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Jamie Cross
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The relationship between global oil price shocks and China's output: A time-varying analysis
J Cross, B Nguyen
Energy Economics 62, 79-91, 2017
1012017
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
JL Cross, C Hou, A Poon
International Journal of Forecasting 36 (3), 899-915, 2020
742020
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
J Cross, A Poon
Economic Modelling 58, 34-51, 2016
442016
Inflation expectations and the pass-through of oil prices
KA Aastveit, HC Bjørnland, JL Cross
Review of Economics and Statistics 105 (3), 733-743, 2023
332023
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts
B Zhang, JCC Chan, JL Cross
International Journal of Forecasting 36 (4), 1318-1328, 2020
322020
The role of precautionary and speculative demand in the global market for crude oil
JL Cross, BH Nguyen, TD Tran
Journal of Applied Econometrics 37 (5), 882-895, 2022
292022
Returns, volatility and the cryptocurrency bubble of 2017–18
JL Cross, C Hou, K Trinh
Economic Modelling 104, 105643, 2021
272021
Time varying macroeconomic effects of energy price shocks: A new measure for China
J Cross, BH Nguyen
Energy Economics 73, 146-160, 2018
262018
Quantifying time-varying forecast uncertainty and risk for the real price of oil
KA Aastveit, JL Cross, HK van Dijk
Journal of Business & Economic Statistics 41 (2), 523-537, 2023
152023
The role of uncertainty in the market for crude oil
J Cross, BH Nguyen, T TD
manuscript, BI Norwegian Business School, 2019
92019
On the China factor in the world oil market: A regime switching approach
JL Cross, C Hou, BH Nguyen
Energy Economics 95, 105119, 2021
82021
Oil and the Stock Market Revisited: A mixed functional VAR approach
HC Bjørnland, Y Chang, J Cross
Available at SSRN, 2023
62023
International transmission of macroeconomic uncertainty in small open economies: An empirical approach
JL Cross, C Hou, A Poon
BI Norwegian Business School, 2018
62018
The drivers of emission reductions in the European carbon market
HC Bjørnland, JL Cross, F Kapfhammer
BI Norwegian Business School, 2023
52023
Macroeconomic forecasting with large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
BI Norwegian Business School, 2021
52021
On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?
J Cross
Economic Modelling 77, 174-186, 2019
52019
Time‐varying trend models for forecasting inflation in Australia
N Guo, B Zhang, JL Cross
Journal of Forecasting 41 (2), 316-330, 2022
42022
Uncertainty shocks in markets and policies: What matters for a small open economy
J Cross, T Kam, A Poon
Unpublished manuscript 12, 13-15, 2018
42018
On the contribution of international shocks in Australian business cycle fluctuations
JL Cross, A Poon
Empirical Economics 59 (6), 2613-2637, 2020
32020
Bayesian mode inference for discrete distributions in economics and finance
JL Cross, L Hoogerheide, P Labonne, HK Van Dijk
Economics Letters, 111579, 2024
22024
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