Jamie Lee Cross
Names
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Jamie |
| middle: |
Lee |
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Cross |
Identifer
Contact
Affiliations
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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 - New Kid on the Block? China vs the US in World Oil Markets (RePEc:bny:wpaper:0074)
by Jamie Cross & Bao H. Nguyen & Bo Zhang - Inflation expectations and the pass-through of oil prices (RePEc:bny:wpaper:0086)
by Knut Are Aastveit & Hilde Christiane Bjørnland & Jamie L. Cross - Time-Varying Trend Models for Forecasting Inflation in Australia (RePEc:bny:wpaper:0092)
by Bo Zhang & Jamie Cross & Na Guo - Quantifying time-varying forecast uncertainty and risk for the real price of oil (RePEc:bny:wpaper:0099)
by Knut Are Aastveit & Jamie Cross & Herman K. Djik - 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 Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring (RePEc:bny:wpaper:0114)
by Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento - Oil and the Stock Market Revisited: A mixed functional VAR approach (RePEc:bny:wpaper:0115)
by Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross - The interplay between monetary and fiscal policy in a small open economy (RePEc:bny:wpaper:0119)
by Øistein Røisland & Tommy Sveen & Ragnar Torvik - The Drivers of Emission Reductions in the European Carbon Market (RePEc:bny:wpaper:0120)
by Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer - A Bayesian DSGE Approach to Modelling Cryptocurrency (RePEc:bny:wpaper:0121)
by Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo - Monetary policy shocks and exchange rate dynamics in small open economies (RePEc:bny:wpaper:0122)
by Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka - Bayesian Mode Inference for Discrete Distributions in Economics and Finance (RePEc:bny:wpaper:0123)
by Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk - Uncertainty and the Term Structure of Interest Rates (RePEc:bny:wpaper:0124)
by Jamie L. Cross & Aubrey Poon & Dan Zhu - Taylor Rules with Endogenous Regimes (RePEc:bny:wpaper:0131)
by Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk - Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations (RePEc:bny:wpaper:0132)
by Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen - A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis (RePEc:bny:wpaper:0133)
by Jamie L. Cross & Aubrey Poon & Wenying Yao & Dan Zhu - Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics (RePEc:bny:wpaper:0135)
by Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik - 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 - Bayesian mode inference for discrete distributions in economics and finance (RePEc:eee:ecolet:v:235:y:2024:i:c:s0165176524000624)
by Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K. - 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. - The impact of monetary policy on income inequality: Does inflation targeting matter? (RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000369)
by Tavares Garcia, Francisco & Cross, Jamie L. - 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 - New kid on the block? China vs the US in world oil markets (RePEc:een:camaaa:2019-33)
by Jamie Cross & Bao H. Nguyen & Bo Zhang - 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 - Time-varying trend models for forecasting inflation in Australia (RePEc:een:camaaa:2020-99)
by Na Guo & Bo Zhang & Jamie 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 - Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations (RePEc:een:camaaa:2024-68)
by Knut Are Aastveit & Hilde C. Bjornland & Jamie L. Cross & Helene Olsen Kalstad - 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 - Quantifying time-varying forecast uncertainty and risk for the real price of oil (RePEc:tin:wpaper:20210053)
by Knut Are Aastveit & Jamie Cross & Herman K. van Dijk - Bayesian Mode Inference for Discrete Distributions in Economics and Finance (RePEc:tin:wpaper:20230038)
by Jamie Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk - BayesMultiMode: Bayesian Mode Inference in R (RePEc:tin:wpaper:20230041)
by Nalan Basturk & Jamie Cross & Peter de Knijff & Lennart Hoogerheide & Paul Labonne & Herman K van Dijk - Taylor Rules with Endogenous Regimes (RePEc:tin:wpaper:20240030)
by Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk - Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics (RePEc:tin:wpaper:20240056)
by Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk - Time-Varying Factor Model Components for Effective Momentum Strategy (RePEc:tin:wpaper:20240068)
by Jamie Cross & Lennart Hoogerheide & Herman van Dijk - Asymmetric Gradualism in US Monetary Policy (RePEc:tin:wpaper:20240074)
by Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & 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