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 1 8 19 1,147
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 25 0 2 9 62
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 13 0 1 9 34
Carry Trades and Commodity Risk Factors 0 0 0 30 1 5 28 140
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 1 7 59
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 0 2 13 228
Commodity Correlation Risk 0 0 0 0 0 4 13 23
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 0 58 3 6 16 152
Common Information in Carry Trade Risk Factors 0 0 0 22 0 0 16 175
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 1 2 10 72
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 0 1 5 343
Common factors of the exchange risk premium in emerging European markets 0 0 0 54 0 2 8 135
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence 0 0 0 212 0 4 9 551
Decomposing Global Yield Curve Co-Movement 0 0 0 259 0 4 20 501
Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis 1 2 2 26 1 3 18 62
Euro Area Inflation: Aggregation Bias and Convergence 0 0 0 121 1 3 8 283
Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies 0 0 1 116 0 1 5 280
Exchange Rate Predictability in a Changing World 0 0 0 57 1 2 8 113
Exchange Rate Predictability in a Changing World 0 0 0 108 2 4 18 168
Exchange Rate Predictability in a Changing World 0 0 0 307 0 2 13 584
Exchange Rate Predictability in a Changing World 0 0 0 20 0 2 16 107
Exchange Rate Predictability in a Changing World 0 0 0 86 1 5 15 91
Exchange rate pass through to import prices: panel evidence from emerging market economies 0 0 1 16 0 0 7 73
Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? 0 0 0 18 0 1 9 96
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 0 1 7 42
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 39 0 4 14 122
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 0 1 18 37
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 13 0 1 12 76
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 149 0 2 10 336
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 17 1 4 15 115
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 132 0 4 8 355
International Capital Flows to Emerging and Developing Countries: National and Global Determinants 0 0 0 79 0 1 17 197
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 20 0 3 10 101
International capital flows to emerging and developing countries: national and global determinants 0 0 0 331 0 0 18 748
International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data 0 0 0 157 0 1 7 350
Investment and Uncertainty in the G7 0 0 0 3 1 4 8 53
Job creation and destruction in the corporate sector: the relative importance of births, deaths and 0 0 0 83 0 1 5 765
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 42 3 4 15 111
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 29 0 1 7 72
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 0 4 16 626
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 117 0 1 12 203
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 5 26 64
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 EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 129 0 3 10 548
Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries 0 0 0 100 1 3 12 295
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 116 1 8 22 362
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 104 0 4 11 268
Stock Return Prediction with Fully Flexible Models and Coefficients 0 0 0 59 1 1 3 78
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 0 3 17 113
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 0 1 6 370
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 11 18 190
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 1 23 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 5 20 97
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 7 22 71
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 1 6 16 94
The Global Dimension to Fiscal Sustainability 0 0 0 21 0 2 13 106
The Global Dimension to Fiscal Sustainability 0 0 0 141 0 2 17 386
The Global Side of the Investment-Savings Puzzle 0 0 0 10 0 1 9 71
The Global Side of the Investments-Savings Puzzle 0 0 0 108 1 2 16 353
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 4 13 159
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 0 0 252 1 3 9 652
Unit Roots and Structural Breaks: A Survey of the Literature 1 2 5 1,077 3 12 38 1,908
Unit Roots in Inflation and Aggregation Bias 0 0 0 122 0 5 13 339
Total Working Papers 2 4 10 6,175 27 191 835 16,790


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 4 0 0 2 41
A Comparison of Balance Sheet Structures in Major EU Countries 0 0 0 1 0 4 8 12
A new approach to tests of pricing-to-market 0 0 0 45 0 2 9 149
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 0 2 5 47
Carry trades and commodity risk factors 0 0 0 4 0 2 11 75
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 0 4 30 84
Common information in carry trade risk factors 0 0 0 8 0 2 9 81
Decomposing Uncertainty in Macro-Finance Term Structure Models 0 1 2 7 1 6 19 24
Decomposing global yield curve co-movement 0 0 1 12 2 4 19 70
Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 0 0 0 99 0 1 5 380
Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation 0 0 0 15 0 1 6 103
Domestic vs. International Correlations of Interest Rate Maturities 0 0 1 73 0 5 18 394
Euro area inflation: aggregation bias and convergence 0 0 0 35 0 1 13 130
Exchange rate predictability in a changing world 0 0 2 84 1 5 22 266
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? 0 0 0 14 0 3 20 116
Forecasting the term structure of government bond yields in unstable environments 0 0 2 26 1 6 22 153
Foreign exchange market pressure and capital controls 0 0 0 58 0 7 16 193
Interest rate co-movements, global factors and the long end of the term spread 0 0 0 84 0 5 17 269
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 9 0 11 23 48
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 39 0 2 13 177
International capital flows to emerging markets: National and global determinants 1 1 6 237 2 6 23 661
Investment and Uncertainty in the G7 0 0 0 64 1 5 8 281
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 0 2 19 108
Oil prices, fundamentals and expectations 0 0 1 24 0 3 16 103
Permanent and temporary inflation uncertainty and investment in the United States 0 0 0 68 0 3 19 283
Primary commodity prices: Co-movements, common factors and fundamentals 0 0 5 230 5 10 30 781
Some international evidence on price determination: a non-stationary panel approach 0 0 0 65 0 5 8 295
Sterling, the Euro and the Dollar 0 0 0 0 0 2 9 11
Sterling, the Euro and the Dollar 0 0 0 4 0 0 3 29
Structural breaks in the real exchange rate and real interest rate relationship 0 0 1 80 0 1 14 246
THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA 0 0 0 59 0 3 13 164
The Global Side of the Investment-Saving Puzzle 0 0 0 94 0 3 18 350
The Global Side of the Investment‐Saving Puzzle 0 0 0 2 0 2 8 24
The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries 0 0 0 156 0 5 14 403
The Macroeconomic Impact of Global and Country-Specific Climate Risk 0 2 3 9 0 6 20 46
The conditional volatility premium on currency portfolios 0 0 0 3 0 3 15 35
The global dimension to fiscal sustainability 0 1 1 130 0 6 36 371
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe 0 0 0 34 2 6 11 308
The time-varying risk price of currency portfolios 0 0 2 6 1 4 19 37
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests 0 0 0 76 1 4 18 309
US trade and exchange rate volatility: A real sectoral bilateral analysis 0 0 0 121 0 1 8 389
Total Journal Articles 1 5 27 2,171 17 153 625 8,336


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 2026-07-10