• 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 ...
    • Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 

      Zhang, Bo; Chan, Joshua; Cross, Jamie (Journal article; Peer reviewed, 2020)
      We introduce a new class of stochastic volatility models with autoregressive moving average (ARMA) innovations. The conditional mean process has a flexible form that can accommodate both a state space representation and a ...
    • 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 ...
    • Time-varying trend models for forecasting inflation in Australia 

      Guo, Na; Zhang, Bo; Cross, Jamie (Peer reviewed; Journal article, 2021)
      We investigate whether a class of trend models, which decompose a time series into an underlying trend and transitory component, with various error term structures can improve upon the forecast performance of commonly used ...