Jamie Cross
Names
Identifer
Contact
Affiliations
-
University of Melbourne
/ Melbourne Business School
Research profile
author of:
- Monetary policy shocks and exchange rate dynamics in small open economies (RePEc:adl:wpaper:2023-04)
by Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka - Inflation expectations and the pass-through of oil prices (RePEc:bno:worpap:2020_05)
by Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross - Quantifying time-varying forecast uncertainty and risk for the real price of oil (RePEc:bno:worpap:2021_3)
by Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk - On the China factor in international oil markets: A regime switching approach (RePEc:bny:wpaper:0069)
by Jamie L. Cross & Chenghan Hou & Bao H. Nguyen - International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach (RePEc:bny:wpaper:0070)
by Jamie L. Cross & Chenghan Hou & Aubrey Poon - Inflation expectations and the pass-through of oil prices (RePEc:bny:wpaper:0086)
by Knut Are Aastveit & Hilde Christiane Bj�rnland & Jamie L. Cross - Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs (RePEc:bny:wpaper:0100)
by Jamie L. Cross & Chenghan Hou & Gary Koop - The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil (RePEc:bny:wpaper:0102)
by Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran - Oil and the Stock Market Revisited: A mixed functional VAR approach (RePEc:bny:wpaper:0114)
by Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross - The Drivers of Emission Reductions in the European Carbon Market (RePEc:bny:wpaper:0119)
by Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer - Monetary policy shocks and exchange rate dynamics in small open economies (RePEc:bny:wpaper:0121)
by Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka - Bayesian Mode Inference for Discrete Distributions in Economics and Finance (RePEc:bny:wpaper:0122)
by Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk - Uncertainty and the Term Structure of Interest Rates (RePEc:bny:wpaper:0123)
by Jamie L. Cross & Aubrey Poon & Dan Zhu - Returns, volatility and the cryptocurrency bubble of 2017–18 (RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002327)
by Cross, Jamie L. & Hou, Chenghan & Trinh, Kelly - Large stochastic volatility in mean VARs (RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x)
by Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey - 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 (RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244)
by Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H. - Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity (RePEc:eee:intfor:v:36:y:2020:i:3:p:899-915)
by Cross, Jamie L. & Hou, Chenghan & Poon, Aubrey - Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts (RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328)
by Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L. - International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach (RePEc:een:camaaa:2018-16)
by Jamie L. Cross & Chenghan Hou & Aubrey Poon - Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts (RePEc:een:camaaa:2018-32)
by Bo Zhang & Joshua C.C. Chan & Jamie L. Cross - The role of precautionary and speculative demand in the global market for crude oil (RePEc:een:camaaa:2020-34)
by Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran - Inflation expectations and the pass-through of oil prices (RePEc:een:camaaa:2020-64)
by Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross - Oil and the Stock Market Revisited: A Mixed Functional VAR Approach (RePEc:een:camaaa:2023-18)
by Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross - The Drivers of Emission Reductions in the European Carbon Market (RePEc:een:camaaa:2023-53)
by Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer - Oil and the Stock Market Revisited: A Mixed Functional VAR Approach (RePEc:inu:caeprp:2023005)
by Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross - On the contribution of international shocks in Australian business cycle fluctuations (RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01752-y)
by Jamie L. Cross & Aubrey Poon - Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:523-537)
by Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk - Inflation Expectations and the Pass-Through of Oil Prices (RePEc:tpr:restat:v:105:y:2023:i:3:p:733-743)
by Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross - The role of precautionary and speculative demand in the global market for crude oil (RePEc:wly:japmet:v:37:y:2022:i:5:p:882-895)
by Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran - Time‐varying trend models for forecasting inflation in Australia (RePEc:wly:jforec:v:41:y:2022:i:2:p:316-330)
by Na Guo & Bo Zhang & Jamie L. Cross