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Jamie Lee Cross

Personal Details

First Name:Jamie
Middle Name:Lee
Last Name:Cross
Suffix:
RePEc Short-ID:pcr288
[This author has chosen not to make the email address public]
https://mbs.edu/faculty-and-research/faculty/jamie-cross
Terminal Degree:2017 Research School of Economics; College of Business and Economics; Australian National University (from RePEc Genealogy)

Affiliation

Melbourne Business School
University of Melbourne

Melbourne, Australia
https://mbs.unimelb.edu.au/
RePEc:edi:bsmelau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jamie Cross & Lennart Hoogerheide & Herman van Dijk, 2024. "Time-Varying Factor Model Components for Effective Momentum Strategy," Tinbergen Institute Discussion Papers 24-068/III, Tinbergen Institute.
  2. Jamie L. Cross & Aubrey Poon & Wenying Yao & Dan Zhu, 2024. "A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis," Working Papers No 06/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  3. Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Working Papers No 04/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  4. Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen, 2024. "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," Working Papers No 05/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  5. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik, 2024. "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Working Papers No 09/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  6. Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K van Dijk, 2024. "Asymmetric Gradualism in US Monetary Policy," Tinbergen Institute Discussion Papers 24-074/III, Tinbergen Institute.
  7. Jamie L. Cross & Aubrey Poon & Dan Zhu, 2023. "Uncertainty and the Term Structure of Interest Rates," Working Papers No 12/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  8. Øistein Røisland & Tommy Sveen & Ragnar Torvik, 2023. "The interplay between monetary and fiscal policy in a small open economy," Working Papers No 07/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  9. Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  10. Nalan Basturk & Jamie Cross & Peter de Knijff & Lennart Hoogerheide & Paul Labonne & Herman K van Dijk, 2023. "BayesMultiMode: Bayesian Mode Inference in R," Tinbergen Institute Discussion Papers 23-041/III, Tinbergen Institute.
  11. Hilde C. Bjørnland & Yoosoon Chang & Jamie L. Cross, 2023. "Oil and the Stock Market Revisited: A mixed functional VAR approach," Working Papers No 03/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  12. Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer, 2023. "The Drivers of Emission Reductions in the European Carbon Market," Working Papers No 08/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  13. Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023. "A Bayesian DSGE Approach to Modelling Cryptocurrency," Working Papers No 09/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  14. Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023. "Monetary policy shocks and exchange rate dynamics in small open economies," School of Economics and Public Policy Working Papers 2023-04 Classification-C3, University of Adelaide, School of Economics and Public Policy.
  15. Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023. "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers No 11/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  16. Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021. "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper 2021/3, Norges Bank.
  17. Jamie L. Cross & Chenghan Hou & Gary Koop, 2021. "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers No 04/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  18. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021. "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  19. Bo Zhang & Jamie Cross & Na Guo, 2020. "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers No 09/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  20. Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2020. "Inflation expectations and the pass-through of oil prices," Working Paper 2020/5, Norges Bank.
  21. Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019. "New Kid on the Block? China vs the US in World Oil Markets," Working Papers No 02/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  22. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach," CAMA Working Papers 2018-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  23. Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  24. Jamie L. Cross & Chenghan Hou & Bao H. Nguyen, 2018. "On the China factor in international oil markets: A regime switching approach," Working Papers No 11/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  25. Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers No 12/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

Articles

  1. Tavares Garcia, Francisco & Cross, Jamie L., 2024. "The impact of monetary policy on income inequality: Does inflation targeting matter?," Finance Research Letters, Elsevier, vol. 61(C).
  2. Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K., 2024. "Bayesian mode inference for discrete distributions in economics and finance," Economics Letters, Elsevier, vol. 235(C).
  3. Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey, 2023. "Large stochastic volatility in mean VARs," Journal of Econometrics, Elsevier, vol. 236(1).
  4. Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross, 2023. "Inflation Expectations and the Pass-Through of Oil Prices," The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 733-743, May.
  5. Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2023. "Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 523-537, April.
  6. Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022. "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 882-895, August.
  7. Na Guo & Bo Zhang & Jamie L. Cross, 2022. "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 316-330, March.
  8. Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021. "On 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 ," Energy Economics, Elsevier, vol. 95(C).
  9. Cross, Jamie L. & Hou, Chenghan & Trinh, Kelly, 2021. "Returns, volatility and the cryptocurrency bubble of 2017–18," Economic Modelling, Elsevier, vol. 104(C).
  10. Jamie L. Cross & Aubrey Poon, 2020. "On the contribution of international shocks in Australian business cycle fluctuations," Empirical Economics, Springer, vol. 59(6), pages 2613-2637, December.
  11. Cross, Jamie L. & Hou, Chenghan & Poon, Aubrey, 2020. "Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity," International Journal of Forecasting, Elsevier, vol. 36(3), pages 899-915.
  12. Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (18) 2019-01-14 2019-05-13 2019-05-27 2020-06-22 2020-07-20 2020-08-10 2021-03-01 2021-06-21 2021-07-12 2021-10-04 2021-11-15 2023-04-03 2023-04-17 2023-10-16 2023-11-13 2023-11-13 2024-12-09 2025-01-13. Author is listed
  2. NEP-MAC: Macroeconomics (14) 2018-04-23 2018-07-16 2019-01-14 2019-05-27 2020-07-20 2020-08-10 2020-11-30 2020-12-07 2021-03-01 2021-07-12 2023-04-17 2024-09-16 2024-12-09 2025-01-06. Author is listed
  3. NEP-MON: Monetary Economics (12) 2020-11-30 2020-12-07 2021-03-01 2023-07-10 2023-10-16 2023-11-06 2023-11-06 2024-09-16 2024-12-09 2024-12-09 2025-01-06 2025-01-13. Author is listed
  4. NEP-ECM: Econometrics (9) 2018-07-16 2021-06-21 2021-07-12 2023-04-03 2023-08-21 2023-08-28 2023-11-06 2024-10-07 2024-12-09. Author is listed
  5. NEP-FOR: Forecasting (7) 2018-04-23 2018-07-16 2020-11-30 2020-12-07 2021-06-21 2021-07-12 2021-10-04. Author is listed
  6. NEP-ORE: Operations Research (7) 2018-07-16 2020-06-22 2020-11-30 2020-12-07 2021-07-12 2021-07-12 2021-10-04. Author is listed
  7. NEP-CBA: Central Banking (5) 2023-07-10 2023-10-16 2023-11-06 2024-12-09 2025-01-06. Author is listed
  8. NEP-ETS: Econometric Time Series (5) 2018-07-16 2020-11-30 2021-07-12 2023-04-03 2024-12-09. Author is listed
  9. NEP-RMG: Risk Management (5) 2021-06-21 2021-07-12 2021-10-04 2023-04-03 2023-04-03. Author is listed
  10. NEP-BAN: Banking (3) 2023-07-10 2023-10-16 2025-01-06
  11. NEP-CNA: China (2) 2019-05-13 2019-05-27
  12. NEP-EEC: European Economics (2) 2023-07-10 2023-11-13
  13. NEP-ENV: Environmental Economics (2) 2023-10-16 2023-11-13
  14. NEP-FDG: Financial Development and Growth (2) 2023-10-16 2023-11-06
  15. NEP-GER: German Papers (2) 2023-10-16 2023-10-16
  16. NEP-CWA: Central and Western Asia (1) 2021-03-01
  17. NEP-DES: Economic Design (1) 2023-04-17
  18. NEP-DGE: Dynamic General Equilibrium (1) 2023-10-16
  19. NEP-HIS: Business, Economic and Financial History (1) 2025-01-06
  20. NEP-INT: International Trade (1) 2019-01-14
  21. NEP-ISF: Islamic Finance (1) 2021-06-21
  22. NEP-MFD: Microfinance (1) 2023-07-10
  23. NEP-OPM: Open Economy Macroeconomics (1) 2023-11-06
  24. NEP-PAY: Payment Systems and Financial Technology (1) 2023-10-16

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