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Jamie Cross
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Year
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
1072017
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
782020
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
522023
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
J Cross, A Poon
Economic Modelling 58, 34-51, 2016
492016
Returns, volatility and the cryptocurrency bubble of 2017–18
JL Cross, C Hou, K Trinh
Economic Modelling 104, 105643, 2021
392021
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
372022
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
342020
Time varying macroeconomic effects of energy price shocks: A new measure for China
J Cross, BH Nguyen
Energy Economics 73, 146-160, 2018
322018
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
252023
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
The role of uncertainty in the market for crude oil
J Cross, BH Nguyen, T TD
manuscript, BI Norwegian Business School, 2019
82019
The drivers of emission reductions in the European carbon market
HC Bjørnland, JL Cross, F Kapfhammer
BI Norwegian Business School, 2023
62023
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
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
International Journal of Forecasting
B Zhang, JCC Chan, JL Cross
51998
Large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
Journal of Econometrics 236 (1), 105469, 2023
42023
Time‐varying trend models for forecasting inflation in Australia
N Guo, B Zhang, JL Cross
Journal of Forecasting 41 (2), 316-330, 2022
42022
On the contribution of international shocks in Australian business cycle fluctuations
JL Cross, A Poon
Empirical Economics 59 (6), 2613-2637, 2020
42020
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