Seminar: Spurious Phillips Curves and the Long-run Relationship between Inflation and the Markup in the United States
Bill Russell, Economic Studies, University of Dundee (http://www.billrussell.info/)
Tuesday, 27 October 2009
12.00-1.30pm
Paper available
Conference: Inflation in an Era of Relative Price Shocks
17-18 August 2009
Sydney
This conference, jointly hosted by the Reserve Bank of Australia and the Centre for Applied Macroeconomic Analysis, Australian National University, considered the substantial swings in global commodity prices, particularly of food and energy, over recent years. Specifically, it examined the causes and nature of these price shocks, their effect on economies around the world, and how policy makers should respond to relative price movements. Conference papers can her found here.
Seminar:
Intertemporal effects of capital requirements on risk taking behavior of banks
Dr Gerhard Hambusch, University of Technology Sydney
13 August 2009
Canberra
This paper analysed the impact of regulatory capital requirements on the risk taking behavior of value maximizing banks using a dynamic financial intermediation model. It investigated several cases of intertemporal effects of capital regulation on risk choices when banks face different regulatory conditions. The results reveal differences in a bank’s risk taking behavior based on profit, multiplier, and leverage effects. The relationships between retention rate, discount factor, and risky asset return have important implications for first and/or second best regulation. Optimal regulatory rules are derived for different scenarios.
Public Lecture: The Financial Crisis: What Happened and Why?
A public lecture by CAMA visitor, Professor Dale Henderson.
To be held at 5:30pm on Tuesday, 21 July, in the APCD Theatre, Hedley Bull Centre.
Conference: Conference to Honour Professor Adrian Pagan
13 - 14 July 2009
Sydney
This two-day conference celebrated the work of Professor Adrian Pagan.
Professor Pagan’s work has had significant impact on econometrics and applied time series, and this work was honoured with sessions presented by people whose work has felt his influence.
Professor M. Hashem Pesaran, Professor of Economics and Fellow of Trinity College University of Cambridge and Professor Pravin K. Trivedi, Rudy Professor of Economics Indiana University, Bloomington delivered Plenary Speeches.
Conference: Econometric Society Australasian Meetings 2009 (ESAM09)
7 - 10 July 2009
Canberra
The Econometric Society Australasian Meeting in 2009 (ESAM09) was held in Canberra, Australia, from 7 to 10 July. The meeting was hosted by the School of Economics in the ANU College of Business and Economics at the Australian National University. The program consisted of invited speakers and contributed papers on a wide range of both theoretical and applied areas of econometrics, microeconomics and macroeconomics.
Conference: Conference on Behavioural Macroeconomics
22 - 23 June 2009
Sydney
This two-day conference run by the Centre for Applied Macroeconomic Analysis at the Australian National University and the Reserve Bank of Australia brings together leading researchers from the US, Europe and Oceania to present recent advances in behavioural macroeconomics. The themes and papers have a strong theoretical footing, but the workshop’s purpose is to showcase the range of applications of behavioural methods and to display their policy relevance. The workshop will therefore be of interest to academics and research students, to policy makers from central banks and government departments as well as to financial market economists.
Conference: Inflation in an Era of Relative Price Shocks
16-17 June 2009
Munster
Organised by the Westfälische Wilhelms University,
Wilfrid Laurier University and Viessmann European Research Centre,
Centre for Applied Macroeconomic Analysis (CAMA),
and
the Reserve Bank of Australia this conference considered the substantial swings in global commodity prices, particularly of food and energy, over recent years. Specifically, it examined the causes and nature of these price shocks, their effect on economies around the world, and how policy makers should respond to relative price movements. Conference papers can her found here.
A follow up conference hosted by the Reserve Bank of Australia and Centre for Applied Macroeconomic Analysis (CAMA) will be held in August 2009 in Sydney Australia.
Conference Session: CAMA organised a session on Integrating National and International Approaches to Carbon Pricing Strategies: Developing a Global Framework at the scientific congress Climate Change: Global Risks, Challenges and Decisions held in Copenhagen, Denmark on 10-12 March 2009.
Conference: Sovereign Wealth Funds in an Evolving Global Financial System
Co-hosted with the Lowy Institute for International Policy
24 - 25 September 2008
Sydney
Seminar: “Strategic Interactions Between an Independent Central Bank and a Myopic Government with Government Debt” (Joint seminar with RSSS)
Presented by Professor David Vines, Oxford University
Tuesday 16 September 2008,
Australian National University, Canberra
Conference: Frontiers in Financial Econometrics
23 - 24 July 2008
Brisbane
A joint conference between the National Centre for Economic Research and CAMA.
Conference: Fiscal Policy Frameworks, Monetary Policy Implications, and
Intergenerational Financial Funds
Two-day conference co-hosted by CAMA and the Lowy Institute for International Policy
23-24 August 2007
Sydney
Download the program, presentations and papers here.
Lectures on "Econometric Models for the Analysis of Business Cycles"
28-29 May 2007
University of Melbourne
CAMA/CBE Special Seminar: "International R&D Spillovers and the Economics of Atmospheric Stablisation"
Presented by Emanuele Massetti (Fondazione Eni Enrico Mattei, Italy)
Friday 18 May 2007,
Australian National University, Canberra
Seminar; "A Control Variable Approach to Standard Inference for Regression with Near Unit Roots"
Presented by Prof Graham Elliott (University of California San Diego)
Thursday, 17 August 2006
Australian National University, Canberra
Seminar: "An Overview of Recent Developments in Forecasting"
Presented by Prof Graham Elliott (University of California San Diego)
Friday, 18 August 2006,
Australian National University, Canberra
Conference: Macroeconometrics and Model Uncertainty Conference
Co-hosted with the Reserve Bank of New Zealand
Tuesday 27 June - Wednesday 28 June 2006
Wellington, New Zealand
Seminar: "DYNARE for Macroeconomic Analysis"
Presented by Philip Liu
Tuesday, 28 March 2006
Australian National University, Canberra
Notes and slides for this course are available here.
Workshop: "CAMA Workshop on New Methods of Macroeconometric Modelling"
15 December 2005
Australian National University
Canberra
Conference: Lectures on the Frontiers of Economics
"Dynamic Methods for Modern Macroeconomics"
9 - 13 January 2006
Australian National University,
Canberra
Conference: "Globalisation and Regionalism"
Two-day conference co-hosted by CAMA, the European Central Bank and the Institute for International Policy
7-8 December 2005
Sydney
Seminar: "Small Open Economy DSGE Models: Specification, Estimation, and Model Fit"
Professor Bruce Preston (Columbia University)
1 July 2005
ANU Campus
A copy of the paper for this seminar is available here.
Workshop: "Globalisation and Regionalism"
Preparatory Workshop hosted by the European Central Bank and CAMA
27-28 June 2005
Frankfurt, Germany
CAMA would like to extend its thanks to participants of the workshop, Recent Developments in VAR Modelling, held in Wellington, New Zealand on 20 May 2005.
CAMA and the Australian Commonwealth Treasury would like to extend its thanks to all participants in the 9th Australasian Macroeconomic Workshop.
For further information on the conference please email admin@cama.anu.edu.au, or see the conference page for details.
Photos of the Workshop
CAMA Launch
The official launch of the Centre for Applied Macroeconomic Analysis by Vice Chancellor, Professor Ian Chubb, was extremely successful. We thank all those that helped launch our new centre.
CAMA Lecture Series
Modern Macro-econometrics
Prof. Adrian Pagan & Dr. Richard Dennis
Thursdays 9am - 11am &
Fridays 2pm - 4pm
Beginning 29 July 2004
Seminar Room C, Coombs Building
The Australian National University
9th Australasian Macroeconomic Workshop
15-16th April 2004
(hosted by CAMA and the Australian Commonwealth Treasury)
program and proceedings available here
Fiscal Policy and Financial Markets Symposium
28 October 2003
(hosted by RSPAS and CEPR, ANU in association with ICAP and SFE)
program and proceedings available here
Debt, Risk and the Role of Government: The Bond Market in a Wider Context
27 February 2003
(hosted by CEPR and RSPAS, ANU in association with ICAP)
program and proceedings available here
