← All authors Joseph P. Byrne Heriot-Watt University (from arXiv:2006.14023, 2020) · ORCID · OpenAlex
42 papers in scope · 41 published · 1 on the econ.EM arXiv · 1,472 citations · h-index 21 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Luca Onorante Gary Koop Florian Huber Rubén Loaiza-Maya Niko Hauzenberger Gregor Kastner David J. Kohns Joshua C. C. Chan Worapree Maneesoonthorn Sylvia Frühwirth-Schnatter Michael Pfarrhofer Didier Nibbering Luca Rossini David T. Frazier John M. Maheu Gael M. Martin Massimiliano Marcellino Philippe Goulet Coulombe Jan Prüser Dimitris Korobilis Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 42)
Commodity correlation risk
published 2025 · Journal of commodity markets · 1 citations · first circulated 2022
with Ryuta Sakemoto
Decomposing Uncertainty in Macro-Finance Term Structure Models
published 2024 · The Review of Asset Pricing Studies
with Shuo Cao
The Macroeconomic Impact of Global and Country-Specific Climate Risk
published 2024 · Environmental and Resource Economics · 36 citations
with Prince Asare Vitenu-Sackey
The time-varying risk price of currency portfolios
published 2022 · Journal of International Money and Finance · 14 citations · first circulated 2021
The conditional volatility premium on currency portfolios
published 2021 · Journal of International Financial Markets Institutions and Money · 7 citations
with Ryuta Sakemoto
working paper 2020 · arXiv
Decomposing global yield curve co-movement
published 2019 · Journal of Banking & Finance · 20 citations · first circulated 2016
Carry trades and commodity risk factors
published 2019 · Journal of International Money and Finance · 24 citations
Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals
published 2019 · European Review of Agricultural Economics · 17 citations · first circulated 2017
with Ryuta Sakemoto, Bing Xu
Oil prices, fundamentals and expectations
published 2018 · Energy Economics · 62 citations · first circulated 2017
with Marco Lorusso, Bing Xu
ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY
published 2017 · International Economic Review · 67 citations · first circulated 2014
Common information in carry trade risk factors
published 2017 · Journal of International Financial Markets Institutions and Money · 13 citations · first circulated 2016
Forecasting the term structure of government bond yields in unstable environments
published 2017 · Journal of Empirical Finance · 16 citations
Exchange rate predictability in a changing world
published 2015 · Journal of International Money and Finance · 7 citations · first circulated 2014
International capital flows to emerging markets: National and global determinants
published 2015 · Journal of International Money and Finance · 117 citations · first circulated 2011
with Norbert Fiess
Orpheus in the Marketplace: Jacopo Peri and the Economy of Late Renaissance Florence . By Tim Carter and Richard A. Goldthwaite. (Cambridge, MA: Harvard University Press, 2013. Pp. xiv, 479. $49.95.)
published 2015 · Historian
FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR?
published 2015 · Economic Inquiry · 48 citations
with Marina-Eliza Spaliara, Serafeim Tsoukas
Foreign exchange market pressure and capital controls
published 2015 · Journal of International Financial Markets Institutions and Money · 23 citations
with Gilal Muhammad Akram
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data
published 2013 · Journal of money credit and banking · 48 citations · first circulated 2010
with Alexandros Kontonikas, Alberto Montagnoli, Alberto Montagnoliz
Primary commodity prices: Co-movements, common factors and fundamentals
published 2012 · Journal of Development Economics · 218 citations · first circulated 2010
with Giorgio Fazio, Norbert Fiess
A new approach to tests of pricing-to-market
published 2012 · Journal of International Money and Finance · 7 citations
with Ekaterina Kortava, Ronald MacDonald
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS
published 2012 · Bulletin of Economic Research · 5 citations · first circulated 2008
with Jun Nagayasu
Interest rate co-movements, global factors and the long end of the term spread
published 2011 · Journal of Banking & Finance · 41 citations · first circulated 2010
with Giorgio Fazio, Norbert Fiess
The global dimension to fiscal sustainability
published 2011 · Journal of Macroeconomics · 31 citations · first circulated 2008
with Norbert Fiess, Ronald MacDonald
Euro area inflation: aggregation bias and convergence
published 2010 · Review of World Economics · 7 citations · first circulated 2007
with Norbert Fiess
Structural breaks in the real exchange rate and real interest rate relationship
published 2010 · Global Finance Journal · 23 citations · first circulated 2008
with Jun Nagayasu
THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA
published 2009 · Scottish Journal of Political Economy · 4 citations
with Alexandros Kontonikas, Alberto Montagnoli
The Global Side of the Investment‐Saving Puzzle
published 2009 · Journal of money credit and banking · 29 citations · first circulated 2008
with Giorgio Fazio, Norbert Fiess
Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests
published 2008 · Regional Studies · 40 citations
with Giorgio Fazio, Davide Piacentino
Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation
published 2008 · Applied Economics Letters · 3 citations
with Michela Vecchi
US trade and exchange rate volatility: A real sectoral bilateral analysis
published 2006 · Journal of Macroeconomics · 107 citations
with Julia Darby, Ronald MacDonald
The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries*
published 2005 · Oxford Bulletin of Economics and Statistics · 78 citations
with E. Philip Davis
Investment and Uncertainty in the G7
published 2005 · Review of World Economics · 92 citations · first circulated 2002
with E. Philip Davis
Permanent and temporary inflation uncertainty and investment in the United States
published 2004 · Economics Letters · 62 citations
with E. Philip Davis
Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses
published 2004 · Economic Modelling · 28 citations
with Ray Barrell, Bettina Becker, Sylvia Gottschalk, Ian Hurst, Desirée van Welsum
Luxury and Public Happiness: Political Economy in the Italian Enlightenment
published 2004 · History Reviews of New Books · 2 citations
Some international evidence on price determination: a non-stationary panel approach
published 2003 · Economic Modelling · 9 citations
with Paul Ashworth
Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7*
published 2003 · Oxford Bulletin of Economics and Statistics · 101 citations
with E. Philip Davis
The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe
published 2003 · Economic Modelling · 18 citations
with Ray Barrell, Karen Dury
Sterling, the Euro and the Dollar
published 2002 · National Institute Economic Review · 2 citations
with Andrew Blake
A Comparison of Balance Sheet Structures in Major EU Countries
published 2002 · National Institute Economic Review · 45 citations
with E. Philip Davis
: The District of the Green Dragon: Neighbourhood Life and Social Change in Renaissance Florence
published 1996 · Sixteenth Century Journal
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