Working Papers
- Regularized Random Subspace Regressions, with Yilin Xiao.
- Re-visiting the Relationship Between Oil Prices and Monetary Policy, with Hilde C. Bjørnland and Jonas Höltz.
- 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.
- A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis, with Aubrey Poon, Wenying Yao, and Dan Zhu.
- Asymmetric Gradualism in US Monetary Policy, with Knut Are Aastveit, Francesco Furlanetto and Herman K. van Dijk.
- The Drivers of Emission Reductions in the European Carbon Market, with Hilde Bjørnland and Felix Kapfhammer.
Published Papers
- Cross, J. L., Poon, A. & Zhu, D. (2026). Uncertainty and the Term Structure of Interest Rates. European Economic Review.
- Bjørnland, H. C., Chang, Y. & Cross, J. L. (2026). Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. Quantitative Economics.
- Trinh, K. & Cross, J. L. (2026). A Mixed Frequency BVAR for the Australian Economy. Economic Record.
- Terrell, M., Haque, Q., Cross, J. L. & Tchatoka, F. D. (2026). Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies. Journal of Applied Econometrics.
- Aastveit, K. A., Bjørnland, H. C., Cross, J. L. & Kalstad, H. O. (2026). Unveiling Inflation: Oil Shocks, Supply Chain Pressures and Expectations. European Economic Review.
- Cross, J. L., Kam, T. & Poon, A. (2025). Uncertainty Shocks in Markets and Policies: What Matters for a Small Open Economy like Canada?. Economic Modelling.
- Cross, J. L., Hoogerheide, L., Labonne, P. & van Dijk, H. K. (2024). Bayesian Mode Inference for Discrete Distributions in Economics and Finance. Economics Letters.
- Tavares Garcia, F. & Cross, J. L. (2024). The impact of monetary policy on income inequality: Does inflation targeting matter?. Finance Research Letters.
- Cross, J. L., Hou, C., Koop, G. & Poon, A. (2023). Large Stochastic Volatility in Mean VARs. Journal of Econometrics.
- Aastveit, K. A., Bjørnland, H. C. & Cross, J. L. (2023). Inflation expectations and the pass-through of oil prices. Review of Economics and Statistics.
- 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.
- 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.
- 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.
- Guo, N., Zhang, B. & Cross, J. L. (2022). Time-varying Trend Models for Forecasting Inflation in Australia. Journal of Forecasting.
- Cross, J. L., Hou, C. & Nguyen, B. H. (2021). On the China factor in the world oil market: A regime switching approach. Energy Economics.
- Cross, J. L., Hou, C. & Trinh, K. (2021). Returns, Volatility and the Cryptocurrency Bubble of 2017–18. Economic Modelling.
- 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.
- 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.
- Cross, J. L. (2019). On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. Economic Modelling.
- Cross, J. L. & Poon, A. (2019). On the contribution of international shocks in Australian business cycle fluctuations. Empirical Economics.
- Cross, J. L. & Nguyen, B. H. (2018). Time varying macroeconomic effects of energy price shocks: A new measure for China. Energy Economics.
- Cross, J. L. & Nguyen, B. H. (2017). The relationship between global oil price shocks and China’s output: A time-varying analysis. Energy Economics.
- Cross, J. L. & Poon, A. (2016). Forecasting structural change and fat-tailed events in Australian macroeconomic variables. Economic Modelling.
Review Papers
- Zhang, B., Zou X.M., Wen, X., Wu, J.L., Pan, J.J., Tan, X., & Cross, J.L. (2026). Application of Machine Learning in Low-Carbon Economy: A Comprehensive Review of Predicting Cycle Life of Lithium/Sodium-Ion Batteries. Carbon Neutralization.
- 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.
Book chapters
- Cross, J. L. & van Dijk, H. K. (2025). Forecasting with Bayesian Vector Autoregressions Revisited. In Bayesian Econometrics and its Applications: Festschrift in Honour of Sune Karlsson.
- Cross, J. L., Hou, C. & Poon, A. (2025). International Transmissions of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. In Bayesian Econometrics and its Applications: Festschrift in Honour of Sune Karlsson.
Software, Discussion & Miscellaneous Publications
- Basturk, N., Cross, J. L., de Knijff, P., Hoogerheide, L., Labonne, P., and van Dijk, H. K. (2026). BayesMultiMode: Bayesian Mode Inference in R. Journal of Statistical Software.
- Cross, J. L., Hoogerheide, L. & van Dijk, H. K. (2024). 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.