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
Carry Trades and Commodity Risk Factors 0 1 1 28 0 1 20 100
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 1 1 5 8 1 6 19 34
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? 1 1 2 78 1 3 8 192
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 4 45 1 3 16 94
Common Information in Carry Trade Risk Factors 0 0 1 20 1 3 9 53
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 1 12 0 1 7 58
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 0 2 11 331
Common factors of the exchange risk premium in emerging European markets 0 0 0 51 0 1 9 117
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence 0 0 0 212 0 0 4 539
Decomposing Global Yield Curve Co-Movement 0 0 2 254 0 0 7 454
Euro Area Inflation: Aggregation Bias and Convergence 0 0 2 121 0 0 8 268
Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies 1 1 6 111 1 1 20 258
Exchange Rate Predictability in a Changing World 2 10 20 269 3 16 52 471
Exchange Rate Predictability in a Changing World 0 0 1 54 0 0 6 85
Exchange Rate Predictability in a Changing World 0 0 2 106 0 0 10 140
Exchange Rate Predictability in a Changing World 0 0 1 18 0 1 10 71
Exchange Rate Predictability in a Changing World 0 0 1 82 0 0 10 64
Exchange rate pass through to import prices: panel evidence from emerging market economies 0 0 1 15 0 0 8 56
Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? 0 1 1 17 0 3 19 65
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 0 0 0 2 9
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 37 1 2 10 97
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 1 1 2 0 1 11 25
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 10 0 1 5 45
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 1 1 1 144 1 2 6 308
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 1 1 15 0 3 15 80
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 132 0 2 8 342
International Capital Flows to Emerging and Developing Countries: National and Global Determinants 0 1 2 75 1 4 14 145
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 17 1 2 9 82
International capital flows to emerging and developing countries: national and global determinants 1 1 5 322 2 2 27 692
International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data 0 2 3 152 0 3 12 328
Investment and Uncertainty in the G7 0 0 0 146 2 3 16 1,117
Investment and Uncertainty in the G7 0 0 0 0 0 2 13 29
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 1 1 32 0 3 15 68
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 26 0 2 16 46
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 3 113 1 2 15 176
On the Sources of Uncertainty in Exchange Rate Predictability 1 3 13 297 1 5 37 548
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 4 6 0 2 11 27
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 128 0 0 4 534
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES 0 0 0 78 0 0 8 298
Panel Estimation of the Impact of Exchange Rate Uncertainty on Investment in the Major Industrial 0 0 0 82 0 1 6 749
Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries 0 0 0 98 0 1 9 275
Primary commodity prices: co-movements, common factors and fundamentals 0 0 1 110 0 1 11 305
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 101 0 1 5 239
Stock Return Prediction with Fully Flexible Models and Coefficients 0 0 2 59 0 1 10 68
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 0 0 6 351
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 1 1 1 22 1 1 8 84
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 8 0 2 13 38
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 1 25 0 1 17 57
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 2 56 0 4 23 118
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 3 14 150
The Conditional Risk and Return Trade-Off on Currency Portfolios 3 19 22 22 4 11 11 11
The Global Dimension to Fiscal Sustainability 0 0 2 137 0 2 10 351
The Global Dimension to Fiscal Sustainability 0 0 1 19 0 1 6 77
The Global Side of the Investment-Savings Puzzle 0 0 0 9 0 0 6 41
The Global Side of the Investments-Savings Puzzle 0 1 1 107 0 2 8 329
The Time-Varying Risk Price of Currency Carry Trades 0 1 6 52 4 6 28 114
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 1 1 248 1 6 19 612
Unit Roots and Structural Breaks: A Survey of the Literature 2 5 12 1,044 5 15 43 1,769
Unit Roots in Inflation and Aggregation Bias 0 0 0 122 0 2 11 321
Total Working Papers 14 55 137 5,857 33 143 771 14,505


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 8 34
A new approach to tests of pricing-to-market 0 0 2 45 2 4 9 131
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 6 1 2 4 35
Carry trades and commodity risk factors 0 0 3 3 0 5 28 28
Common information in carry trade risk factors 0 0 1 8 1 1 10 42
Decomposing global yield curve co-movement 0 1 3 3 1 4 15 15
Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 0 0 1 92 1 1 7 355
Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation 0 0 0 15 1 4 13 93
Domestic vs. International Correlations of Interest Rate Maturities 0 1 1 67 0 1 5 279
Euro area inflation: aggregation bias and convergence 0 0 0 35 0 2 8 109
Exchange rate predictability in a changing world 0 1 8 64 2 5 35 175
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? 0 0 1 9 0 1 12 64
Forecasting the term structure of government bond yields in unstable environments 0 0 1 16 3 8 22 83
Foreign exchange market pressure and capital controls 0 1 8 41 1 4 25 123
Interest rate co-movements, global factors and the long end of the term spread 0 0 2 80 1 3 12 217
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 1 3 31 0 3 14 128
International capital flows to emerging markets: National and global determinants 0 5 20 163 1 11 58 468
Investment and Uncertainty in the G7 0 0 0 62 0 1 15 246
Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses 0 0 2 48 0 1 6 265
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY 0 0 7 12 0 5 23 46
Oil prices, fundamentals and expectations 0 1 9 9 3 8 36 37
Permanent and temporary inflation uncertainty and investment in the United States 0 0 1 58 0 1 4 222
Primary commodity prices: Co-movements, common factors and fundamentals 0 5 11 176 3 14 38 610
Some international evidence on price determination: a non-stationary panel approach 0 0 0 64 0 2 5 278
Sterling, the Euro and the Dollar 0 1 1 3 0 1 3 23
Structural breaks in the real exchange rate and real interest rate relationship 0 2 4 72 1 3 11 210
THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA 0 0 0 58 0 1 7 142
The Global Side of the Investment-Saving Puzzle 0 0 0 94 0 0 4 317
The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries 0 0 1 147 0 1 6 351
The global dimension to fiscal sustainability 0 0 1 121 0 2 13 303
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe 0 0 0 34 1 1 4 291
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests 0 0 0 74 1 1 2 273
US trade and exchange rate volatility: A real sectoral bilateral analysis 1 1 5 109 2 6 19 319
Total Journal Articles 1 20 96 1,823 26 107 481 6,312


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Structure 0 0 0 0 0 0 0 80
Total Books 0 0 0 0 0 0 0 80


Statistics updated 2020-08-05