023 Authors: Yunjong Eo, James Morley Month: May Year: 2023

Model Uncertainty and Macro-Econometrics
COVID-19 and the Macroeconomy

14 October 2020

Bayesian State Space Models in Macroeconometrics

Vol: 90/2020 Authors: Joshua C.C. Chan, Rodney W. Strachan Month: October Year: 2020

Model Uncertainty and Macro-Econometrics

08 October 2020

US Shocks and the Uncovered Interest Rate Parity

Vol: 87/2020 Authors: Mengheng Li, Bowen Fu Month: October Year: 2020

Model Uncertainty and Macro-Econometrics