The Spatial Economics and Econometrics Centre

Research Output

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Discussion paper
2017

Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations

Byrne, J. P., Lorusso, M. & Xu, B., Jun 2017, (CEERP Working Paper; no. 6).

Research output: Working paperDiscussion paper

The Time-Varying Risk Price of Currency Carry Trades

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 14 Aug 2017, (MPRA Working Paper; no. 80788).

Research output: Working paperDiscussion paper

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21 Downloads (Pure)
2016

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 2016, (Unpublished).

Research output: Working paperDiscussion paper

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49 Downloads (Pure)

Decomposing Global Yield Curve Co-Movement

Byrne, J. P., Cao, S. & Korobilis, D., 2016, (Unpublished).

Research output: Working paperDiscussion paper

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50 Downloads (Pure)

Stock Return Prediction with Fully Flexible Models and Coefficients

Byrne, J. P. & Fu, R., 2016, (Unpublished).

Research output: Working paperDiscussion paper

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29 Downloads (Pure)

Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty

Byrne, J. P., Cao, S. & Korobilis, D., 2016.

Research output: Working paperDiscussion paper

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14 Downloads (Pure)
2014

Exchange Rate Predictability in a Changing World

Byrne, J. P., Korobilis, D. & Ribeiro, P. J., 14 Feb 2014, Adam Smith Business School, University of Glasgow, 86 p. (Economics Working Papers; no. 2014_3).

Research output: Working paperDiscussion paper

Open Access
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12 Downloads (Pure)

On the Sources of Uncertainty in Exchange Rate Predictability

Byrne, J. P., Korobilis, D. & Ribeiro, P. J., 29 Sep 2014, Adam Smith Business School, University of Glasgow, 77 p. (Economics Working Papers; no. 2014_16).

Research output: Working paperDiscussion paper

Open Access
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28 Downloads (Pure)
2011

Common factors of the exchange risk premium in emerging European markets

Byrne, J. P. & Nagayasu, J., 2011, University Library of Munich, (MPRA Paper; no. 31393).

Research output: Working paperDiscussion paper

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4 Downloads (Pure)

International Capital Flows to Emerging and Developing Countries: National and Global Determinants

Byrne, J. P. & Fiess, N., 2011, University Of Glasgow, 36 p. (SIRE Discussion Papers; no. 2011-03).

Research output: Working paperDiscussion paper

Open Access
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34 Downloads (Pure)

Primary commodity prices : co-movements, common factors and fundamentals

Byrne, J. P., Fazio, G. & Fiess, N., 1 Feb 2011, World Bank, 35 p. (Policy Research Working Paper Series; no. 5578).

Research output: Working paperDiscussion paper

Open Access
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11 Downloads (Pure)
2010

Exchange rate pass through to import prices: Panel evidence from emerging market economies

Byrne, J. P., Chavali, A. & Kontonikas, A., 2010, University Of Glasgow, 31 p. (SIRE Discussion Papers; no. 2010-46).

Research output: Working paperDiscussion paper

Open Access
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15 Downloads (Pure)

Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility

Byrne, J. P., Kaneez, F. & Kontonikas, A., 11 Jan 2010, Glasgow: University Of Glasgow, (Economics Working Papers; no. 2010_09).

Research output: Working paperDiscussion paper

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6 Downloads (Pure)

Interest Rate Co-movements, Global Factors and the Long End of the Term Spread

Byrne, J. P., Fazio, G. & Fiess, N., 2010, (Unpublished) Edinburgh: Scottish Institute for Research in Economics, (SIRE Discussion Papers; no. 2010-24).

Research output: Working paperDiscussion paper

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22 Downloads (Pure)

International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data

Byrne, J. P., Kontonikas, A. & Montagnoli, A., 9 Jul 2010, Adam Smith Business School, University of Glasgow, 36 p. (Economics Working Papers; no. 2010_18).

Research output: Working paperDiscussion paper

Open Access
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15 Downloads (Pure)