The relationship between global oil price shocks and China's output: A time-varying analysis J Cross, B Nguyen Energy Economics 62, 79-91, 2017 | 110 | 2017 |
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity JL Cross, C Hou, A Poon International Journal of Forecasting 36 (3), 899-915, 2020 | 89 | 2020 |
Inflation expectations and the pass-through of oil prices KA Aastveit, HC Bjørnland, JL Cross Review of Economics and Statistics 105 (3), 733-743, 2023 | 65 | 2023 |
Forecasting structural change and fat-tailed events in Australian macroeconomic variables J Cross, A Poon Economic Modelling 58, 34-51, 2016 | 54 | 2016 |
Returns, volatility and the cryptocurrency bubble of 2017–18 JL Cross, C Hou, K Trinh Economic Modelling 104, 105643, 2021 | 45 | 2021 |
The role of precautionary and speculative demand in the global market for crude oil JL Cross, BH Nguyen, TD Tran Journal of Applied Econometrics 37 (5), 882-895, 2022 | 40 | 2022 |
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts B Zhang, JCC Chan, JL Cross International Journal of Forecasting 36 (4), 1318-1328, 2020 | 36 | 2020 |
Time varying macroeconomic effects of energy price shocks: A new measure for China J Cross, BH Nguyen Energy Economics 73, 146-160, 2018 | 36 | 2018 |
Quantifying time-varying forecast uncertainty and risk for the real price of oil KA Aastveit, JL Cross, HK van Dijk Journal of Business & Economic Statistics 41 (2), 523-537, 2023 | 33 | 2023 |
On the China factor in the world oil market: A regime switching approach JL Cross, C Hou, BH Nguyen Energy Economics 95, 105119, 2021 | 9 | 2021 |
Oil and the stock market revisited: A mixed functional var approach HC Bjørnland, Y Chang, J Cross Available at SSRN, 2023 | 8 | 2023 |
The role of uncertainty in the market for crude oil J Cross, BH Nguyen, T TD manuscript, BI Norwegian Business School, 2019 | 8 | 2019 |
The drivers of emission reductions in the European carbon market HC Bjørnland, JL Cross, F Kapfhammer Norges Bank, 2024 | 7 | 2024 |
Large stochastic volatility in mean VARs JL Cross, C Hou, G Koop, A Poon Journal of Econometrics 236 (1), 105469, 2023 | 7 | 2023 |
International transmission of macroeconomic uncertainty in small open economies: An empirical approach JL Cross, C Hou, A Poon BI Norwegian Business School, 2018 | 7 | 2018 |
Bayesian mode inference for discrete distributions in economics and finance JL Cross, L Hoogerheide, P Labonne, HK Van Dijk Economics Letters 235, 111579, 2024 | 5 | 2024 |
Time‐varying trend models for forecasting inflation in Australia N Guo, B Zhang, JL Cross Journal of Forecasting 41 (2), 316-330, 2022 | 5 | 2022 |
Macroeconomic forecasting with large stochastic volatility in mean VARs JL Cross, C Hou, G Koop, A Poon BI Norwegian Business School, 2021 | 5 | 2021 |
On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck? J Cross Economic Modelling 77, 174-186, 2019 | 5 | 2019 |
International Journal of Forecasting B Zhang, JCC Chan, JL Cross | 5 | 1998 |