Jamie Cross : Citation Profile

Are you Jamie Cross?

University of Melbourne

5

H index

3

i10 index

103

Citations

RESEARCH PRODUCTION:

9

Articles

18

Papers

RESEARCH ACTIVITY:

   5 years (2018 - 2023). See details.
   Cites by year: 20
   Journals where Jamie Cross has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 5 (4.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr288
   Updated: 2024-04-18    RAS profile: 2024-02-13    
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Relations with other researchers

Works with:

Cross, Jamie (10)

Bjørnland, Hilde (8)

Aastveit, Knut Are (5)

Poon, Aubrey (4)

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

Is cited by:

Chan, Joshua (9)

Kilian, Lutz (9)

Rossini, Luca (8)

Saadaoui, Jamel (5)

Clark, Todd (5)

Mignon, Valérie (5)

Marcellino, Massimiliano (5)

Huber, Florian (4)

Carriero, Andrea (3)

Inoue, Atsushi (3)

Maheu, John (2)

Cites to:

Kilian, Lutz (36)

Chan, Joshua (34)

Clark, Todd (27)

Baumeister, Christiane (23)

bloom, nicholas (22)

Hamilton, James (22)

Marcellino, Massimiliano (19)

Giannone, Domenico (16)

Ravazzolo, Francesco (16)

Carriero, Andrea (15)

Reichlin, Lucrezia (14)

Main data

Where Jamie 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 School10

Recent works citing Jamie Cross (2024 and 2023)

YearTitle of citing document
2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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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.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583.

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2023Sequential Bayesian analysis for semiparametric stochastic volatility model with applications. (2023). Lou, Zhusheng ; Wang, Nianling. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000998.

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2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381.

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2023The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411.

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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ——an empirical study based on TVP-SV-VAR model. (2023). Chen, Liujie ; Li, Ruiqi ; Hu, Peng ; Wu, Guo ; Liu, Shan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007201.

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2023Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226.

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2023Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: Working Papers. RePEc:fem:femwpa:2023.23.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2023The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve. (2023). Gómez-Rodríguez, Fabio ; Gomez-Rodriguez, Fabio ; Chang, Yoosoon ; Matthes, Christian. In: CAEPR Working Papers. RePEc:inu:caeprp:2023008.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Pandemic, War, Inflation: Oil Markets at a Crossroads?. (2023). Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:31496.

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2023The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020. (2023). Caraiani, Petre ; Gupta, Rangan ; van Eyden, Renee ; Kunene, Desiree M. In: Working Papers. RePEc:pre:wpaper:202321.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2023Dornbusch’s overshooting and the systematic component of monetary policy in SOE-SVARs. (2023). Javed, Naveed ; Groshenny, Nicolas. In: TEPP Working Paper. RePEc:tep:teppwp:wp23-08.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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2023Energy prices and inflation expectations: Evidence from households and firms. (2023). Wehrhofer, Nils. In: Discussion Papers. RePEc:zbw:bubdps:279809.

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Works by Jamie Cross:

YearTitleTypeCited
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil In: Working Paper.
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2023Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil.(2023) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0		article
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
2020Inflation expectations and the pass-through of oil prices In: Working Papers.
[Full Text][Citation analysis]		paper5
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: 5		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: 5		article
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]		paper24
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: 24		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: 24		article
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
2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach.(2023) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023The Drivers of Emission Reductions in the European Carbon Market In: Working Papers.
[Full Text][Citation analysis]		paper5
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: 5		paper
2023Monetary policy shocks and exchange rate dynamics in small open economies In: Working Papers.
[Full Text][Citation analysis]		paper1
2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Uncertainty and the Term Structure of Interest Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Returns, volatility and the cryptocurrency bubble of 2017–18 In: Economic Modelling.
[Full Text][Citation analysis]		article8
2023Large stochastic volatility in mean VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
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: 12		paper
2018International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2020On the contribution of international shocks in Australian business cycle fluctuations In: Empirical Economics.
[Full Text][Citation analysis]		article3
2022Time?varying trend models for forecasting inflation in Australia In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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