Jamie Lee Cross : Citation Profile

University of Melbourne

6

H index

5

i10 index

171

Citations

RESEARCH PRODUCTION:

12

Articles

38

Papers

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 28
   Journals where Jamie Lee Cross has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 5 (2.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr288
   Updated: 2025-03-22    RAS profile: 2025-03-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Cross, Jamie (15)

Bjørnland, Hilde (10)

Aastveit, Knut Are (7)

Poon, Aubrey (5)

Chang, Yoosoon (3)

van Dijk, Herman (3)

Furlanetto, Francesco (3)

Asimakopoulos, Stylianos (2)

Haque, Qazi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jamie Lee Cross.

Is cited by:

Kilian, Lutz (10)

Chan, Joshua (9)

Huber, Florian (8)

Rossini, Luca (8)

Saadaoui, Jamel (5)

Marcellino, Massimiliano (5)

Carriero, Andrea (5)

Mignon, Valérie (5)

Koop, Gary (5)

Clark, Todd (5)

Matthes, Christian (4)

Cites to:

Kilian, Lutz (45)

Chan, Joshua (40)

Baumeister, Christiane (33)

Clark, Todd (30)

Hamilton, James (30)

Giannone, Domenico (27)

Reichlin, Lucrezia (24)

bloom, nicholas (22)

Marcellino, Massimiliano (21)

Canova, Fabio (19)

Ravazzolo, Francesco (19)

Main data

Production by document typepaperarticle201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents1234567802550Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20240420240520240620240720240820240920241020241120241220250120250220250302.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jamie Lee Cross has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School20
Tinbergen Institute Discussion Papers / Tinbergen Institute7

Recent works citing Jamie Lee Cross (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

Full description at Econpapers || Download paper

2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121.

Full description at Econpapers || Download paper

2024Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

Full description at Econpapers || Download paper

2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

Full description at Econpapers || Download paper

2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

Full description at Econpapers || Download paper

2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

Full description at Econpapers || Download paper

2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

Full description at Econpapers || Download paper

2024Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18.

Full description at Econpapers || Download paper

2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

Full description at Econpapers || Download paper

2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

Full description at Econpapers || Download paper

2024Commodity prices and production networks in small open economies. (2024). Silva, Álvaro ; Caraiani, Petre ; Olaya-Agudelo, Juan ; Miranda-Pinto, Jorge. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s016518892400160x.

Full description at Econpapers || Download paper

2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

Full description at Econpapers || Download paper

2024Oil market responses to Sino–European political relation shock: Insights after Chinas world trade organization accession. (2024). Cai, Yifei ; Li, Xiangdong ; Zhang, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002645.

Full description at Econpapers || Download paper

2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

Full description at Econpapers || Download paper

2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

Full description at Econpapers || Download paper

2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

Full description at Econpapers || Download paper

2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

Full description at Econpapers || Download paper

2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2024Gasoline price changes and consumer inflation expectations: Experimental evidence. (2024). Koar, Gizem ; Armantier, Olivier ; Aidala, Felix ; van der Klaauw, Wilbert ; Topa, Giorgio ; Somerville, Jason. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:66-80.

Full description at Econpapers || Download paper

2024Perspectives on high U.S. retail food prices during 2020–2022. (2024). Akir, Metin ; Boehm, Rebecca Nemec ; Cooper, Joseph ; Arita, Shawn ; Prez, Ana M. In: Food Policy. RePEc:eee:jfpoli:v:129:y:2024:i:c:s0306919224001763.

Full description at Econpapers || Download paper

2024Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Liu, Xiaochun ; Stewart, Shamar L ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x.

Full description at Econpapers || Download paper

2024Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414.

Full description at Econpapers || Download paper

2024Is high debt Constraining monetary policy? evidence from inflation expectations. (2024). Kamber, Gunes ; Gelos, R. Gaston ; Harrison, Olamide ; Casiraghi, Marco ; Brandao-Marques, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001931.

Full description at Econpapers || Download paper

2024Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China. (2024). Yang, Xin ; Liu, Xinheng ; Pan, Sishi ; Huang, Chuangxia. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005853.

Full description at Econpapers || Download paper

2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

Full description at Econpapers || Download paper

2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

Full description at Econpapers || Download paper

2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

Full description at Econpapers || Download paper

2024Geopolitical Risk and Cryptocurrency Market Volatility. (2024). Wang, Yanru ; Tang, Qirui ; Fang, YI. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:14:p:3254-3270.

Full description at Econpapers || Download paper

2024Time-Varying Factor Model Components for Effective Momentum Strategy. (2024). van Dijk, Herman ; Hoogerheide, Lennart ; Cross, Jamie. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240068.

Full description at Econpapers || Download paper

2024Asymmetric Gradualism in US Monetary Policy. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074.

Full description at Econpapers || Download paper

2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

Full description at Econpapers || Download paper

2024Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801.

Full description at Econpapers || Download paper

Works by Jamie Lee Cross:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil In: Working Paper.
[Full Text][Citation analysis]		paper7
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2023Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil.(2023) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil.(2021) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018On the China factor in international oil markets: A regime switching approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers.
[Full Text][Citation analysis]		paper3
2019New Kid on the Block? China vs the US in World Oil Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Inflation expectations and the pass-through of oil prices In: Working Papers.
[Full Text][Citation analysis]		paper17
2020Inflation expectations and the pass-through of oil prices.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2023Inflation Expectations and the Pass-Through of Oil Prices.(2023) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2020Time-Varying Trend Models for Forecasting Inflation in Australia In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs In: Working Papers.
[Full Text][Citation analysis]		paper2
2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil In: Working Papers.
[Full Text][Citation analysis]		paper30
2020The role of precautionary and speculative demand in the global market for crude oil.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2022The role of precautionary and speculative demand in the global market for crude oil.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring In: Working Papers.
[Full Text][Citation analysis]		paper5
2023Oil and the Stock Market Revisited: A mixed functional VAR approach In: Working Papers.
[Full Text][Citation analysis]		paper3
2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024Oil and the Stock Market Revisited: A Mixed Functional VAR Approach.(2024) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023The interplay between monetary and fiscal policy in a small open economy In: Working Papers.
[Full Text][Citation analysis]		paper6
2023The Drivers of Emission Reductions in the European Carbon Market In: Working Papers.
[Full Text][Citation analysis]		paper2
2023The Drivers of Emission Reductions in the European Carbon Market.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023A Bayesian DSGE Approach to Modelling Cryptocurrency In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Monetary policy shocks and exchange rate dynamics in small open economies In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance In: Working Papers.
[Full Text][Citation analysis]		paper4
2024Bayesian mode inference for discrete distributions in economics and finance.(2024) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance.(2023) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023Uncertainty and the Term Structure of Interest Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Taylor Rules with Endogenous Regimes In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Taylor Rules with Endogenous Regimes.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations.(2024) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Returns, volatility and the cryptocurrency bubble of 2017–18 In: Economic Modelling.
[Full Text][Citation analysis]		article19
2023Large stochastic volatility in mean VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2021On 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 Fry-McKibbin, Warwick McKibbin and members of the workshop on Energy Economics hosted by the Free University of Bozen-Bolzano for their comments in the development of this research. In: Energy Economics.
[Full Text][Citation analysis]		article0
2024The impact of monetary policy on income inequality: Does inflation targeting matter? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2018Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2019New kid on the block? China vs the US in world oil markets In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2020Time-varying trend models for forecasting inflation in Australia In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2020On the contribution of international shocks in Australian business cycle fluctuations In: Empirical Economics.
[Full Text][Citation analysis]		article4
2023BayesMultiMode: Bayesian Mode Inference in R In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2024Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Time-Varying Factor Model Components for Effective Momentum Strategy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Asymmetric Gradualism in US Monetary Policy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Time‐varying trend models for forecasting inflation in Australia In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team