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 1 8 19 43
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 1 2 3 19 6 18 28 36
Asymmetric Gradualism in US Monetary Policy 0 1 3 12 1 10 26 46
BayesMultiMode: Bayesian Mode Inference in R 0 1 1 10 0 2 5 20
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 4 10 16 43
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 1 1 8 0 10 13 23
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 1 1 2 0 3 7 10
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 2 9 12 13
Inflation Expectations and the Pass-Through of Oil Prices 0 0 0 26 1 2 5 61
Inflation expectations and the pass-through of oil prices 0 0 1 52 0 6 29 224
Inflation expectations and the pass-through of oil prices 0 0 2 28 5 15 22 82
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 4 9 12 123
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 1 7 11 68
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 1 6 11 70
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 1 9 12 17
Monetary policy shocks and exchange rate dynamics in small open economies 1 1 4 11 1 9 23 55
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 34 3 9 12 111
New Kid on the Block? China vs the US in World Oil Markets 0 0 0 38 0 3 6 69
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 0 17 1 11 16 38
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 0 8 63 2 10 40 125
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 1 1 2 27 2 5 16 44
Oil and the Stock Market Revisited: A mixed functional VAR approach 0 1 1 19 3 9 17 29
On the China factor in international oil markets: A regime switching approach 1 1 1 13 2 8 9 73
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 3 9 19 57
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 12 0 8 13 33
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 1 4 6 49
Re-visiting the Relationship Between Oil Prices and Monetary Policy 0 1 12 12 2 12 23 23
Re-visiting the Relationship Between Oil Prices and Monetary Policy 0 2 36 36 1 18 120 120
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 2 8 9 56
Taylor Rules with Endogenous Regimes 0 0 1 5 0 6 12 26
Taylor Rules with Endogenous Regimes 0 1 2 17 1 10 25 34
The Drivers of Emission Reductions in the European Carbon Market 0 1 6 27 2 11 28 81
The Drivers of Emission Reductions in the European Carbon Market 0 0 0 19 3 8 13 29
The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil 0 0 1 8 2 4 11 33
The interplay between monetary and fiscal policy in a small open economy 0 0 0 9 3 7 20 38
The role of precautionary and speculative demand in the global market for crude oil 0 0 0 8 1 7 9 44
Time-Varying Factor Model Components for Effective Momentum Strategy 0 1 2 4 7 12 18 27
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 0 17 1 6 11 37
Time-Varying Trend Models for Forecasting Inflation in Australia 0 0 1 47 14 21 33 122
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 5 13 15 21
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 0 2 21 3 8 26 47
Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations 0 1 4 12 0 8 20 34
Total Working Papers 4 17 99 854 92 368 798 2,334


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 2 8 12
Inflation Expectations and the Pass-Through of Oil Prices 2 5 19 34 2 13 48 146
Large stochastic volatility in mean VARs 0 0 2 3 1 4 16 26
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 3 8 14 98
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 40
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 1 14 20 65
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 0 1 5 0 6 8 25
Returns, volatility and the cryptocurrency bubble of 2017–18 1 1 2 18 1 13 25 79
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 2 5 27
The impact of monetary policy on income inequality: Does inflation targeting matter? 1 1 3 8 6 18 27 39
The role of precautionary and speculative demand in the global market for crude oil 0 2 2 4 1 8 17 35
Time‐varying trend models for forecasting inflation in Australia 0 0 0 5 1 8 12 32
Total Journal Articles 4 9 35 131 17 98 208 624


Statistics updated 2026-03-04