Access Statistics for Jamie Lee Cross

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
A Bayesian DSGE Approach to Modelling Cryptocurrency 0 0 0 16 12 15 29 57
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 0 1 3 19 0 6 28 36
Asymmetric Gradualism in US Monetary Policy 0 2 4 14 5 9 32 54
BayesMultiMode: Bayesian Mode Inference in R 0 0 1 10 3 4 9 24
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 1 8 2 2 15 25
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 2 7 18 46
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 3 5 15 16
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 1 2 1 2 8 12
Inflation Expectations and the Pass-Through of Oil Prices 2 2 2 28 6 7 9 67
Inflation expectations and the pass-through of oil prices 0 0 2 28 6 17 33 94
Inflation expectations and the pass-through of oil prices 0 0 0 52 10 13 35 237
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 1 5 13 124
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 4 5 14 72
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 2 3 13 72
Monetary policy shocks and exchange rate dynamics in small open economies 0 1 4 11 3 4 25 58
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 4 6 16 22
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 34 2 6 15 114
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 38 1 1 6 70
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 0 17 5 10 24 47
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 1 2 27 0 4 15 46
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 1 7 64 5 13 41 136
Oil and the Stock Market Revisited: A mixed functional VAR approach 0 0 1 19 8 12 26 38
On the China factor in international oil markets: A regime switching approach 0 1 1 13 2 6 13 77
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 4 6 11 54
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 5 12 27 66
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 12 4 4 15 37
Re-visiting the Relationship Between Oil Prices and Monetary Policy 0 0 12 12 8 17 38 38
Re-visiting the Relationship Between Oil Prices and Monetary Policy 1 1 28 37 5 15 129 134
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 1 3 10 57
Taylor Rules with Endogenous Regimes 0 0 1 5 7 8 19 34
Taylor Rules with Endogenous Regimes 0 0 2 17 1 4 25 37
The Drivers of Emission Reductions in the European Carbon Market 0 0 0 19 2 11 20 37
The Drivers of Emission Reductions in the European Carbon Market 0 0 3 27 3 8 28 87
The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil 0 0 1 8 2 11 19 42
The interplay between monetary and fiscal policy in a small open economy 0 0 0 9 2 6 23 41
The role of precautionary and speculative demand in the global market for crude oil 0 0 0 8 4 6 13 49
Time-Varying Factor Model Components for Effective Momentum Strategy 0 0 1 4 5 19 26 39
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 1 47 2 16 33 124
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 0 17 3 4 14 40
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 7 15 24 31
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 0 2 21 9 15 37 59
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 1 5 13 4 8 26 42
Total Working Papers 3 11 88 861 165 350 989 2,592


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian mode inference for discrete distributions in economics and finance 0 0 1 1 0 0 8 12
Inflation Expectations and the Pass-Through of Oil Prices 2 7 20 39 11 27 62 171
Large stochastic volatility in mean VARs 0 0 1 3 4 5 17 30
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 3 28 6 11 21 106
On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee Fry-McKibbin, Warwick McKibbin and members of the workshop on Energy Economics hosted by the Free University of Bozen-Bolzano for their comments in the development of this research 0 0 0 6 1 2 8 41
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 3 4 23 68
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 0 0 5 2 4 10 29
Returns, volatility and the cryptocurrency bubble of 2017–18 0 2 3 19 4 6 29 84
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 6 5 6 10 33
The impact of monetary policy on income inequality: Does inflation targeting matter? 0 1 2 8 5 17 35 50
The role of precautionary and speculative demand in the global market for crude oil 0 0 2 4 4 6 22 40
Time‐varying trend models for forecasting inflation in Australia 0 0 0 5 1 2 13 33
Total Journal Articles 2 10 32 137 46 90 258 697


Statistics updated 2026-05-06