Access Statistics for Joseph P. Byrne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Artificial Neural Network System of Leading Indicators 0 0 0 146 3 3 3 1,131
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 13 1 1 2 27
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 25 1 2 2 55
Carry Trades and Commodity Risk Factors 0 0 0 30 2 2 3 114
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 2 3 54
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 2 4 6 220
Commodity Correlation Risk 0 0 0 0 3 3 6 13
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 1 4 6 140
Common Information in Carry Trade Risk Factors 0 0 0 22 5 6 8 165
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 2 2 2 64
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 1 1 1 339
Common factors of the exchange risk premium in emerging European markets 0 0 0 54 0 0 2 127
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence 0 0 0 212 0 1 1 543
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 3 4 485
Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis 0 0 0 24 3 3 4 47
Euro Area Inflation: Aggregation Bias and Convergence 0 0 0 121 1 1 3 277
Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies 0 1 1 116 0 1 3 276
Exchange Rate Predictability in a Changing World 0 0 0 20 4 4 6 95
Exchange Rate Predictability in a Changing World 0 0 2 307 0 1 7 574
Exchange Rate Predictability in a Changing World 0 0 0 86 1 1 1 77
Exchange Rate Predictability in a Changing World 0 0 0 57 0 0 1 105
Exchange Rate Predictability in a Changing World 0 0 1 108 1 3 9 157
Exchange rate pass through to import prices: panel evidence from emerging market economies 0 0 1 16 0 2 5 69
Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? 0 0 0 18 1 2 2 89
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 0 0 1 35
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 39 2 4 7 114
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 4 6 8 26
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 13 1 1 2 66
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 149 0 0 1 326
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 132 1 1 3 349
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 17 3 3 4 103
International Capital Flows to Emerging and Developing Countries: National and Global Determinants 0 0 0 79 4 8 10 188
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 20 1 2 2 93
International capital flows to emerging and developing countries: national and global determinants 0 0 0 331 2 3 7 734
International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data 0 0 0 157 2 3 5 346
Investment and Uncertainty in the G7 0 0 1 3 0 2 7 47
Job creation and destruction in the corporate sector: the relative importance of births, deaths and 0 0 0 83 0 1 1 761
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 29 1 1 3 67
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 1 42 2 2 6 99
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 0 1 7 612
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 3 5 6 43
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 2 4 7 196
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 81 1 1 1 306
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 129 0 2 3 541
Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries 0 0 0 100 1 1 2 284
Primary commodity prices: co-movements, common factors and fundamentals 0 0 1 116 3 3 6 343
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 104 3 3 5 261
Stock Return Prediction with Fully Flexible Models and Coefficients 0 0 0 59 0 1 2 76
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 1 2 5 99
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 2 2 2 366
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 1 5 174
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 1 4 52
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 1 3 8 152
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 3 5 6 82
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 1 35 1 2 5 80
The Global Dimension to Fiscal Sustainability 0 0 0 141 2 3 5 372
The Global Dimension to Fiscal Sustainability 0 0 0 21 2 2 3 95
The Global Side of the Investment-Savings Puzzle 0 0 0 10 3 3 5 65
The Global Side of the Investments-Savings Puzzle 0 0 0 108 3 4 6 342
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 1 3 5 150
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 0 0 252 1 2 10 645
Unit Roots and Structural Breaks: A Survey of the Literature 1 1 5 1,074 4 7 25 1,884
Unit Roots in Inflation and Aggregation Bias 0 0 0 122 1 1 2 327
Total Working Papers 1 2 16 6,169 96 151 292 16,144


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Balance Sheet Structures in Major EU Countries 0 0 0 1 2 2 2 6
A Comparison of Balance Sheet Structures in Major EU Countries 0 0 0 4 0 0 0 39
A new approach to tests of pricing-to-market 0 0 0 45 0 1 1 141
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 0 1 5 43
Carry trades and commodity risk factors 0 0 0 4 0 1 3 66
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 1 3 9 58
Common information in carry trade risk factors 0 0 0 8 0 2 4 75
Decomposing Uncertainty in Macro-Finance Term Structure Models 0 0 4 5 3 4 8 9
Decomposing global yield curve co-movement 0 0 2 12 0 0 4 54
Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 0 0 0 99 0 0 1 375
Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation 0 0 0 15 2 3 4 100
Domestic vs. International Correlations of Interest Rate Maturities 1 1 1 73 1 1 7 378
Euro area inflation: aggregation bias and convergence 0 0 0 35 3 5 9 123
Exchange rate predictability in a changing world 0 1 3 83 0 2 10 248
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? 0 0 0 14 0 2 2 98
Forecasting the term structure of government bond yields in unstable environments 0 0 2 25 1 3 10 136
Foreign exchange market pressure and capital controls 0 0 2 58 0 1 7 179
Interest rate co-movements, global factors and the long end of the term spread 0 0 0 84 1 3 7 256
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 2 9 4 4 8 29
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 39 2 2 4 167
International capital flows to emerging markets: National and global determinants 1 4 8 235 4 7 18 647
Investment and Uncertainty in the G7 0 0 1 64 0 0 2 273
Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses 0 0 0 53 0 2 4 285
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 3 6 13 97
Oil prices, fundamentals and expectations 0 0 2 24 2 3 10 92
Permanent and temporary inflation uncertainty and investment in the United States 0 0 0 68 2 6 10 271
Primary commodity prices: Co-movements, common factors and fundamentals 2 3 9 230 7 9 19 764
Some international evidence on price determination: a non-stationary panel approach 0 0 0 65 1 2 4 289
Sterling, the Euro and the Dollar 0 0 0 0 1 1 2 3
Sterling, the Euro and the Dollar 0 0 0 4 1 1 1 27
Structural breaks in the real exchange rate and real interest rate relationship 0 0 0 79 3 4 8 236
THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA 0 0 0 59 1 2 4 154
The Global Side of the Investment-Saving Puzzle 0 0 0 94 3 4 6 338
The Global Side of the Investment‐Saving Puzzle 0 0 0 2 3 4 7 20
The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries 0 0 0 156 0 2 6 391
The Macroeconomic Impact of Global and Country-Specific Climate Risk 0 0 2 6 1 3 17 30
The conditional volatility premium on currency portfolios 0 0 0 3 0 1 3 21
The global dimension to fiscal sustainability 0 0 0 129 2 2 5 337
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe 0 0 0 34 0 0 0 297
The time-varying risk price of currency portfolios 2 2 3 6 3 6 10 24
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests 0 0 1 76 1 1 5 292
US trade and exchange rate volatility: A real sectoral bilateral analysis 0 0 1 121 0 0 8 383
Total Journal Articles 6 11 45 2,160 58 106 267 7,851


Book File Downloads Abstract Views
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Total Books 0 0 0 0 0 0 0 0
1 registered items for which data could not be found


Statistics updated 2025-12-06