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 2 5 5 1,133
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 13 2 3 4 29
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 25 1 3 3 56
Carry Trades and Commodity Risk Factors 0 0 0 30 1 3 4 115
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 0 2 2 54
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 0 0 0 81 1 4 7 221
Commodity Correlation Risk 0 0 0 0 2 5 7 15
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 1 3 7 141
Common Information in Carry Trade Risk Factors 0 0 0 22 2 7 10 167
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 0 2 2 64
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 0 1 1 339
Common factors of the exchange risk premium in emerging European markets 0 0 0 54 1 1 3 128
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence 0 0 0 212 3 4 4 546
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 3 5 486
Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis 0 0 0 24 4 7 8 51
Euro Area Inflation: Aggregation Bias and Convergence 0 0 0 121 0 1 3 277
Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies 0 0 1 116 0 0 3 276
Exchange Rate Predictability in a Changing World 0 0 1 108 2 5 11 159
Exchange Rate Predictability in a Changing World 0 0 0 20 1 5 7 96
Exchange Rate Predictability in a Changing World 0 0 2 307 1 1 8 575
Exchange Rate Predictability in a Changing World 0 0 0 86 2 3 3 79
Exchange Rate Predictability in a Changing World 0 0 0 57 3 3 4 108
Exchange rate pass through to import prices: panel evidence from emerging market economies 0 0 1 16 1 3 5 70
Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? 0 0 0 18 1 3 3 90
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 0 4 7 114
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 0 6 8 26
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 13 1 2 3 67
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 149 1 1 2 327
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 17 1 4 5 104
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 132 0 1 3 349
International Capital Flows to Emerging and Developing Countries: National and Global Determinants 0 0 0 79 2 9 12 190
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 20 2 3 4 95
International capital flows to emerging and developing countries: national and global determinants 0 0 0 331 0 2 6 734
International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data 0 0 0 157 0 3 5 346
Investment and Uncertainty in the G7 0 0 1 3 1 3 8 48
Job creation and destruction in the corporate sector: the relative importance of births, deaths and 0 0 0 83 2 2 3 763
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 1 42 2 4 7 101
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 29 0 1 3 67
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 116 1 5 8 197
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 0 5 6 43
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 1 324 0 1 7 612
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 EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 81 0 1 1 306
Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries 0 0 0 100 3 4 5 287
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 104 1 4 6 262
Primary commodity prices: co-movements, common factors and fundamentals 0 0 1 116 3 6 9 346
Stock Return Prediction with Fully Flexible Models and Coefficients 0 0 0 59 0 0 2 76
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 0 2 5 99
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 0 2 2 366
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 2 2 7 176
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 5 6 13 157
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 1 2 5 53
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 1 5 7 83
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 1 35 2 4 7 82
The Global Dimension to Fiscal Sustainability 0 0 0 141 8 10 13 380
The Global Dimension to Fiscal Sustainability 0 0 0 21 1 3 4 96
The Global Side of the Investment-Savings Puzzle 0 0 0 10 4 7 9 69
The Global Side of the Investments-Savings Puzzle 0 0 0 108 3 7 8 345
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 3 5 150
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 0 0 252 0 2 6 645
Unit Roots and Structural Breaks: A Survey of the Literature 0 1 4 1,074 0 5 22 1,884
Unit Roots in Inflation and Aggregation Bias 0 0 0 122 4 5 5 331
Total Working Papers 0 1 15 6,169 83 215 361 16,227


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 1 3 3 7
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 2 2 3 143
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 0 0 4 43
Carry trades and commodity risk factors 0 0 0 4 1 1 4 67
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 1 4 10 59
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 3 5 1 5 8 10
Decomposing global yield curve co-movement 0 0 2 12 1 1 5 55
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 1 4 4 101
Domestic vs. International Correlations of Interest Rate Maturities 0 1 1 73 1 2 8 379
Euro area inflation: aggregation bias and convergence 0 0 0 35 1 6 10 124
Exchange rate predictability in a changing world 0 1 3 83 2 4 12 250
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? 0 0 0 14 2 4 4 100
Forecasting the term structure of government bond yields in unstable environments 0 0 2 25 1 4 11 137
Foreign exchange market pressure and capital controls 0 0 2 58 0 0 7 179
Interest rate co-movements, global factors and the long end of the term spread 0 0 0 84 2 5 8 258
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 1 9 1 5 8 30
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 39 1 3 5 168
International capital flows to emerging markets: National and global determinants 0 2 7 235 1 6 17 648
Investment and Uncertainty in the G7 0 0 1 64 1 1 3 274
Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses 0 0 0 53 1 3 5 286
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 2 19 0 6 13 97
Oil prices, fundamentals and expectations 0 0 2 24 2 5 12 94
Permanent and temporary inflation uncertainty and investment in the United States 0 0 0 68 2 8 12 273
Primary commodity prices: Co-movements, common factors and fundamentals 0 2 8 230 1 9 19 765
Some international evidence on price determination: a non-stationary panel approach 0 0 0 65 0 2 3 289
Sterling, the Euro and the Dollar 0 0 0 4 0 1 1 27
Sterling, the Euro and the Dollar 0 0 0 0 0 1 2 3
Structural breaks in the real exchange rate and real interest rate relationship 0 0 0 79 0 3 7 236
THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA 0 0 0 59 1 3 5 155
The Global Side of the Investment-Saving Puzzle 0 0 0 94 3 7 9 341
The Global Side of the Investment‐Saving Puzzle 0 0 0 2 0 3 7 20
The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries 0 0 0 156 1 3 6 392
The Macroeconomic Impact of Global and Country-Specific Climate Risk 0 0 2 6 3 5 18 33
The conditional volatility premium on currency portfolios 0 0 0 3 0 1 2 21
The global dimension to fiscal sustainability 0 0 0 129 4 6 9 341
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe 0 0 0 34 1 1 1 298
The time-varying risk price of currency portfolios 0 2 3 6 2 8 12 26
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests 0 0 1 76 5 6 10 297
US trade and exchange rate volatility: A real sectoral bilateral analysis 0 0 1 121 3 3 11 386
Total Journal Articles 0 8 41 2,160 50 146 303 7,901


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 2026-01-09