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Research

Working Papers

  1. Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics with Lennart Hoogerheide, Paul Labonne and Herman K. van Dijk.
  2. A Mixed Frequency BVAR for the Australian Economy, with Kelly Trinh.
  3. A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis, with Aubrey Poon, Wenying Yao, and Dan Zhu.
  4. Unveiling Inflation: Oil Shocks, Supply Chain Pressures, and Expectations, with Knut Are Aastveit, Hilde C. Bjørnland and Helene Olsen Kalstad.
  5. Taylor Rules with Endogenous Regimes, with Knut Are Aastveit, Francesco Furlanetto and Herman K. van Dijk.
  6. Oil and the Stock Market Revisited: A mixed functional VAR approach, with Hilde Bjørnland and Yoosoon Chang. 
  7. Monetary policy shocks and exchange rate dynamics in small open economies, with Madison Terrell, Qazi Haque and Firmin Doko Tchatoka.
  8. The Drivers of Emission Reductions in the European Carbon Market, with Hilde Bjørnland and Felix Kapfhammer.
  9. Uncertainty and the Term Structure of Interest Rates, with Aubrey Poon and Dan Zhu.
  10. BayesMultiMode: Bayesian Mode Inference in R, with Nalan Basturk, Peter de Knijff, Lennart Hoogerheide, Paul Labonne and Herman K. van Dijk.
  11. International Transmissions of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach, with Aubrey Poon and Chenghan Hou.
  12. Uncertainty Shocks in Markets and Policies: What Matters for a Small Open Economy?, with Aubrey Poon and Timothy Kam.

Journal Articles

  1. Pan, J., Cross, J. L., Zou, X. & Zhang, B. (2024). To Tax or to Trade? A Global Review of Carbon Emissions Reduction Strategies. Energy Strategy Reviews.
  2. Cross, J. L., Hoogerheide, L., Labonne, P. & van Dijk, H.K. (2024). Bayesian Mode Inference for Discrete Distributions in Economics and Finance. Economics Letters.
  3. Tavares Garcia, F., & Cross, J.L. (2024). The impact of monetary policy on income inequality: Does inflation targeting matter?. Finance Research Letters.
  4. Cross, J. L., Hou, C., Koop, G. & Poon, A. (2023). Large Stochastic Volatility in Mean VARs. Journal of Econometrics.
  5. Aastveit, K. A., Bjørnland, H. C., & Cross, J. L. (2023). Inflation expectations and the pass-through of oil prices. Review of Economics and Statistics.
  6. Aastveit, K. A., Cross, J. L., & van Dijk, H. K. (2023). Quantifying time-varying forecast uncertainty and risk for the real price of oil. Journal of Business & Economic Statistics.
  7. Cross, J. L., Nguyen, B. H., & Tran, D. (2022). The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil. Journal of Applied Econometrics.
  8. Cross, J.L., Nguyen, B., & Zhang, B. (2022). The Influence from a Demand Perspective with Real Economic Activity: China vs the US in World Oil Markets. Carbon Neutralization.
  9. Guo, N., Zhang, B. & Cross, J. L. (2022). Time-varying Trend Models for Forecasting Inflation in Australia. Journal of Forecasting.
  10. Cross, J. L., Hou, C., & Nguyen, B. H. (2021). On the China factor in the world oil market: A regime switching approach. Energy Economics.
  11. Cross, J. L., Hou, C., & Trinh, K. (2021). Returns, Volatility and the Cryptocurrency Bubble of 2017-18. Economic Modelling.
  12. Cross, J. L., Hou, C., & Poon, A. (2020). Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. International Journal of Forecasting.
  13. Zhang, B., Chan, J. C., & Cross, J. L. (2020). Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. International Journal of Forecasting.
  14. Cross, J. L. (2019). On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. Economic Modelling.
  15. Cross, J. L., & Poon, A. (2019). On the contribution of international shocks in Australian business cycle fluctuations. Empirical Economics.
  16. Cross, J. L., & Nguyen, B. H. (2018). Time varying macroeconomic effects of energy price shocks: A new measure for China. Energy Economics.
  17. Cross, J. L., & Nguyen, B. H. (2017). The relationship between global oil price shocks and China’s output: A time-varying analysis. Energy Economics.
  18. Cross, J. L., & Poon, A. (2016). Forecasting structural change and fat-tailed events in Australian macroeconomic variables. Economic Modelling.

Book Chapters

  1. Cross, J. L. & van Dijk, H.K. (2024). Forecasting with Bayesian Vector Autoregressions Revisited in Bayesian Econometrics and its Applications: Festschrift in Honour of Sune Karlsson

Invited Comments, Discussions & Miscellaneous Publications

  1. Cross, J. L., Hoogerheide, L. & van Dijk, H.K. (2024). Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown. A comment on Sparse Bayesian Factor Analysis When the Number of Factors Is Unknown by Sylvia Frühwirth-Schnatter, Darjus Hosszejni, Hedibert Freitas Lopes. Bayesian Analysis.
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