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 1 17 0 2 33 63
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 1 1 4 20 3 4 26 41
Asymmetric Gradualism in US Monetary Policy 0 0 3 14 0 1 28 56
BayesMultiMode: Bayesian Mode Inference in R 0 0 1 10 0 1 10 25
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 0 0 17 47
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 1 8 0 0 15 26
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 0 0 16 17
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 1 2 0 1 7 13
Inflation Expectations and the Pass-Through of Oil Prices 0 0 2 28 1 1 9 68
Inflation expectations and the pass-through of oil prices 0 0 2 28 1 4 46 108
Inflation expectations and the pass-through of oil prices 1 2 2 54 2 3 36 243
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 0 1 12 125
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 38 1 1 13 73
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 0 40 1 2 15 75
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 2 11 0 0 22 61
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 0 0 16 23
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 34 0 0 14 114
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 38 1 2 7 72
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 0 17 1 2 27 50
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 0 2 27 2 2 14 48
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 2 8 66 0 4 43 145
Oil and the Stock Market Revisited: A mixed functional VAR approach 0 0 1 19 0 1 24 39
On the China factor in international oil markets: A regime switching approach 0 0 1 13 0 1 14 78
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 2 2 13 56
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 12 0 0 17 40
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 2 3 29 69
Re-visiting the Relationship Between Oil Prices and Monetary Policy 0 0 12 12 0 0 38 38
Re-visiting the Relationship Between Oil Prices and Monetary Policy 0 0 6 37 0 0 61 138
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 1 1 50 0 1 13 60
Taylor Rules with Endogenous Regimes 0 0 1 5 4 4 21 39
Taylor Rules with Endogenous Regimes 0 0 1 17 1 2 23 39
The Drivers of Emission Reductions in the European Carbon Market 0 0 0 19 0 2 23 41
The Drivers of Emission Reductions in the European Carbon Market 0 0 2 27 0 0 23 88
The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil 0 0 2 9 0 0 17 43
The interplay between monetary and fiscal policy in a small open economy 0 0 0 9 1 1 19 42
The role of precautionary and speculative demand in the global market for crude oil 0 0 0 8 0 1 15 51
Time-Varying Factor Model Components for Effective Momentum Strategy 0 0 1 4 0 1 27 41
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 1 47 1 1 31 125
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 0 17 0 1 14 41
Uncertainty and the Term Structure of Interest Rates 0 1 1 4 0 2 29 36
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 1 3 22 0 2 37 66
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 0 4 13 3 3 25 46
Total Working Papers 2 8 67 871 27 59 939 2,709

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 7 12
Inflation Expectations and the Pass-Through of Oil Prices 0 1 17 40 5 11 70 189
Large stochastic volatility in mean VARs 0 0 0 3 0 1 12 31
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 1 1 1 29 5 6 25 113
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 0 3 8 44
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 0 0 19 68
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 2 2 7 0 5 15 34
Returns, volatility and the cryptocurrency bubble of 2017–18 1 1 4 20 2 4 30 89
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 1 1 7 2 6 15 39
The impact of monetary policy on income inequality: Does inflation targeting matter? 0 0 2 8 0 0 33 50
The role of precautionary and speculative demand in the global market for crude oil 0 1 3 5 1 4 22 46
Time‐varying trend models for forecasting inflation in Australia 0 0 0 5 1 3 14 36
Total Journal Articles 2 7 31 144 16 43 270 751

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10