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Content
2015
2014
- 2014-78 Understanding the Deviations of the Taylor Rule: A New Methodology with an Application to Australia
by Kerry B. Hudson & Joaquin L. Vespignani
- 2014-77 Noisy information, distance and law of one price dynamics across US cities
by Mario J. Crucini & Mototsugu Shintani & Takayuki Tsuruga
- 2014-76 Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach
by Kan Chen & Mario J. Crucini
- 2014-75 Geographic Barriers to Commodity Price Integration: Evidence from US Cities and Swedish Towns, 1732 - 1860
by Mario J. Crucini & Gregor W. Smith
- 2014-74 Product Quality and Intra-Industry Trade
by Tadashi Ito & Toshihiro Okubo
- 2014-73 Exchange rates, expected returns and risk: UIP unbound
by Anella Munro
- 2014-72 Bringing Financial Stability into Monetary Policy
by Eric M. Leeper & James M. Nason
- 2014-71 The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship
by Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon
- 2014-70 Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences
by Robert Kollmann
- 2014-69 OPEC and non-OPEC oil production and the global economy
by Ronald A. Ratti & Joaquin L. Vespignani
- 2014-68 Modelling Inflation Volatility
by Eric Eisenstat & Rodney W. Strachan
- 2014-67 A Comparison of the Wage Structure between the Public and Private Sectors in Japan
by Masayuki Morikawa
- 2014-66 Real Exchange Rates and Sectoral Productivity in the Eurozone
by Martin Berka & Michael B. Devereux & Charles Engel
- 2014-65 Offsets to compulsory superannuation: do people consciously choose their level of retirement saving?
by Akshay Shanker & Sacha Vidler
- 2014-64 Does Inflation Targeting Outperform Alternative Policies during Global Downturns?
by Renée A. Fry-McKibbin & Chen Wang
- 2014-63 Participation constraints of matching mechanisms
by Weifeng Liu
- 2014-62 The elephant in the ground: managing oil and sovereign wealth
by Ton van den Bremer & Frederick van der Ploeg & Samuel Wills
- 2014-61 Working Less and Bargain Hunting More: Macro Implications of Sales during Japan's Lost Decades
by Nao Sudo & Kozo Ueda & Kota Watanabe & Tsutomu Watanabe
- 2014-60 Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents
by Laura Carvalho & Corrado Di Guilmi
- 2014-59 Straightforward approximate stochastic equilibria for nonlinear rational expectations models
by Michael K. Johnston & Robert G. King & Denny Lie
- 2014-58 Factors behind Foreign Currency Holding by Household in Cambodia
by Reza Y. Siregar & Narith Chan
- 2014-57 Mismatch Shocks and Unemployment During the Great Recession
by Francesco Furlanetto & Nicolas Groshenny
- 2014-56 Reciprocal Brokered Deposits, Bank Risk, and Recent Deposit Insurance Policy
by Guo Li & Sherrill Shaffer
- 2014-55 Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition
by Hans Christian Müller-Dröge & Tara M. Sinclair & H.O. Stekler
- 2014-54 Disaggregating Electricity Generation Technologies in CGE Models
by Vipin Arora & Yiyong Cai
- 2014-53 How Monetary Policy is made: Two Canadian Tales
by Pierre L. Siklos & Matthias Neuenkirch
- 2014-52 An Estimated DSGE Model with a Deflation Steady State
by Yasuo Hirose
- 2014-51 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
by Joshua C.C. Chan & Angelia L. Grant
- 2014-50 Asymmetry in Boom-Bust Shocks: Australian Performance with Oligopoly
by Rod Tyers
- 2014-49 The Economic Consequences of Delay in U.S.Climate Policy
by Warwick J McKibbin & Adele C. Morris & Peter J. Wilcoxen
- 2014-48 Innovation in the Service Sector and the Role of Patents and Trade Secrets
by Masayuki Morikawa
- 2014-47 What Types of Company Have Female and Foreign Directors?
by Masayuki Morikawa
- 2014-46 Structural VARs, Deterministic and Stochastic Trends: Does Detrending Matter?
by Varang Wiriyawit & Benjamin Wong
- 2014-45 Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey
by Benjamin Wong
- 2014-44 Asymmetric Increasing Trends in Dependence in International Equity Markets
by Tatsuyoshi Okimoto
- 2014-43 Analyzing business and financial cycles using multi-level factor models
by Jörg Breitung & Sandra Eickmeier
- 2014-42 Asset markets and monetary policy shocks at the zero lower bound
by Edda Claus & Iris Claus & Leo Krippner
- 2014-41 Oil prices and the economy: A global perspective
by Ronald A. Ratti & Joaquin L. Vespignani
- 2014-40 International Capital Flows and the Boom-Bust Cycle in Spain
by Jan in’t Veld & Robert Kollmann & Beatrice Pataracchia & Marco Ratto & Werner Roeger
- 2014-39 Output Composition of the Monetary Policy Transmission Mechanism: Is Australia Different?
by Tuan Phan
- 2014-38 Extremal Dependence and Contagion
by Renée Fry-McKibbin & Cody Yu-Ling Hsiao
- 2014-37 Optimal Monetary Responses to Oil Discoveries
by Samuel Wills
- 2014-36 Tax Competition with Heterogeneous Firms
by Richard E. Baldwin & Toshihiro Okubo
- 2014-35 What drives the German current account? And how does it affect other EU member states?
by Robert Kollmann & Marco Ratto & Werner Roeger & Jan in’t Veld & Lukas Vogel
- 2014-34 Cointegrated Periodically Collapsing Bubbles in the Exchange Rate of 'BRICS' Countries
by Wilfredo L. Maldonado & Octávio A. F. Tourinho & Jorge A. B. M. de Abreu
- 2014-33 The Impact of Oil Price Shocks on U.S. Bond Market Returns
by Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon
- 2014-32 Policy Uncertainty in China, Oil Shocks and Stock Returns
by Wensheng Kang & Ronald A. Ratti
- 2014-31 Trade Misinvoicing and Macroeconomic Outcomes in India
by Raghbendra Jha & Truong Duc Nguyen
- 2014-30 Asian Fragmentation in the Global Financial Crisis
by Toshihiro Okubo & Fukunari Kimura & Nozomu Teshima
- 2014-29 Analysing the Short Run Effects of China’s Economic Reform Agenda
by Rod Tyers
- 2014-28 Substitutability and the Cost of Climate Mitigation Policy
by Yingying Lu & David I. Stern
- 2014-27 Wage Determination and Imperfect Competition
by Alison Booth
- 2014-26 The Safer, the Riskier: A Model of Financial Instability and Bank Leverage
by Ryo Kato & Takayuki Tsuruga
- 2014-25 Prudential Capital Controls or Bailouts? The Impact of Different Collateral Constraint Assumptions
by Mitsuru Katagiri & Ryo Kato & Takayuki Tsuruga
- 2014-24 Generalised Density Forecast Combinations
by N. Fawcett & G. Kapetanios & J. Mitchell & S. Price
- 2014-23 Stochastic Model Specification Search for Time-Varying Parameter VARs
by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan
- 2014-22 U.S. Natural Gas Exports and their Global Impacts
by Vipin Arora & Yiyong Cai
- 2014-21 Modelling Inflation Volatility
by Eric Eisenstat & Rodney W. Strachan
- 2014-20 Reconstructing the Savings Glut: The Global Implications of Asian Excess Saving
by Vipin Arora & Rod Tyers & Ying Zhang
- 2014-19 The sectorial impact of commodity price shocks in Australia
by Stephen J. Knop & Joaquin L. Vespignani
- 2014-18 Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis
by Patrick Carvalho & Renee A. Fry-McKibbin
- 2014-17 Impacts of a Capacity Advantaged Bidder in Sequential Common Value Auctions: Evidence from the Laboratory
by Kalyn T. Coatney & Dale J. Menkhaus & Sherrill Shaffer
- 2014-16 Indeterminacy and Learning: An Analysis of Monetary Policy in the Great Inflation
by Thomas A. Lubik & Christian Matthes
- 2014-15 Estimation and Solution of Models with Expectations and Structural Changes
by Mariano Kulish & Adrian Pagan
- 2014-14 Not all international monetary shocks are alike for the Japanese economy
by Ronald A. Ratti & Joaquin L. Vespignani
- 2014-13 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
by Ronald A. Ratti & Joaquin L. Vespignani
- 2014-12 Determinants of risk sharing through remittances: cross-country evidence
by Faruk Balli & Faisal Rana
- 2014-11 Macroeconomic Consequences of Terms of Trade Episodes, Past and Present
by Tim Atkin & Mark Caputo & Tim Robinson & Hao Wang
- 2014-10 A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
by Joshua C.C. Chan & Gary Koop & Simon M. Potter
- 2014-09 Fast Computation of the Deviance Information Criterion for Latent Variable Models
by Joshua C.C. Chan & Angelia L. Grant
- 2014-08 European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas
- 2014-07 Measuring the Slowly Evolving Trend in US Inflation with Professional Forecasts
by James M. Nason & Gregor W. Smith
- 2014-06 Measuring the stance of monetary policy in conventional and unconventional environments
by Leo Krippner
- 2014-05 International Effects of China’s Rise and Transition: Neoclassical and Keynesian Perspectives
by Rod Tyers
- 2014-04 Buyer-Size Discounts and Inflation Dynamics
by Mayumi Ojima & Junnosuke Shino & Kozo Ueda
- 2014-03 The Boy Who Cried Bubble: Public Warnings against Riding Bubbles
by Yasushi Asako & Kozo Ueda
- 2014-02 News-driven business cycles in small open economies
by Gunes Kamber & Konstantinos Theodoridis & Christoph Thoenissen
- 2014-01 The determinants of the volatility of returns on cross-border asset holdings
by Faruk Balli & Syed Abul Basher & Faisal Rana
2013
- 2013-78 Shadow banks and macroeconomic instability
by Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri
- 2013-77 Efficient Jacobian evaluations for estimating zero lower bound term structure models
by Leo Krippner
- 2013-76 Boom or gloom? Examining the Dutch disease in a two-speed economy
by Hilde C. Bjørnland & Leif Anders Thorsrud
- 2013-75 Inflation Dynamics: The Role of Public Debt and Policy Regimes
by Saroj Bhattarai & Jae Won Lee & Woong Yong Park
- 2013-74 Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
by Joshua C C Chan & Cody Y L Hsiao
- 2013-73 What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks
by Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi
- 2013-72 Deep Habits, Price Rigidities and the Consumption Response to Government Spending
by Punnoose Jacob
- 2013-71 Financial Stability in Open Economies
by Ippei Fujiwara & Yuki Teranishi
- 2013-70 The Evolution of the U.S. Output-Inflation Tradeoff
by Benjamin Wong
- 2013-69 Asset Prices, Business Cycles, and Markov-Perfect Fiscal Policy when Agents are Risk-Sensitive
by Richard Dennis
- 2013-68 Imperfect Credibility and Robust Monetary Policy
by Richard Dennis
- 2013-67 Macro-Econometric System Modelling @75
by Tony Hall & Jan Jacobs & Adrian Pagan
- 2013-66 Faster solutions for Black zero lower bound term structure models
by Leo Krippner
- 2013-65 Economic Growth and the Transition from Traditional to Modern Energy in Sweden
by Astrid Kander & David I. Stern
- 2013-64 Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach
by Jasmine Zheng
- 2013-63 Micro Price Dynamics during Japan's Lost Decades
by Nao Sudo & Kozo Ueda & Kota Watanabe
- 2013-62 Exchange Rates and Fundamentals: Closing a Two-country Model
by Takashi Kano
- 2013-61 Financial Contagion and Asset Pricing
by Renée Fry-McKibbin & Vance Martin & Chrismin Tang
- 2013-60 Zero Lower Bound and Parameter Bias in an Estimated DSGE Model
by Yasuo Hirose & Atsushi Inoue
- 2013-59 Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?
by Benjamin Wong
- 2013-58 The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad
by Pierre L. Siklos
- 2013-57 Understanding Long-run Price Dispersion
by Mario J. Crucini & Hakan Yilmazkuday
- 2013-56 Distribution Capital and the Short- and Long-run Import Demand Elasticity
by Mario J. Crucini & J. Scott Davis
- 2013-55 The Great Recession and the Two Dimensions of European Central Bank Credibility
by Timo Henckel & Gordon D. Menzies & Daniel J. Zizzo
- 2013-54 Chinese Resource Demand and the Natural Resource Supplier
by Mardi Dungey & Renée Fry-McKibbin & Verity Linehan
- 2013-53 Estimating Monetary Policy Rules When Nominal Interest Rates Are Stuck at Zero
by Jinill Kim & Seth Pruitt
- 2013-52 Price Indexation, Habit Formation, and the Generalized Taylor Principle
by Saroj Bhattarai & Jae Won Lee & Woong Yong Park
- 2013-51 Optimal Macroprudential Policy
by Ko Munakata & Koji Nakamura & Yuki Teranishi
- 2013-50 Consumer Loss in Czech Photovoltaic Power Plants
by Jan Prusa & Andrea Klimesova & Karel Janda
- 2013-49 A tractable framework for zero-lower-bound Gaussian term structure models
by Leo Krippner
- 2013-48 Looking Inward for Transformative Growth in China
by Rod Tyers
- 2013-47 Skill Composition, Fertility and Economic Growth
by Creina Day
- 2013-46 What's in a Second Opinion? Shadowing the ECB and the Bank of England
by Matthias Neuenkirch & Pierre L. Siklos
- 2013-45 Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts
by Yuki Teranishi
- 2013-44 International Effects of China's Rise and Transition: Neoclassical and Keynesian Perspectives
by Rod Tyers
- 2013-43 Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
by Serkan Arslanalp & Yin Liao
- 2013-42 Monetary Policy and Debt Deflation: Some Computational Experiments
by Carl Chiarella & Corrado Di Guilmi
- 2013-41 Purchasing Power Parity and the Taylor Rule
by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki
- 2013-40 How Portfolios Evolve After Retirement: Evidence from Australia
by Alexandra Spicer & Olena Stavrunova & Susan Thorp
- 2013-39 Financial exposure and the international transmission of financial shocks
by Gunes Kamber & Christoph Thoenissen
- 2013-38 Feasibility and Optimality of the Initial Capital Stock in the Ramsey Vintage Capital Model
by Franklin Gamboa & Wilfredo L. Maldonado
- 2013-37 Borders and Nominal Exchange Rates in Risk-Sharing
by Michael B. Devereux & Viktoria V. Hnatkovska
- 2013-36 'By a Silken Thread': regional banking integration and pathways to financial development in Japan's Great Recession
by Mathias Hoffmann & Toshihiro Okubo
- 2013-35 A Heterogenous Agent Foundation for Tests of Asset Price Bubbles
by Vipin Arora & Shuping Shi
- 2013-34 China and Global Macroeconomic Interdependence
by Rod TYERS
- 2013-33 Modelling Complex Emissions Intensity Targets with a Simple Simulation Algorithm
by Yiyong Cai & Yingying Lu & David Newth & Alison Stegman
- 2013-32 Invariant Inference and Efficient Computation in the Static Factor Model
by Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan
- 2013-31 Moving Average Stochastic Volatility Models with Application to Inflation Forecast
by Joshua C.C. Chan
- 2013-30 Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model
by Robert Kollmann
- 2013-29 Tractable latent state filtering for non-linear DSGE models using a second-order Approximation
by Robert Kollmann
- 2013-28 Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach
by Melisso Boschi & Massimiliano Marzo & Simone Salotti
- 2013-27 Time-Frequency Dynamics of Biofuels-Fuels-Food System
by Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilbermand
- 2013-26 How Well Does "Core" Inflation Capture Permanent Price Changes?
by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair
- 2013-25 Forecasting fiscal variables: Only a strong growth plan can sustain the Greek austerity programs - Evidence from simultaneous and structural models
by Nicholas Apergis & Arusha Cooray
- 2013-24 The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas
- 2013-23 What do the Fama-French factors add to CCAPM?
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens
- 2013-22 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
by Alfonso Mendoza Velázquez & Peter N. Smith
- 2013-21 Subjective Well-Being and Income: Is There Any Evidence of Satiation?
by Betsey Stevenson & Justin Wolfers
- 2013-20 Inflationary Implication of Gold Price in Vietnam
by Thi Kim Cuc Nguyen & Reza Yamora Siregar
- 2013-19 How Experts Decide: Preferences or Private Assessments on a Monetary Policy Committee?
by Stephen Hansen & Carlos Velasco Rivera & Michael McMahon
- 2013-18 Estimating Bayesian Decision Problems with Heterogeneous Priors
by Stephen Hansen & Michael McMahon
- 2013-17 Subjective and Objective Indicators of Racial Progress
by Betsey Stevenson & Justin Wolfers
- 2013-16 Empirical Research on Sovereign Debt and Default
by Michael Tomz & Mark L. J. Wright
- 2013-15 A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion
by Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin
- 2013-14 Long term Projections of the World Economy – A Review
by Alison Stegman & Warwick J. McKibbin
- 2013-13 Uncertainty and International Climate Change Negotiations
by Yiyong Cai & Warwick J. McKibbin
- 2013-12 Asymmetry in Government Bond Returns
by Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura
- 2013-11 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. Bjornland
- 2013-10 Quantifying Australia's "Three Speed" Boom
by Aaron Walker & Rod Tyers
- 2013-09 Regionalization vs. Globalization
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok
- 2013-08 A Climate Diplomacy Proposal: Carbon Pricing Consultations
by Adele C. Morris & Warwick J. McKibbin & Peter J. Wilcoxen
- 2013-07 Global House Price Fluctuations: Synchronization and Determinants
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones
- 2013-06 Financial Crises: Explanations, Types and Implications
by Stijn Claessens & M. Ayhan Kose
- 2013-05 Understanding Financial Crises: Causes, Consequences, and Policy Responses
by Stijn Claessens & M. Ayhan Kose & Luc Laeven & Fabián Valencia
- 2013-04 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
by Oscar Parkyn & Tugrul Vehbi
- 2013-03 The New Stylized Facts About Income and Subjective Well-Being
by Justin Wolfers & Daniel W. Sacks & Betsey Stevenson
- 2013-02 International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009
by Faruk Balli & Syed Abul Basher & Hatice Ozer Balli
- 2013-01 Causality Between Energy and Output in the Long-Run
by David I. Stern & Kerstin Enflo
2012
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