Browsing Centre for Applied Macro- and Petroleum economics (CAMP) by Author "Cross, Jamie"

Now showing items 1-3 of 3

    • New Kid on the Block? China vs the US in World Oil Markets 

      Cross, Jamie; Nguyen, Bao H.; Zhang, Bo (CAMP Working Paper Series;02/2019, Working paper, 2019-04-08)
      China has recently overtaken the US to become the world largest importer of crude oil. In light of this fact, we formally compare contributions of demand shocks from China, the US and the rest of the world. We find that ...

    • Taylor Rules with Endogenous Regimes 

      Aastveit, Knut Are; Cross, Jamie; Furlanetto, Francesco; Van Dijk, Herman K. (CAMP Working Paper Series;04/2024, Working paper, 2024-05-07)
      The Fed’s policy rule switches during the different phases of the business cycle. This finding is established using a dynamic mixture model to estimate regime-dependent Taylor-type rules on US quarterly data from 1960 to ...

    • Time-Varying Trend Models for Forecasting Inflation in Australia 

      Cross, Jamie; Zhang, Bo; Guo, Na (CAMP Working Paper Series;09/2020, Working paper, 2020-11-18)
      We investigate whether a class of trend models with various error term structures can improve upon the forecast performance of commonly used time series models when forecasting CPI inflation in Australia. The main result ...