Joseph P. Byrne : Citation Profile

University of Strathclyde

17

H index

26

i10 index

991

Citations

RESEARCH PRODUCTION:

42

Articles

61

Papers

1

Books

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 38
   Journals where Joseph P. Byrne has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 34 (3.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pby6
   Updated: 2025-11-22    RAS profile: 2025-01-23    
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Relations with other researchers

Works with:

Sakemoto, Ryuta (4)

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

Is cited by:

Talavera, Oleksandr (18)

Baum, Christopher (17)

Huber, Florian (12)

Sakemoto, Ryuta (11)

Héricourt, Jérôme (11)

GUPTA, RANGAN (10)

Stephan, Andreas (9)

poncet, sandra (8)

Ricotta, Fernanda (8)

Nagayasu, Jun (8)

Pupo, Valeria (8)

Cites to:

Sarno, Lucio (52)

Ng, Serena (44)

Campbell, John (43)

Pesaran, Mohammad (42)

Rogoff, Kenneth (37)

Rossi, Barbara (36)

Kilian, Lutz (31)

Bai, Jushan (29)

Reinhart, Carmen (28)

Schrimpf, Andreas (26)

Watson, Mark (26)

Main data

Where Joseph P. Byrne has published?

Journals with more than one article published# docs
Journal of International Money and Finance5
Journal of International Financial Markets, Institutions and Money3
Economic Modelling3
National Institute Economic Review2
Review of World Economics (Weltwirtschaftliches Archiv)2
Journal of Money, Credit and Banking2
Journal of Banking & Finance2
Oxford Bulletin of Economics and Statistics2
Journal of Money, Credit and Banking2
National Institute Economic Review2
Journal of Macroeconomics2

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, Germany13
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research2
CEERP Working Paper Series / Centre for Energy Economics Research and Policy, Heriot-Watt University2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2
Papers / arXiv.org2

Recent works citing Joseph P. Byrne (2025 and 2024)

YearTitle of citing document
2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2024The Asymmetric Effects of Commodity Price Shocks in Emerging Economies. (2024). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Herrera, Vicente. In: Working Papers. RePEc:aoz:wpaper:311.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2024Procuring survival. (2024). Rovigatti, Gabriele ; Cappelletti, Matilde ; Giuffrida, Leonardo Maria. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1439_24.

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2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: BIS Working Papers. RePEc:bis:biswps:1192.

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2024Procuring Survival. (2024). Rovigatti, Gabriele ; Giuffrida, Leonardo M ; Cappelletti, Matilde. In: Journal of Industrial Economics. RePEc:bla:jindec:v:72:y:2024:i:4:p:1451-1506.

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2024A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries. (2024). Westerlund, Joakim ; Norkute, Milda. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:794-810.

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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis. (2024). Yao, Wenying ; Poon, Aubrey ; Cross, Jamie ; Zhu, Dan. In: Working Papers. RePEc:bny:wpaper:0133.

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2024Drivers of Portfolio Flows into Chinese Debt Securities Amidst China’s Bond Market Development. (2024). Tuuli, Mccully. In: China Finance and Economic Review. RePEc:bpj:cferev:v:13:y:2024:i:3:p:64-82:n:1004.

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2024The Dynamic Causal Impact of Climate Change on Economic Activity - A Disaggregated Panel Analysis of India. (2024). Maiti, Dibyendu ; Kumar, Naveen. In: Working papers. RePEc:cde:cdewps:345.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2024Insatiable Wealth Preference: Evidence from Japanese Household Survey. (2024). Akesaka, Mika ; Ono, Yoshiyasu ; Mikami, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1241.

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2024Insatiable Wealth Preference: Evidence from Japanese Household Survey. (2024). Ono, Yoshiyasu ; Akesaka, Mika ; Mikami, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1241r.

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2024Insatiable Wealth Preference: Evidence from Japanese Household Survey. (2024). Ono, Yoshiyasu ; Akesaka, Mika ; Mikami, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1241rr.

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2024Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2024). Mignon, Valérie ; HACHE, Emmanuel ; Bucciarelli, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-3.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20242948.

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2024Why do we need to strengthen climate adaptations? Scenarios and financial lines of defence. (2024). Mongelli, Francesco Paolo ; Ceglar, Andrej ; Scheid, Benedikt Alois. In: Working Paper Series. RePEc:ecb:ecbwps:20243005.

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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2024Vietnams exports to Korea and the real exchange rate: Post-crisis evidence from the multiple threshold nonlinear autoregressive distributed lag model. (2024). Kim, Min-Joon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:679-692.

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2025Reassessing the role of exchange rates in export dynamics: Evidence from a disaggregated industry-level analysis in the case of Nepal. (2025). Rath, Badri ; Byanjankar, Rohan ; Jangam, Bhushan Praveen ; Dahal, Ashmita. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1752-1759.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2024GDP and temperature: Evidence on cross-country response heterogeneity. (2024). Curtis, Chadwick ; Berg, Kimberly ; Mark, Nelson C. In: European Economic Review. RePEc:eee:eecrev:v:169:y:2024:i:c:s0014292124001624.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2024How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

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2024On transmission channels of energy prices and monetary policy shocks to household consumption: Evidence from India. (2024). Sharma, Chandan ; Priya, Pragati. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004316.

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2024Investment decision and efficiency: Global insights on manufacturing firms amidst energy uncertainties. (2024). Anh, Nguyen Tuan ; Thieu, Nguyen Thi ; le Trang, Dao. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005012.

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2025The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065.

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2025How do economies decarbonize growth under finance-energy inequality? Global evidence. (2025). Tiwari, Aviral ; Sharma, Gagan Deep ; Hong, Diem Thi ; Trinh, Hai Hong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008818.

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2025Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Wang, Gang-Jin ; Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Allahdadi, Mohammad Reza. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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2024Currency portfolios and global foreign exchange ambiguity. (2024). Sakemoto, Ryuta ; Cai, Xiaojing ; Asano, Takao. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005646.

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2025Earthquakes in Chile and Peru: How are they reflected in the copper financial market?. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014582.

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2025Political stability as a risk factor in global markets. (2025). Jeutang, Noel Pavel ; Kesse, Kwabena ; Payne, Brian C. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016878.

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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2025Ex ante bond returns and time-varying monotonicity. (2025). Yahyaei, Hamid ; Singh, Abhay ; Smith, Tom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000046.

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2024Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2024Commodity prices and international Inflation, 1851–1913. (2024). Stuart, Rebecca ; Gerlach, Stefan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000846.

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2024Inflation and income inequality in an open-economy growth model with liquidity constraints on R&D. (2024). Zheng, Zhijie ; Yang, Yibai ; Hu, Ruiyang ; Wang, Jian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001141.

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2024Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2025Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets. (2025). Choi, Sangyup ; Havel, Jiri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002407.

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2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

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2025Macroeconomics, geopolitical risk, and resource commodity price bubbles. (2025). Wu, Haipeng ; Chen, Yiming ; Li, Beibei ; Mao, Xuefeng. In: Resources Policy. RePEc:eee:jrpoli:v:101:y:2025:i:c:s0301420725000200.

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2024Is copper a safe haven for oil?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Qin, Meng ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642.

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2025Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?. (2025). Feng, Yun ; Chen, Yang ; Zhang, Zhipeng ; Liu, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x2400341x.

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2024The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). He, Zhifang ; Sun, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957.

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2024Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?. (2024). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:168-176.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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2024The impact of capital Inflows features on the effectiveness of capital controls - Evidence from multinational data. (2024). Zhang, Lin ; Ren, Junfan ; Meng, Jie ; Liao, Jia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:273-284.

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2024Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices. (2024). He, Zhifang ; Xu, Wei ; Qian, Wanchuan ; Dong, Tianqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004714.

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2024Time-varying effects of macro shocks on cross-border capital flows in Chinas bond market. (2024). Dong, Xiao ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007123.

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2024Co-variance in Action: Analyzing the Impact of EUR/USD Exchange Rate Changes on Polish Zloty (PLN) Valuation (2019–2022) as a Predictive Tool in Forex Markets. (2024). Klepacki, Jaroslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:2:p:952-966.

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2024Ra?l Prebisch?s Influence on Contemporary Development Studies: A Review of Recent Literature (2010-2021). (2024). Garca-Quero, Fernando. In: HISTORY OF ECONOMIC THOUGHT AND POLICY. RePEc:fan:spespe:v:html10.3280/spe2024-002001.

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2025Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events. (2025). Lahmiri, Salim. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:2:p:4-:d:1617157.

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2024Robust Assessment of External Vulnerabilities in an Emerging Market During Stress Scenarios. (2024). Symington, Philip Rory ; Martinez, Diego Alejandro. In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2024.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0125.

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2024Convergence and Capital Flows in Europe: The Role of Financial Intermediation and Investor Quality. (2024). Lecat, Rémy ; de Franclieu, Dorothee Pasquier. In: De Economist. RePEc:kap:decono:v:172:y:2024:i:2:d:10.1007_s10645-024-09434-6.

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2024The impact of real exchange rate uncertainty on exports by technology classification in emerging economies. (2024). Akpilic, Ferdi ; Aslan, Caglayan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:4:d:10.1007_s10368-024-00626-8.

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2024Insatiable Wealth Preference: Evidence from Japanese Household Survey. (2024). Ono, Yoshiyasu ; Akesaka, Mika ; Mikami, Ryo. In: Discussion Paper Series. RePEc:kob:dpaper:dp2024-16.

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2024Les determinants de la dynamique des salaires en France : approches macro et sectorielles par la courbe de Phillips. (2024). Moutaabbid, A. In: Documents de Travail de l'Insee - INSEE Working Papers. RePEc:nse:doctra:2024-20.

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2024CAPITAL FLOWS AND INSTITUTIONAL QUALITY: A SYSTEMATIC LITERATURE REVIEW. (2024). Odhiambo, Nicholas ; Braiton, Nombulelo. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:9:y:2024:i:1:p:113-123.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Zhang, Yongmin ; Sun, Yiru ; Zhao, Yingxue ; Ding, Shusheng ; Shi, Haili. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2024How does company misconduct affect company survival risk?—evidence from China. (2024). Lu, Ling. In: PLOS ONE. RePEc:plo:pone00:0306767.

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2024Dynamics of Bilateral Trade Under Economic Policy Uncertainty. (2024). LE, Thai-Ha ; Nguyen, Canh Phuc. In: Journal of Economic Development. RePEc:ris:jecdev:0094.

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2024Exchange Rate Movements and China-East Africa Trade Balance: A New Perspective From RMB. (2024). Sakouba, Ibrahim ; Ren, Pengyu. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241230805.

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2024Tourism and the shadow economy: Long-run and short-run implications for resource allocation. (2024). Fethi, Sami ; Kahyalar, Neslihan ; Seetaram, Neelu. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:749-766.

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2024Multi-Sector Bond Funds: New Evidence on Global and Domestic Drivers and Effectiveness of Capital Account Measures. (2024). Mercado, Rogelio ; Sanfilippo, Luca. In: Working Papers. RePEc:sea:wpaper:wp53.

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2024Financial uncertainty and interest rate movements: is Asian bond market volatility different?. (2024). PARK, DONGHYUN ; Mallick, Sushanta ; Kumar, Abhishek ; Kim, Jungsuk. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04314-7.

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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2024The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey. (2024). Yalinkaya, Mer ; Datan, Muhammet ; Karabulut, Kerem. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00239-0.

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2024Real exchange rates and manufacturing exports in emerging economies: the role of sectoral heterogeneity and product complexity. (2024). Torres-García, Alejandro ; Goda, Thomas ; Garca, Alejandro Torres ; Larrahondo, Cristhian. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00523-3.

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2025Heat and work-related injuries: How temperature measurement affects outcomes. (2025). Scarlato, Margherita ; Conigliani, Caterina ; Barbieri, Nicolao ; Santoni, Edoardo. In: SEEDS Working Papers. RePEc:srt:wpaper:0225.

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2024Pull Factors and Capital Inflows: Empirical insights from Transformative Dynamics in Southeast Europe. (2024). Nedim, Gavranovi ; Mehmed, Gani. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:70:y:2024:i:4:p:12-22:n:1002.

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2024Commodity Markets Outlook, October 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42219.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic. (2024). Ibarra, Raul ; Hernandez, Juan ; Alba, Carlos ; Cuadra, Gabriel. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2804-2836.

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2025Why do firms extend trade credit? The role of inventories. (2025). Guariglia, Alessandra ; da Silva, Filipa ; Tsoukas, Serafeim ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1785-1802.

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2024Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017.

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2024Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885.

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2025Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter. (2025). Date, Paresh ; Maunthrooa, Janeeta. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:606-622.

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2025Aggregate Dynamics with Sectoral Price Stickiness Heterogeneity and Aggregate Real Shocks. (2025). Hasan, Iftekhar ; Flamini, Alessandro. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:5:p:1361-1380.

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Works by Joseph P. Byrne:

YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
[Full Text][Citation analysis]		paper50
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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This paper has nother version. Agregated cites: 50		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 50		paper
2020Asset Prices and Capital Share Risks: Theory and Evidence In: Papers.
[Full Text][Citation analysis]		paper0
2020Asset Prices and Capital Share Risks: Theory and Evidence.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article6
2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6		paper
2016FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? In: Economic Inquiry.
[Full Text][Citation analysis]		article31
2014Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2014) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 31		paper
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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This paper has nother version. Agregated cites: 31		paper
2003Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article45
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.
[Full Text][Citation analysis]		article36
2010THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2003Financial Structure In: Cambridge Books.
[Citation analysis]		book1
2002A Comparison of Balance Sheet Structures in Major EU Countries In: National Institute Economic Review.
[Full Text][Citation analysis]		article9
2002A Comparison of Balance Sheet Structures in Major EU Countries.(2002) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 9		article
2002Sterling, the Euro and the Dollar In: National Institute Economic Review.
[Full Text][Citation analysis]		article1
2002Sterling, the Euro and the Dollar.(2002) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 1		article
2010Domestic vs. International Correlations of Interest Rate Maturities In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2003Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper4
2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper21
2012Interest rate co-movements, global factors and the long end of the term spread.(2012) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 21		article
2010Interest Rate Co-movements, Global Factors and the Long End of the Term Spread.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper11
2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper29
2010International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2011International Capital Flows to Emerging and Developing Countries: National and Global Determinants In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper25
2011International capital flows to emerging and developing countries: national and global determinants.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2008The Global Dimension to Fiscal Sustainability In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper19
2011The global dimension to fiscal sustainability.(2011) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2008The Global Dimension to Fiscal Sustainability.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2008The Global Side of the Investment-Savings Puzzle In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper14
2008The Global Side of the Investments-Savings Puzzle.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2009The Global Side of the Investment-Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 14		article
2009The Global Side of the Investment‐Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper47
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 47		paper
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 47		paper
2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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This paper has nother version. Agregated cites: 47		article
2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper2
2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper9
2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Primary commodity prices: Co-movements, common factors and fundamentals In: Journal of Development Economics.
[Full Text][Citation analysis]		article152
2010Primary commodity prices: co-movements, common factors and fundamentals.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 152		paper
2011Primary commodity prices : co-movements, common factors and fundamentals.(2011) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 152		paper
2003The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe In: Economic Modelling.
[Full Text][Citation analysis]		article9
2003Some international evidence on price determination: a non-stationary panel approach In: Economic Modelling.
[Full Text][Citation analysis]		article2
2004Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses In: Economic Modelling.
[Full Text][Citation analysis]		article27
2004Permanent and temporary inflation uncertainty and investment in the United States In: Economics Letters.
[Full Text][Citation analysis]		article41
2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2019Oil prices, fundamentals and expectations In: Energy Economics.
[Full Text][Citation analysis]		article29
2015Foreign exchange market pressure and capital controls In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2021The conditional volatility premium on currency portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2019Decomposing global yield curve co-movement In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2016Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2022The time-varying risk price of currency portfolios In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2013A new approach to tests of pricing-to-market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2016International capital flows to emerging markets: National and global determinants In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article70
2019Carry trades and commodity risk factors In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article12
2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
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This paper has nother version. Agregated cites: 12		paper
2008US trade and exchange rate volatility: A real sectoral bilateral analysis In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article72
2006US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 72		paper
2006Unit Roots and Structural Breaks: A Survey of the Literature In: Working Papers.
[Full Text][Citation analysis]		paper15
2007Unit Roots in Inflation and Aggregation Bias In: Working Papers.
[Full Text][Citation analysis]		paper1
2007Euro Area Inflation: Aggregation Bias and Convergence In: Working Papers.
[Full Text][Citation analysis]		paper8
2010Euro area inflation: aggregation bias and convergence.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has nother version. Agregated cites: 8		article
2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations In: CEERP Working Paper Series.
[Full Text][Citation analysis]		paper3
2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis In: CEERP Working Paper Series.
[Full Text][Citation analysis]		paper0
2024The Macroeconomic Impact of Global and Country-Specific Climate Risk In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article5
1998Job creation and destruction in the corporate sector: the relative importance of births, deaths and... In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper4
1999An Artificial Neural Network System of Leading Indicators In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]		paper12
2020Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics.
[Full Text][Citation analysis]		article10
2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper.
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This paper has nother version. Agregated cites: 10		paper
2024Decomposing Uncertainty in Macro-Finance Term Structure Models In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article0
2016Stock Return Prediction with Fully Flexible Models and Coefficients In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2002Investment and Uncertainty in the G7 In: MPRA Paper.
[Full Text][Citation analysis]		paper65
2005Investment and Uncertainty in the G7.(2005) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has nother version. Agregated cites: 65		article
2017The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2020The Conditional Risk and Return Trade-Off on Currency Portfolios In: MPRA Paper.
[Full Text][Citation analysis]		paper0
Commodity Correlation Risk In: Working Papers.
[Citation analysis]		paper0
2010Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2009Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests In: Regional Studies.
[Full Text][Citation analysis]		article29
2005Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence In: ERSA conference papers.
[Full Text][Citation analysis]		paper3

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