Dr Jamie Cross
Lecturer
School of Economics
+61 7 336 56598
Room 605, Level 6, Colin Clark Building (#39)
Publications
Journal Articles
Aastveit, Knut Are, Bjørnland, Hilde C. and Cross, Jamie L. (2023). Inflation expectations and the pass-through of oil prices. The Review of Economics and Statistics, 105 (3), 733-743. doi: 10.1162/rest_a_01073
Cross, Jamie L., Nguyen, Bao H. and Trung Duc Tran, (2022). The role of precautionary and speculative demand in the global market for crude oil. Journal of Applied Econometrics, 37 (5), 882-895. doi: 10.1002/jae.2905
Aastveit, Knut Are, Cross, Jamie L. and van Dijk, Herman K. (2022). Quantifying time-varying forecast uncertainty and risk for the real price of oil. Journal of Business and Economic Statistics, 41 (2), 523-537. doi: 10.1080/07350015.2022.2039159
Cross, Jamie L., Hou, Chenghan and Trinh, Kelly (2021). Returns, volatility and the cryptocurrency bubble of 2017-18. Economic Modelling, 104 105643, 1-17. doi: 10.1016/j.econmod.2021.105643
Guo, Na, Zhang, Bo and Cross, Jamie L. (2021). Time-varying trend models for forecasting inflation in Australia. Journal of Forecasting, 41 (2), 316-330. doi: 10.1002/for.2814
Cross, Jamie L., Hou, Chenghan and Nguyen, Bao H. (2021). On the China factor in the world oil market: a regime switching approach 1. Energy Economics, 95 105119, 1-13. doi: 10.1016/j.eneco.2021.105119
Cross, Jamie L. and Poon, Aubrey (2020). On the contribution of international shocks in Australian business cycle fluctuations. Empirical Economics, 59 (6), 2613-2637. doi: 10.1007/s00181-019-01752-y
Zhang, Bo, Chan, Joshua C. C. and Cross, Jamie L. (2020). Stochastic volatility models with ARMA innovations: an application to G7 inflation forecasts. International Journal of Forecasting, 36 (4), 1318-1328. doi: 10.1016/j.ijforecast.2020.01.004
Cross, Jamie L., Hou, Chenghan and Poon, Aubrey (2020). Macroeconomic forecasting with large Bayesian VARs: global-local priors and the illusion of sparsity. International Journal of Forecasting, 36 (3), 899-915. doi: 10.1016/j.ijforecast.2019.10.002
Cross, Jamie (2019). On the reduced macroeconomic volatility of the Australian economy: good policy or good luck?. Economic Modelling, 77, 174-186. doi: 10.1016/j.econmod.2018.07.027
Cross, Jamie and Nguyen, Bao H. (2018). Time varying macroeconomic effects of energy price shocks: a new measure for China. Energy Economics, 73, 146-160. doi: 10.1016/j.eneco.2018.05.014
Cross, Jamie and Nguyen, Bao H. (2017). The relationship between global oil price shocks and China's output: a time-varying analysis. Energy Economics, 62, 79-91. doi: 10.1016/j.eneco.2016.12.014
Cross, Jamie and Poon, Aubrey (2016). Forecasting structural change and fat-tailed events in Australian macroeconomic variables. Economic Modelling, 58, 34-51. doi: 10.1016/j.econmod.2016.04.021