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 5 14 1,142
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 25 2 3 9 62
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 13 0 3 8 33
Carry Trades and Commodity Risk Factors 0 0 0 30 4 9 27 139
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 2 6 58
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 2 3 14 228
Commodity Correlation Risk 0 0 0 0 2 3 11 21
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 2 5 14 148
Common Information in Carry Trade Risk Factors 0 0 0 22 0 7 17 175
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 1 1 9 71
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 1 2 5 343
Common factors of the exchange risk premium in emerging European markets 0 0 0 54 2 5 10 135
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence 0 0 0 212 3 3 8 550
Decomposing Global Yield Curve Co-Movement 0 0 0 259 3 8 19 500
Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis 1 1 1 25 1 3 16 60
Euro Area Inflation: Aggregation Bias and Convergence 0 0 0 121 2 2 7 282
Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies 0 0 1 116 1 1 7 280
Exchange Rate Predictability in a Changing World 0 0 0 20 2 8 16 107
Exchange Rate Predictability in a Changing World 0 0 0 307 2 7 14 584
Exchange Rate Predictability in a Changing World 0 0 0 57 1 1 7 112
Exchange Rate Predictability in a Changing World 0 0 0 86 2 7 12 88
Exchange Rate Predictability in a Changing World 0 0 1 108 2 4 17 166
Exchange rate pass through to import prices: panel evidence from emerging market economies 0 0 1 16 0 1 8 73
Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? 0 0 0 18 1 4 9 96
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 39 3 4 14 121
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 1 4 19 37
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 0 2 6 41
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 13 0 0 11 75
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 149 2 6 10 336
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 132 3 3 7 354
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 17 3 4 15 114
International Capital Flows to Emerging and Developing Countries: National and Global Determinants 0 0 0 79 0 1 18 196
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 20 2 3 9 100
International capital flows to emerging and developing countries: national and global determinants 0 0 0 331 0 1 20 748
International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data 0 0 0 157 1 3 7 350
Investment and Uncertainty in the G7 0 0 1 3 1 1 8 50
Job creation and destruction in the corporate sector: the relative importance of births, deaths and 0 0 0 83 1 2 5 765
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 42 1 3 12 108
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 29 1 1 7 72
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 4 13 25 63
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 2 8 14 624
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 1 117 1 3 12 203
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 129 3 5 10 548
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 81 0 0 3 308
Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries 0 0 0 100 2 5 11 294
Primary commodity prices: co-movements, common factors and fundamentals 0 0 1 116 5 6 21 359
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 104 2 3 9 266
Stock Return Prediction with Fully Flexible Models and Coefficients 0 0 0 59 0 0 2 77
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 3 9 18 113
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 1 3 6 370
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 4 8 19 68
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 11 13 19 190
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 5 9 20 97
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 1 5 25 170
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 5 8 15 93
The Global Dimension to Fiscal Sustainability 0 0 0 21 1 3 12 105
The Global Dimension to Fiscal Sustainability 0 0 0 141 2 3 17 386
The Global Side of the Investment-Savings Puzzle 0 0 0 10 1 2 10 71
The Global Side of the Investments-Savings Puzzle 0 0 0 108 1 6 15 352
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 4 4 14 159
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 0 0 252 1 3 7 650
Unit Roots and Structural Breaks: A Survey of the Literature 1 2 5 1,076 7 16 36 1,903
Unit Roots in Inflation and Aggregation Bias 0 0 0 122 5 6 13 339
Total Working Papers 2 4 13 6,173 129 276 805 16,728


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 4 5 8 12
A Comparison of Balance Sheet Structures in Major EU Countries 0 0 0 4 0 0 2 41
A new approach to tests of pricing-to-market 0 0 0 45 1 2 8 148
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 0 2 3 45
Carry trades and commodity risk factors 0 0 0 4 2 6 11 75
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 3 12 31 83
Common information in carry trade risk factors 0 0 0 8 2 4 9 81
Decomposing Uncertainty in Macro-Finance Term Structure Models 1 2 3 7 4 9 18 22
Decomposing global yield curve co-movement 0 0 2 12 2 4 18 68
Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 0 0 0 99 1 1 6 380
Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation 0 0 0 15 1 1 6 103
Domestic vs. International Correlations of Interest Rate Maturities 0 0 1 73 4 8 19 393
Euro area inflation: aggregation bias and convergence 0 0 0 35 1 1 15 130
Exchange rate predictability in a changing world 0 1 2 84 3 8 22 264
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? 0 0 0 14 2 9 19 115
Forecasting the term structure of government bond yields in unstable environments 0 1 3 26 3 5 21 150
Foreign exchange market pressure and capital controls 0 0 2 58 3 5 16 189
Interest rate co-movements, global factors and the long end of the term spread 0 0 0 84 5 7 18 269
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 39 2 5 13 177
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 9 10 14 23 47
International capital flows to emerging markets: National and global determinants 0 1 7 236 3 6 24 658
Investment and Uncertainty in the G7 0 0 1 64 3 5 8 279
Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses 0 0 0 53 0 0 9 290
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 0 19 2 5 19 108
Oil prices, fundamentals and expectations 0 0 1 24 3 4 17 103
Permanent and temporary inflation uncertainty and investment in the United States 0 0 0 68 2 3 18 282
Primary commodity prices: Co-movements, common factors and fundamentals 0 0 7 230 3 6 26 774
Some international evidence on price determination: a non-stationary panel approach 0 0 0 65 5 5 8 295
Sterling, the Euro and the Dollar 0 0 0 0 2 3 9 11
Sterling, the Euro and the Dollar 0 0 0 4 0 2 3 29
Structural breaks in the real exchange rate and real interest rate relationship 0 1 1 80 1 4 15 246
THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA 0 0 0 59 3 5 13 164
The Global Side of the Investment-Saving Puzzle 0 0 0 94 2 3 17 349
The Global Side of the Investment‐Saving Puzzle 0 0 0 2 1 2 7 23
The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries 0 0 0 156 4 7 15 402
The Macroeconomic Impact of Global and Country-Specific Climate Risk 0 1 3 7 4 9 24 44
The conditional volatility premium on currency portfolios 0 0 0 3 1 10 13 33
The global dimension to fiscal sustainability 1 1 1 130 3 13 34 368
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe 0 0 0 34 4 4 9 306
The time-varying risk price of currency portfolios 0 0 2 6 2 3 19 35
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests 0 0 0 76 3 5 19 308
US trade and exchange rate volatility: A real sectoral bilateral analysis 0 0 0 121 1 1 8 389
Total Journal Articles 2 8 36 2,168 105 213 620 8,288


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Total Books 0 0 0 0 0 0 0 0
1 registered items for which data could not be found


Statistics updated 2026-05-06