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 16 2 5 15 35
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 1 1 16 17 2 3 17 18
Asymmetric Gradualism in US Monetary Policy 0 0 11 11 2 8 36 36
BayesMultiMode: Bayesian Mode Inference in R 0 0 0 9 1 3 4 18
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 7 1 2 3 13
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 3 3 8 33
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 3 3 4 4
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 1 1 1 5 7
Inflation Expectations and the Pass-Through of Oil Prices 0 0 0 26 0 0 4 59
Inflation expectations and the pass-through of oil prices 1 2 3 28 3 5 8 67
Inflation expectations and the pass-through of oil prices 0 0 1 52 6 11 23 218
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 1 1 29 0 1 3 114
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 0 1 4 61
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 3 4 6 64
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 1 1 4 8
Monetary policy shocks and exchange rate dynamics in small open economies 0 1 3 10 2 7 16 46
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 38 1 1 4 66
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 34 2 2 14 102
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 17 2 4 9 27
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 4 5 11 63 10 13 36 115
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 1 1 1 26 3 5 13 39
Oil and the Stock Market Revisited: A mixed functional VAR approach 0 0 1 18 3 5 9 20
On the China factor in international oil markets: A regime switching approach 0 0 0 12 1 1 2 65
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 12 0 2 6 25
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 1 2 2 45
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 5 8 10 48
Re-visiting the Relationship Between Oil Prices and Monetary Policy 1 3 34 34 6 25 102 102
Re-visiting the Relationship Between Oil Prices and Monetary Policy 5 11 11 11 9 11 11 11
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 0 1 1 48
Taylor Rules with Endogenous Regimes 0 0 2 16 3 8 19 24
Taylor Rules with Endogenous Regimes 0 1 1 5 0 2 6 20
The Drivers of Emission Reductions in the European Carbon Market 0 0 0 19 1 3 5 21
The Drivers of Emission Reductions in the European Carbon Market 1 1 8 26 3 5 24 70
The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil 1 1 1 8 3 3 7 29
The interplay between monetary and fiscal policy in a small open economy 0 0 0 9 7 8 14 31
The role of precautionary and speculative demand in the global market for crude oil 0 0 0 8 1 1 2 37
Time-Varying Factor Model Components for Effective Momentum Strategy 0 0 3 3 0 1 15 15
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 0 17 1 4 5 31
Time-Varying Trend Models for Forecasting Inflation in Australia 0 1 1 47 4 7 13 101
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 0 1 2 8
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 2 20 21 3 10 36 39
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 2 11 11 1 5 26 26
Total Working Papers 15 33 144 837 100 196 553 1,966


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 1 1 1 2 5 6 10
Inflation Expectations and the Pass-Through of Oil Prices 1 6 18 29 5 14 45 133
Large stochastic volatility in mean VARs 0 0 2 3 2 3 15 22
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 0 2 8 90
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 7 38
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 2 2 8 51
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 0 1 5 0 0 4 19
Returns, volatility and the cryptocurrency bubble of 2017–18 1 1 2 17 4 7 16 66
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 1 5 25
The impact of monetary policy on income inequality: Does inflation targeting matter? 1 1 3 7 3 4 11 21
The role of precautionary and speculative demand in the global market for crude oil 0 0 1 2 1 3 11 27
Time‐varying trend models for forecasting inflation in Australia 0 0 0 5 0 2 5 24
Total Journal Articles 3 9 33 122 20 45 141 526


Statistics updated 2025-12-06