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 3 9 20 42
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 0 2 2 18 6 14 23 30
Asymmetric Gradualism in US Monetary Policy 0 1 3 12 5 11 26 45
BayesMultiMode: Bayesian Mode Inference in R 0 1 1 10 1 3 5 20
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 1 1 8 8 11 13 23
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 4 9 13 39
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 6 10 11 11
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 1 1 2 1 4 8 10
Inflation Expectations and the Pass-Through of Oil Prices 0 0 0 26 0 1 5 60
Inflation expectations and the pass-through of oil prices 0 0 1 52 3 12 29 224
Inflation expectations and the pass-through of oil prices 0 1 2 28 8 13 17 77
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 4 5 8 119
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 4 6 10 67
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 4 8 11 69
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 3 10 4 10 24 54
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 2 9 11 16
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 34 6 8 20 108
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 38 2 4 7 69
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 0 17 8 12 15 37
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 4 10 63 7 18 41 123
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 1 1 26 0 6 15 42
Oil and the Stock Market Revisited: A mixed functional VAR approach 1 1 1 19 4 9 14 26
On the China factor in international oil markets: A regime switching approach 0 0 0 12 6 7 8 71
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 1 11 16 54
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 2 4 5 48
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 12 5 8 13 33
Re-visiting the Relationship Between Oil Prices and Monetary Policy 0 6 12 12 7 19 21 21
Re-visiting the Relationship Between Oil Prices and Monetary Policy 2 3 36 36 11 23 119 119
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 6 6 7 54
Taylor Rules with Endogenous Regimes 0 1 2 17 5 12 25 33
Taylor Rules with Endogenous Regimes 0 0 1 5 1 6 12 26
The Drivers of Emission Reductions in the European Carbon Market 0 2 8 27 5 12 30 79
The Drivers of Emission Reductions in the European Carbon Market 0 0 0 19 3 6 10 26
The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil 0 1 1 8 1 5 9 31
The interplay between monetary and fiscal policy in a small open economy 0 0 0 9 1 11 17 35
The role of precautionary and speculative demand in the global market for crude oil 0 0 0 8 4 7 8 43
Time-Varying Factor Model Components for Effective Momentum Strategy 0 1 4 4 2 5 16 20
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 0 17 5 6 10 36
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 1 47 5 11 19 108
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 5 8 10 16
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 1 1 6 12 2 9 25 34
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 0 4 21 4 8 27 44
Total Working Papers 4 28 105 850 171 376 753 2,242


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 1 4 8 12
Inflation Expectations and the Pass-Through of Oil Prices 2 4 19 32 8 16 51 144
Large stochastic volatility in mean VARs 0 0 2 3 2 5 16 25
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 3 5 12 95
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 2 8 39
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 8 15 19 64
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 0 1 5 2 6 8 25
Returns, volatility and the cryptocurrency bubble of 2017–18 0 1 1 17 9 16 25 78
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 1 2 6 27
The impact of monetary policy on income inequality: Does inflation targeting matter? 0 1 2 7 6 15 21 33
The role of precautionary and speculative demand in the global market for crude oil 0 2 2 4 3 8 17 34
Time‐varying trend models for forecasting inflation in Australia 0 0 0 5 6 7 12 31
Total Journal Articles 2 8 33 127 49 101 203 607


Statistics updated 2026-02-12