Joseph P. Byrne : Citation Profile


Are you Joseph P. Byrne?

Heriot-Watt University

10

H index

11

i10 index

390

Citations

RESEARCH PRODUCTION:

30

Articles

56

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 24
   Journals where Joseph P. Byrne has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 25 (6.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pby6
   Updated: 2018-10-13    RAS profile: 2018-06-25    
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Relations with other researchers


Works with:

Korobilis, Dimitris (18)

Cao, Shuo (8)

Ribeiro, Pinho (6)

Spaliara, Marina-Eliza (5)

Tsoukas, Serafeim (5)

Sakemoto, Ryuta (5)

Xu, Bing (2)

Fiess, Norbert (2)

Lorusso, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joseph P. Byrne.

Is cited by:

Baum, Christopher (14)

Talavera, Oleksandr (13)

Stephan, Andreas (9)

Huang, Ho-Chuan (8)

Nagayasu, Jun (7)

Héricourt, Jérôme (7)

Miller, Stephen (7)

Pupo, Valeria (7)

Ricotta, Fernanda (6)

poncet, sandra (5)

Rodriguez, Diego (5)

Cites to:

Rogoff, Kenneth (33)

Pesaran, M (31)

Rossi, Barbara (30)

Ng, Serena (28)

Sarno, Lucio (25)

Kilian, Lutz (22)

Bai, Jushan (21)

Watson, Mark (19)

Stock, James (19)

Bacchetta, Philippe (19)

van Wincoop, Eric (18)

Main data


Where Joseph P. Byrne has published?


Journals with more than one article published# docs
Economic Modelling3
Journal of International Money and Finance3
Journal of International Financial Markets, Institutions and Money2
Oxford Bulletin of Economics and Statistics2
National Institute Economic Review2
Journal of Money, Credit and Banking2
Journal of Macroeconomics2
Review of World Economics (Weltwirtschaftliches Archiv)2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow19
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)15
MPRA Paper / University Library of Munich, Germany11
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Joseph P. Byrne (2018 and 2017)


YearTitle of citing document
2017Investigating Properties of Commodity Price Responses to Real and Nominal Shocks. (2017). Kim, Hyeongwoo ; Zhang, Yunxiao. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-02.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Pozzi, Lorenzo ; Sadaba, Barbara . In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2018Identifying oil price shocks and their consequences: the role of expectations in the crude oil market. (2018). Fueki, Takuji ; Tamanyu, Yoichiro ; Ohyama, Shinsuke ; Nakajima, Jouchi ; Higashio, Naoto. In: BIS Working Papers. RePEc:bis:biswps:725.

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2018Has inflation targeting become less credible?. (2018). Sussman, Nathan ; Zohar, Osnat . In: BIS Working Papers. RePEc:bis:biswps:729.

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2018US monetary policy and fluctuations of international bank lending. (2018). Avdjiev, Stefan ; Hale, Galina. In: BIS Working Papers. RePEc:bis:biswps:730.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017A Capital Flight-Growth Nexus in Sub-Saharan Africa: The Role of Macroeconomic Uncertainty. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0034.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2017The effect of a Chinese slowdown on inflation in the euro area and the United States. (2017). Natoli, Filippo ; Metelli, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:16-22.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2017Structural breaks in Taylor rule based exchange rate models — Evidence from threshold time varying parameter models. (2017). Huber, Florian. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:48-52.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2017The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis ; Tiwari, Aviral. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

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2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2017Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries. (2017). Kouretas, Georgios ; Zarangas, Leonidas ; Stavroyiannis, Stavros ; Drakos, Anastassios A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:76-88.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies. (2017). Vo, Xuan Vinh ; Nguyen, Trung Thong ; Ho, Viet Tien. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:142-154.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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2018Why East Germany did not become a new Mezzogiorno. (2018). Scaramozzino, Pasquale ; Carlin, Wendy ; Boltho, Andrea. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:308-325.

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2018External shocks, financial volatility and reserve requirements in an open economy. (2018). Agénor, Pierre-Richard ; da Silva, Luiz Pereira ; Alper, Koray ; Agenor, Pierre-Richard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:23-43.

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2017Fiscal sustainability in an emerging market economy: When does public debt turn bad?. (2017). Soon, Siew-Voon ; Lau, Evan ; Baharumshah, Ahmad Zubaidi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:99-113.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2018Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

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2017Country-specific determinants of cross-border mergers and acquisitions: A comprehensive review and future research directions. (2017). Reddy, K S ; Xie, EN ; Liang, Jie. In: Journal of World Business. RePEc:eee:worbus:v:52:y:2017:i:2:p:127-183.

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2017Sectoral inflation and the Phillips curve: what has changed since the Great Recession?. (2017). Sheremirov, Viacheslav ; Rao, Nikhil ; Luengo-Prado, Maria. In: Current Policy Perspectives. RePEc:fip:fedbcq:2017_005.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455.

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2017Firm Survival in New EU Member States. (2017). Kočenda, Evžen ; Iwasaki, Ichiro ; Baumohl, Eduard ; Koenda, Even. In: CEI Working Paper Series. RePEc:hit:hitcei:2017-5.

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2018Firm Failure in Russia during Economic Crises and Growth : A Large Survival Analysis. (2018). Iwasaki, Ichiro ; Kim, Byung-Yeon. In: RRC Working Paper Series. RePEc:hit:rrcwps:76.

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2018THE EFFECT OF REAL EXCHANGE RATE VOLATILITY ON EXPORTS IN THE BALTIC REGION. (2018). Moslares, Carlos ; Ekanayake, E M. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:11:y:2017:i:2:p:23-38.

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2017Indias Horticulture Sector - A Port- Level Analysis of Onion Export Pricing. (2017). Varma, Poornima ; Akash, Issar . In: IIMA Working Papers. RePEc:iim:iimawp:14561.

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2017The ‘Visible Hand’ of the ECB’s first quantitative easing. (2017). Valiante, Diego. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0356-0.

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2018Capital adjustment costs : implications for domestic and export sales dynamics. (2018). Liu, Yan Ping. In: Working Papers. RePEc:mnh:wpaper:44696.

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2018Bootstrapping factor models with cross sectional dependence. (2018). Gonalves, Silvia ; Perron, Benoit. In: Cahiers de recherche. RePEc:mtl:montde:2018-07.

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2018Bootstrapping Factor Models With Cross Sectional Dependence. (2018). Gonalves, Silvia ; Perron, Benoit. In: Cahiers de recherche. RePEc:mtl:montec:10-2018.

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2018 Capacidad productiva, cambio técnico y productividad: Estimaciones alternativas del producto de largo plazo. (2018). Jiménez, Félix ; Jimenez, Felix. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00454.

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2017Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy. (2017). Swamy, Vighneswara. In: MPRA Paper. RePEc:pra:mprapa:76836.

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2017Consumption and Exchange Rate Uncertainty: Evidence from Selected Asian Countries. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:80096.

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2018Forecasting Base Metal Prices with Commodity Currencies. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:83564.

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2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728.

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2017The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility. (2017). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir. In: Working Papers. RePEc:pre:wpaper:201770.

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2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774.

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2018Exchange rate volatility and trade: The role of credit constraints. (2018). Ye, Haichun ; Shi, Kang ; Lin, Shu. In: Review of Economic Dynamics. RePEc:red:issued:16-243.

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2018Prudential Capital Controls and Risk Misallocation: Bank Lending Channel. (2018). Keller, Lorena. In: 2018 Meeting Papers. RePEc:red:sed018:129.

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2018Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O. In: Applied Econometrics. RePEc:ris:apltrx:0337.

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2018Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements. (2018). Lee, Kiryoung ; Jo, Chanik. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:118-134.

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2017The Volatility of Capital Flows in Emerging Markets: Measures and Determinants. (2017). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed. In: Departmental Working Papers. RePEc:rut:rutres:201710.

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2017Financial and Housing Wealth Effects on Private Consumption: The Case of Greece. (2017). Tsouma, Ekaterini ; Athanassiou, Ersi. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:1:p:63-86.

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2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

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2017Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea. (2017). Wong, Hock Tsen . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1129-x.

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2017Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. (2017). Mollick, Andre ; Nguyen, Khoa Huu ; Huang, Wanling . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1165-6.

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2018Modeling dynamics of metal price series via state space approach with two common factors. (2018). Rossen, Anja ; Golosnoy, Vasyl. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1267-9.

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2018Productivity and employment dynamics: new evidence from Italian regions. (2018). Biagi, Bianca ; Ladu, Maria Gabriela. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:2:d:10.1007_s40888-018-0103-9.

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2018Bilateral Capital Flows: Gravity, Push, and Pull. (2018). Mercado, Rogelio. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep0818.

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2017Threshold cointegration and adaptive shrinkage. (2017). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp250.

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2017Threshold cointegration and adaptive shrinkage. (2017). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5577.

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201710 Years after the Global Financial Crisis: What Have We Learnt About International Capital Flows?. (2017). Guichard, Stephanie . In: Journal of International Commerce, Economics and Policy (JICEP). RePEc:wsi:jicepx:v:08:y:2017:i:03:n:s179399331750017x.

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2018Global liquidity and exchange market pressure in emerging market economies. (2018). Pramor, Marcus ; Hossfeld, Oliver. In: Discussion Papers. RePEc:zbw:bubdps:052018.

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2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja . In: Discussion Papers. RePEc:zbw:bubdps:152017.

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2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

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2017Central bank transparency and the volatility of exchange rates. (2017). Eichler, Stefan. In: IWH Discussion Papers. RePEc:zbw:iwhdps:222017.

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Works by Joseph P. Byrne:


YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
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2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
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2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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2016FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? In: Economic Inquiry.
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2014Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2014) In: SIRE Discussion Papers.
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2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: SIRE Discussion Papers.
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2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: Working Papers.
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2015Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator?.(2015) In: Heriot-Watt University Economics Discussion Papers.
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2003Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 In: Oxford Bulletin of Economics and Statistics.
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2005The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries In: Oxford Bulletin of Economics and Statistics.
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2010THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy.
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2003Financial Structure In: Cambridge Books.
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2010Domestic vs. International Correlations of Interest Rate Maturities In: Economics Bulletin.
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2003Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries In: Royal Economic Society Annual Conference 2003.
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2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
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2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
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2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread In: SIRE Discussion Papers.
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2012Interest rate co-movements, global factors and the long end of the term spread.(2012) In: Journal of Banking & Finance.
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2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread.(2010) In: Working Papers.
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2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
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2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
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2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
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2010International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2011International Capital Flows to Emerging and Developing Countries: National and Global Determinants In: SIRE Discussion Papers.
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2011International capital flows to emerging and developing countries: national and global determinants.(2011) In: Working Papers.
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2008The Global Dimension to Fiscal Sustainability In: SIRE Discussion Papers.
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2011The global dimension to fiscal sustainability.(2011) In: Journal of Macroeconomics.
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2008The Global Dimension to Fiscal Sustainability.(2008) In: Working Papers.
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2008The Global Side of the Investment-Savings Puzzle In: SIRE Discussion Papers.
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2008The Global Side of the Investments-Savings Puzzle.(2008) In: Working Papers.
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2009The Global Side of the Investment-Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
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2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
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2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
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2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
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2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
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2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
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2016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers.
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