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 0 0 10 30
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 0 0 16 16 0 4 15 15
Asymmetric Gradualism in US Monetary Policy 0 0 11 11 1 4 29 29
BayesMultiMode: Bayesian Mode Inference in R 0 0 0 9 0 0 2 15
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 7 0 1 1 11
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 0 2 5 30
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 0 0 1 1
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 1 1 0 1 6 6
Inflation Expectations and the Pass-Through of Oil Prices 0 0 0 26 0 1 5 59
Inflation expectations and the pass-through of oil prices 0 0 1 52 1 1 13 208
Inflation expectations and the pass-through of oil prices 1 1 3 27 1 1 5 63
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 1 1 1 29 1 3 4 114
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 2 38 0 0 6 60
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 1 1 40 0 1 2 60
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 0 1 3 7
Monetary policy shocks and exchange rate dynamics in small open economies 0 2 3 9 1 4 13 40
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 38 0 0 4 65
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 34 0 0 12 100
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 17 1 1 6 24
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 0 9 58 2 6 34 104
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 0 1 25 0 2 10 34
Oil and the Stock Market Revisited: A mixed functional VAR approach 0 0 1 18 1 3 5 16
On the China factor in international oil markets: A regime switching approach 0 0 0 12 0 0 1 64
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 1 12 1 1 6 24
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 0 1 2 40
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 0 0 1 43
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 0 0 0 47
Taylor Rules with Endogenous Regimes 0 0 1 4 0 1 5 18
Taylor Rules with Endogenous Regimes 0 0 8 16 0 1 13 16
The Drivers of Emission Reductions in the European Carbon Market 0 1 9 25 1 6 26 66
The Drivers of Emission Reductions in the European Carbon Market 0 0 0 19 0 1 2 18
The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil 0 0 0 7 0 2 4 26
The interplay between monetary and fiscal policy in a small open economy 0 0 0 9 0 4 7 23
The role of precautionary and speculative demand in the global market for crude oil 0 0 0 8 0 0 1 36
Time-Varying Factor Model Components for Effective Momentum Strategy 0 0 3 3 0 1 14 14
Time-Varying Trend Models for Forecasting Inflation in Australia 1 1 1 47 2 3 8 96
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 0 17 0 1 1 27
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 1 1 2 8
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 0 9 9 0 1 21 21
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 1 1 20 20 2 4 31 31
Total Working Papers 4 8 104 777 16 64 336 1,709

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 1 1 1 1 1 2 2 6
Inflation Expectations and the Pass-Through of Oil Prices 4 6 16 27 7 14 44 126
Large stochastic volatility in mean VARs 0 1 2 3 0 4 13 19
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 2 5 28 0 2 8 88
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 1 6 0 1 7 36
On the contribution of international shocks in Australian business cycle fluctuations 0 0 1 13 0 3 7 49
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 0 2 5 0 0 7 19
Returns, volatility and the cryptocurrency bubble of 2017–18 0 0 3 16 0 2 14 59
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 0 4 24
The impact of monetary policy on income inequality: Does inflation targeting matter? 0 0 4 6 0 2 11 17
The role of precautionary and speculative demand in the global market for crude oil 0 0 1 2 0 0 10 24
Time‐varying trend models for forecasting inflation in Australia 0 0 0 5 0 1 4 22
Total Journal Articles 5 10 37 118 8 31 131 489

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Statistics updated 2025-10-06