Joseph P. Byrne
Names
| first: |
Joseph |
| middle: |
P. |
| last: |
Byrne |
Identifer
Contact
Affiliations
-
University of Strathclyde
/ Economics Department
Research profile
author of:
- Exchange Rate Predictability in a Changing World (RePEc:arx:papers:1403.0627)
by Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro - Asset Prices and Capital Share Risks: Theory and Evidence (RePEc:arx:papers:2006.14023)
by Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong - Common Factors Of The Exchange Risk Premium In Emerging European Markets (RePEc:bla:buecrs:v:64:y:2012:i:s1:p:s71-s85)
by Joseph P. Byrne & Jun Nagayasu - Firm Survival, Uncertainty, And Financial Frictions: Is There A Financial Uncertainty Accelerator? (RePEc:bla:ecinqu:v:54:y:2016:i:1:p:375-390)
by Joseph P. Byrne & Marina-Eliza Spaliara & Serafeim Tsoukas - Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 (RePEc:bla:obuest:v:65:y:2003:i:2:p:197-220)
by Joseph P. Byrne & E. Philip Davis - The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries (RePEc:bla:obuest:v:67:y:2005:i:3:p:307-329)
by Joseph P. Byrne & E. Philip Davis - The Time‐Series Properties Of Uk Inflation: Evidence From Aggregate And Disaggregate Data (RePEc:bla:scotjp:v:57:y:2010:i:1:p:33-47)
by Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli - Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries (RePEc:bru:bruedp:03-05)
by Joseph P. Byrne & E. Philip Davis - Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries (RePEc:bru:bruppp:03-05)
by Joseph P. Byrne & E. Philip Davis - Financial Structure (RePEc:cup:cbooks:9780521831802)
by Byrne,Joseph P. & Davis,E. Philip - A Comparison of Balance Sheet Structures in Major EU Countries (RePEc:cup:nierev:v:180:y:2002:i::p:83-95_10)
by Byrne, Joseph P. & Davis, E. Philip - Sterling, the Euro and the Dollar (RePEc:cup:nierev:v:181:y:2002:i::p:44-46_7)
by Blake, Andrew P. & Byrne, Joseph P. - Domestic vs. International Correlations of Interest Rate Maturities (RePEc:ebl:ecbull:eb-10-00239)
by Joseph P Byrne & Giorgio Fazio & Norbert Fiess - Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries (RePEc:ecj:ac2003:34)
by Byrne, Joseph B & E. Philip Davis - IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility (RePEc:edn:sirdps:137)
by Byrne, Joseph P. & Kaneez, Fatima & Kontonikas, Alexandros - Interest Rate Co-movements, Global Factors and the Long End of the Term Spread (RePEc:edn:sirdps:156)
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert - Exchange rate pass through to import prices: panel evidence from emerging market economies (RePEc:edn:sirdps:182)
by Byrne, Joseph P. & Chavali, Aditya S. & Kontonikas, Alexandros - International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data (RePEc:edn:sirdps:193)
by Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto - International Capital Flows to Emerging and Developing Countries: National and Global Determinants (RePEc:edn:sirdps:245)
by Byrne, Joseph P. & Fiess, Norbert - The Global Dimension to Fiscal Sustainability (RePEc:edn:sirdps:27)
by Byrne, Joseph P. & Fiess, Norbert & MacDonald, Ronald - The Global Side of the Investment-Savings Puzzle (RePEc:edn:sirdps:35)
by Byrne, Joseph P. & Fiess, Norbert & Fazio, Giorgio - Exchange Rate Predictability in a Changing World (RePEc:edn:sirdps:566)
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J. - On the Sources of Uncertainty in Exchange Rate Predictability (RePEc:edn:sirdps:612)
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J. - Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets (RePEc:edn:sirdps:62)
by Byrne, Joseph P. & Nagayasu, Jun - Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship (RePEc:edn:sirdps:65)
by Byrne, Joseph P. & Nagayasu, Jun - Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? (RePEc:edn:sirdps:657)
by Byrne, Joseph P & Spaliara, Marina-Eliza & Serafeim, Tsoukas - Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? (RePEc:edn:sirdps:676)
by Byrne, Joseph P & Spaliara, Marina-Eliza & Serafeim, Tsoukas - Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:edn:sirdps:679)
by P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris - Co-Movement, Spillovers and Excess Returns in Global Bond Markets (RePEc:edn:sirdps:683)
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris - Primary commodity prices: Co-movements, common factors and fundamentals (RePEc:eee:deveco:v:101:y:2013:i:c:p:16-26)
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert - The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe (RePEc:eee:ecmode:v:20:y:2003:i:2:p:275-299)
by Barrell, Ray & Byrne, Joseph P. & Dury, Karen - Some international evidence on price determination: a non-stationary panel approach (RePEc:eee:ecmode:v:20:y:2003:i:4:p:809-838)
by Ashworth, Paul & Byrne, Joseph P. - Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses (RePEc:eee:ecmode:v:21:y:2004:i:5:p:877-931)
by Barrell, Ray & Becker, Bettina & Byrne, Joseph & Gottschalk, Sylvia & Hurst, Ian & van Welsum, Desiree - Permanent and temporary inflation uncertainty and investment in the United States (RePEc:eee:ecolet:v:85:y:2004:i:2:p:271-277)
by Byrne, Joseph P. & Davis, E. Philip - Forecasting the term structure of government bond yields in unstable environments (RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225)
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris - Oil prices, fundamentals and expectations (RePEc:eee:eneeco:v:79:y:2019:i:c:p:59-75)
by Byrne, Joseph P. & Lorusso, Marco & Xu, Bing - Structural breaks in the real exchange rate and real interest rate relationship (RePEc:eee:glofin:v:21:y:2010:i:2:p:138-151)
by Byrne, Joseph P. & Nagayasu, Jun - Foreign exchange market pressure and capital controls (RePEc:eee:intfin:v:37:y:2015:i:c:p:42-53)
by Akram, Gilal Muhammad & Byrne, Joseph P. - Common information in carry trade risk factors (RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47)
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta - The conditional volatility premium on currency portfolios (RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x)
by Byrne, Joseph P. & Sakemoto, Ryuta - Decomposing global yield curve co-movement (RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513)
by Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris - Interest rate co-movements, global factors and the long end of the term spread (RePEc:eee:jbfina:v:36:y:2012:i:1:p:183-192)
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert - The time-varying risk price of currency portfolios (RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390)
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta - A new approach to tests of pricing-to-market (RePEc:eee:jimfin:v:32:y:2013:i:c:p:654-667)
by Byrne, Joseph P. & Kortava, Ekaterina & MacDonald, Ronald - International capital flows to emerging markets: National and global determinants (RePEc:eee:jimfin:v:61:y:2016:i:c:p:82-100)
by Byrne, Joseph P. & Fiess, Norbert - Exchange rate predictability in a changing world (RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24)
by Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J. - Carry trades and commodity risk factors (RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129)
by Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta - US trade and exchange rate volatility: A real sectoral bilateral analysis (RePEc:eee:jmacro:v:30:y:2008:i:1:p:238-259)
by Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald - The global dimension to fiscal sustainability (RePEc:eee:jmacro:v:33:y:2011:i:2:p:137-150)
by Byrne, Joseph P. & Fiess, Norbert & MacDonald, Ronald - Decomposing Global Yield Curve Co-Movement (RePEc:esy:uefcwp:18194)
by Byrne, JP & Cao, S & Korobilis, D - Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:esy:uefcwp:18195)
by Byrne, JP & Cao, S & Korobilis, D - Unit Roots and Structural Breaks: A Survey of the Literature (RePEc:gla:glaewp:2006_10)
by Joseph P. Byrne & Roger Perman - US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis (RePEc:gla:glaewp:2006_9)
by Joseph P. Byrne & Julia Darby & Ronald MacDonald - Unit Roots in Inflation and Aggregation Bias (RePEc:gla:glaewp:2007_07)
by Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli - Euro Area Inflation: Aggregation Bias and Convergence (RePEc:gla:glaewp:2007_41)
by Joseph P. Byrne & Norbert Fiess - The Global Dimension to Fiscal Sustainability (RePEc:gla:glaewp:2008_10)
by Joseph P. Byrne & Norbert Fiess & Ronald MacDonald - The Global Side of the Investments-Savings Puzzle (RePEc:gla:glaewp:2008_14)
by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess - Common and idiosyncratic factors of the exchange risk premium in emerging European markets (RePEc:gla:glaewp:2008_28)
by Joseph P. Byrne & Jun Nagayasu - Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship (RePEc:gla:glaewp:2008_29)
by Joseph P. Byrne & Jun Nagayasu - Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility (RePEc:gla:glaewp:2010_09)
by Joseph P. Byrne & Fatima Kaneez & Alexandros Kontonikas - Interest Rate Co-movements, Global Factors and the Long End of the Term Spread (RePEc:gla:glaewp:2010_10)
by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess - International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data (RePEc:gla:glaewp:2010_18)
by Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli - Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies (RePEc:gla:glaewp:2010_19)
by Joseph P. Byrne & Aditya S. Chavali & Alexandros Kontonikas. - Primary commodity prices: co-movements, common factors and fundamentals (RePEc:gla:glaewp:2010_27)
by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess - International capital flows to emerging and developing countries: national and global determinants (RePEc:gla:glaewp:2011_01)
by Joseph P. Byrne & Norbert Fiess - Exchange Rate Predictability in a Changing World (RePEc:gla:glaewp:2014_03)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro - On the Sources of Uncertainty in Exchange Rate Predictability (RePEc:gla:glaewp:2014_16)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro - Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? (RePEc:gla:glaewp:2015_04)
by Joseph P. Byrne & Marina-Eliza Spaliara & Serafeim Tsoukas - Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:gla:glaewp:2015_08)
by Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis. - Co-Movement, Spillovers and Excess Returns in Global Bond Markets? (RePEc:gla:glaewp:2015_12)
by Joseph P. Byrne & Shuo Cao & Dimitris Korobilis - Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations (RePEc:hwc:wpaper:006)
by Joseph P. Byrne & Marco Lorusso & Bing Xu - Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis (RePEc:hwc:wpaper:012)
by Joseph P Byrne & Erkal Ersoy - Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? (RePEc:hwe:hwuedp:1506)
by Joseph P. Byrne & Marina-Eliza Spaliara & Serafeim Tsoukas - The Global Side of the Investment-Saving Puzzle (RePEc:mcb:jmoncb:v:41:y:2009:i:5:p:1033-1040)
by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess - International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data (RePEc:mcb:jmoncb:v:45:y:2013:i:5:p:913-932)
by Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli - Job creation and destruction in the corporate sector: the relative importance of births, deaths and.. (RePEc:nsr:niesrd:134)
by P E Hart - An Artificial Neural Network System of Leading Indicators (RePEc:nsr:niesrd:144)
by Andrew Blake - Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
[Oil price shocks and the stock market: evidence from Japan] (RePEc:oup:erevae:v:47:y:2020:i:2:p:499-528.)
by Joseph P Byrne & Ryuta Sakemoto & Bing Xu - Asset Prices and Capital Share Risks: Theory and Evidence (RePEc:pra:mprapa:101781)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Zong, Xiaoyu - Common factors of the exchange risk premium in emerging European markets (RePEc:pra:mprapa:31393)
by Byrne, Joseph P & Nagayasu, Jun - Exchange Rate Predictability in a Changing World (RePEc:pra:mprapa:53684)
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J - On the Sources of Uncertainty in Exchange Rate Predictability (RePEc:pra:mprapa:58956)
by Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J - Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty (RePEc:pra:mprapa:63844)
by Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris - Stock Return Prediction with Fully Flexible Models and Coefficients (RePEc:pra:mprapa:75366)
by Byrne, Joseph & Fu, Rong - Common Information in Carry Trade Risk Factors (RePEc:pra:mprapa:75367)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Investment and Uncertainty in the G7 (RePEc:pra:mprapa:78956)
by Byrne, Joseph P & Davis, E Philip - Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations (RePEc:pra:mprapa:80668)
by Byrne, Joseph P & Lorusso, Marco & Xu, Bing - The Time-Varying Risk Price of Currency Carry Trades (RePEc:pra:mprapa:80788)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Carry Trades and Commodity Risk Factors (RePEc:pra:mprapa:80789)
by Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta - Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals (RePEc:pra:mprapa:80791)
by Byrne, Joseph P & Sakemoto, Ryuta & Xu, Bing - The Conditional Risk and Return Trade-Off on Currency Portfolios (RePEc:pra:mprapa:99497)
by Joseph, Byrne & Sakemoto, Ryuta - Exchange Rate Predictability in a Changing World (RePEc:rim:rimwps:06_14)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro - A Comparison of Balance Sheet Structures in Major EU Countries (RePEc:sae:niesru:v:180:y:2002:i:1:p:83-95)
by Joseph P. Byrne & E. Philip Davis - Sterling, the Euro and the Dollar (RePEc:sae:niesru:v:181:y:2002:i:1:p:44-46)
by Andrew P. Blake & Joseph P. Byrne - Investment and Uncertainty in the G7 (RePEc:spr:weltar:v:141:y:2005:i:1:p:1-32)
by Joseph P. Byrne & E. Philip Davis - Euro area inflation: aggregation bias and convergence (RePEc:spr:weltar:v:146:y:2010:i:2:p:339-357)
by Joseph Byrne & Norbert Fiess - Commodity Correlation Risk (RePEc:str:wpaper:22-11)
by Joseph Byrne & Ryuta Sakemoto - Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation (RePEc:taf:apeclt:v:17:y:2010:i:2:p:111-115)
by Joseph P. Byrne & Michela Vecchi - Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests (RePEc:taf:regstd:v:43:y:2009:i:1:p:63-76)
by Joseph Byrne & Giorgio Fazio & Davide Piacentino - Primary commodity prices : co-movements, common factors and fundamentals (RePEc:wbk:wbrwps:5578)
by Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert - Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence (RePEc:wiw:wiwrsa:ersa05p591)
by Joseph Byrne & Giorgio Fazio & Davide Piacentino - On The Sources Of Uncertainty In Exchange Rate Predictability (RePEc:wly:iecrev:v:59:y:2018:i:1:p:329-357)
by Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro - The Global Side of the Investment‐Saving Puzzle (RePEc:wly:jmoncb:v:41:y:2009:i:5:p:1033-1040)
by Joseph P. Byrne & Giorgio Fazio & Norbert Fiess - International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data (RePEc:wly:jmoncb:v:45:y:2013:i:5:p:913-932)
by Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli