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 4 8 18 1,146
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 13 1 4 9 34
Asset Prices and Capital Share Risks: Theory and Evidence 0 0 0 25 0 3 9 62
Carry Trades and Commodity Risk Factors 0 0 0 30 0 4 27 139
Co-Movement, Spillovers and Excess Returns in Global Bond Markets 0 0 0 9 1 3 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 2 4 13 23
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals 0 0 1 58 1 5 15 149
Common Information in Carry Trade Risk Factors 0 0 0 22 0 2 17 175
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 0 1 9 71
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 4 8 135
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence 0 0 0 212 1 4 9 551
Decomposing Global Yield Curve Co-Movement 0 0 0 259 1 5 20 501
Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis 0 1 1 25 1 3 17 61
Euro Area Inflation: Aggregation Bias and Convergence 0 0 0 121 0 2 7 282
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 0 307 0 5 13 584
Exchange Rate Predictability in a Changing World 0 0 0 108 0 2 16 166
Exchange Rate Predictability in a Changing World 0 0 0 86 2 4 14 90
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 57 0 1 7 112
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 3 9 96
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 39 1 5 14 122
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 1 2 7 42
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? 0 0 0 2 0 3 18 37
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 13 1 1 12 76
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility 0 0 0 149 0 4 10 336
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 17 0 3 15 114
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread 0 0 0 132 1 4 8 355
International Capital Flows to Emerging and Developing Countries: National and Global Determinants 0 0 0 79 1 2 19 197
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 20 1 3 10 101
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 0 2 7 350
Investment and Uncertainty in the G7 0 0 0 3 2 3 8 52
Job creation and destruction in the corporate sector: the relative importance of births, deaths and 0 0 0 83 0 2 5 765
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 29 0 1 7 72
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations 0 0 0 42 0 2 12 108
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 324 2 4 16 626
On the Sources of Uncertainty in Exchange Rate Predictability 0 0 0 6 1 7 26 64
On the Sources of Uncertainty in Exchange Rate Predictability 0 1 1 117 0 2 12 203
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 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 0 2 11 294
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 116 2 7 21 361
Primary commodity prices: co-movements, common factors and fundamentals 0 0 0 104 2 5 11 268
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 0 142 0 2 6 370
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 0 5 18 113
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 90 0 12 19 190
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 56 0 3 25 170
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 26 0 9 20 97
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty 0 0 0 9 2 7 21 70
The Conditional Risk and Return Trade-Off on Currency Portfolios 0 0 0 35 0 7 15 93
The Global Dimension to Fiscal Sustainability 0 0 0 141 0 2 17 386
The Global Dimension to Fiscal Sustainability 0 0 0 21 1 2 13 106
The Global Side of the Investment-Savings Puzzle 0 0 0 10 0 1 10 71
The Global Side of the Investments-Savings Puzzle 0 0 0 108 0 1 15 352
The Time-Varying Risk Price of Currency Carry Trades 0 0 0 60 0 4 14 159
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis 0 0 0 252 1 4 8 651
Unit Roots and Structural Breaks: A Survey of the Literature 0 1 4 1,076 2 13 35 1,905
Unit Roots in Inflation and Aggregation Bias 0 0 0 122 0 5 13 339
Total Working Papers 0 3 9 6,173 35 218 823 16,763


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 1 3 9 149
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 2 2 5 47
Carry trades and commodity risk factors 0 0 0 4 0 4 11 75
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals 0 0 0 13 1 5 32 84
Common information in carry trade risk factors 0 0 0 8 0 3 9 81
Decomposing Uncertainty in Macro-Finance Term Structure Models 0 2 2 7 1 8 18 23
Decomposing global yield curve co-movement 0 0 2 12 0 2 18 68
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 1 6 18 394
Euro area inflation: aggregation bias and convergence 0 0 0 35 0 1 15 130
Exchange rate predictability in a changing world 0 0 2 84 1 4 22 265
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? 0 0 0 14 1 6 20 116
Forecasting the term structure of government bond yields in unstable environments 0 0 3 26 2 6 22 152
Foreign exchange market pressure and capital controls 0 0 0 58 4 7 17 193
Interest rate co-movements, global factors and the long end of the term spread 0 0 0 84 0 6 17 269
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 9 1 12 24 48
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data 0 0 0 39 0 3 13 177
International capital flows to emerging markets: National and global determinants 0 0 5 236 1 5 21 659
Investment and Uncertainty in the G7 0 0 0 64 1 4 7 280
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 3 19 108
Oil prices, fundamentals and expectations 0 0 1 24 0 3 17 103
Permanent and temporary inflation uncertainty and investment in the United States 0 0 0 68 1 4 19 283
Primary commodity prices: Co-movements, common factors and fundamentals 0 0 6 230 2 5 26 776
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 4 0 1 3 29
Sterling, the Euro and the Dollar 0 0 0 0 0 2 9 11
Structural breaks in the real exchange rate and real interest rate relationship 0 0 1 80 0 3 14 246
THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA 0 0 0 59 0 4 13 164
The Global Side of the Investment-Saving Puzzle 0 0 0 94 1 4 18 350
The Global Side of the Investment‐Saving Puzzle 0 0 0 2 1 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 1 6 15 403
The Macroeconomic Impact of Global and Country-Specific Climate Risk 2 2 4 9 2 7 23 46
The conditional volatility premium on currency portfolios 0 0 0 3 2 8 15 35
The global dimension to fiscal sustainability 0 1 1 130 3 8 37 371
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe 0 0 0 34 0 4 9 306
The time-varying risk price of currency portfolios 0 0 2 6 1 3 19 36
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests 0 0 0 76 0 4 17 308
US trade and exchange rate volatility: A real sectoral bilateral analysis 0 0 0 121 0 1 8 389
Total Journal Articles 2 5 30 2,170 31 170 625 8,319


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 2026-06-04