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Forecasting model
55
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Cross, Jamie
66
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26
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18
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18
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12
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11
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9
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8
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8
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6
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5
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ECONIS (ZBW)
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1
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
-
2021
Persistent link: https://www.econbiz.de/10012628432
Saved in:
2
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
International transmission of macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10011947999
Saved in:
5
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
6
Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
7
On the China factor in the world oil market : a regime switching approach
Cross, Jamie
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Energy economics
95
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816553
Saved in:
8
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
9
On the contribution of international shocks in Australian business cycle fluctuations
Cross, Jamie
;
Poon, Aubrey
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2613-2637
Persistent link: https://www.econbiz.de/10012491245
Saved in:
10
Uncertainty and the term structure of interest rates
Cross, Jamie
;
Poon, Aubrey
;
Zhu, Dan
-
2023
Persistent link: https://www.econbiz.de/10014431645
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