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Personal profile

Research interests

Professor Byrne's research areas include International Finance, Financial Economics and Applied Econometrics. He has academic journal publications in Journal of Money, Credit, and Banking, International Economic Review, Journal of Development Economics, Journal of International Money and Finance, Journal of Banking and Finance and Oxford Bulletin of Economics and Statistics. He has over thirty publications in peer reviewed academic journals. He has co-authored a book published by Cambridge University Press entitled Financial Structure. He is interested in supervising PhD students in Economics and Finance.

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Revise and Resubmits in Academic Journals

Byrne, J.P., Ibrahim, B.M. and Sakemoto, R., (2018), 'The Time-Varying Risk Price of Currency Carry Trades,' University Library of Munich, Germany. MPRA Paper #80788. Revise and Resubmit Journal of Banking and Finance. 

Byrne, J.P., Cao, S. and Korobilis, D., (2018), 'Decomposing Global Yield Curve Co-Movement' Essex Business School; Essex Finance Centre Working Papers number 18194. Revise and Resubmit Journal of Banking and Finance.

Byrne, J.P., Ibrahim, B.M. and Sakemoto, R., (2017), 'Carry Trades and Commodity Risk Factors' University Library of Munich, MPRA Working Paper #80789. Revise and Resubmit Journal of International Money and Finance.

Recent Working Papers

Byrne, J.P. and Fu, R., (2018), 'Stock Return Prediction with Fully Flexible Models and Coefficients' Heriot-Watt University Discussion Paper. 

Selected Publications

Byrne, J.P., Sakemoto, R. and Xu, B., (2019), ‘Commodity Prices Co-movement: Heterogeneity and the Impact of Time-Varying Fundamentals.’ European Review of Agricultural Economics (forthcoming). 

Byrne, J.P., Lorusso, M. and Xu, B., (2019), 'Oil Prices, Fundamentals and Expectations' CEERP Working Paper number 6. Energy Economics (forthcoming).

Byrne, J.P., Korobilis, D. and Ribeiro, P.J., (2018), 'On the Sources of Uncertainty in Exchange Rate PredictabilityInternational Economic Review, vol. 59(1), pp. 329-357. Working Paper Version.

Byrne, J.P., Ibrahim, B.M. and Sakemoto, R., (2018), 'Common Information in Carry Trade Risk FactorsJournal of International Financial Markets, Institutions and Money, vol. 52, pp. 37-47.

Byrne, J.P., Cao, S. and Korobilis, D., (2017), 'Forecasting the Term Structure of Government Bond Yields in Unstable EnvironmentsJournal of Empirical Finance, vol. 44, pp. 209-225. 

Byrne, J.P. and Fiess, N., (2016), ‘International Capital Flows to Emerging Markets: National and Global Determinants’ Journal of International Money and Finance, vol. 61, pp. 82-100.

Byrne, J.P., Korobilis, D. and Ribeiro, P.J., (2016), ‘Exchange Rate Predictability in a Changing World’ Journal of International Money and Finance, vol. 62, pp. 1-24.

Byrne, J.P., Spaliara, M.-E. and Tsoukas, S., (2016), ‘Firm Survival, Uncertainty and Financial Frictions: Is there a Financial Uncertainty Accelerator?’ Economic Inquiry, vol. 54, pp. 375-390.

Akram Gilal, M. and Byrne, J.P., (2015), ‘Foreign Exchange Market Pressure and Capital Controls’  Journal of International Financial Markets, Institutions and Money, vol. 37, pp. 42-53.

Byrne, J.P., Fazio, G. and Fiess, N., (2013), ‘Primary commodity prices: co-movements, common factors and fundamentals’ Journal of Development Economics, vol. 101, pp. 16-26.

Byrne, J.P., Kontonikas, A. and Montagnoli, A., (2013), ‘International evidence on the New Keynesian Phillips Curve using aggregate and disaggregate data’ Journal of Money, Credit, and Banking, vol. 45, pp. 913-932.

Byrne, J.P., Kortava, E. and MacDonald, R., (2013), ‘A new approach to testing for Pricing-to-Market’ Journal of International Money and Finance, vol. 32, pp. 654-667.

Byrne, J.P., Fazio, G. and Fiess, N., (2012), ‘Interest rate co-movements, global factors and the long end of the term spread’ Journal of Banking and Finance, vol. 36, pp. 183-192.  

Byrne, J.P, Fazio, G. and Fiess N., (2009), ‘The global side of the investment-saving puzzle’ Journal of Money, Credit, and Banking, vol. 41(5), pp. 1033-1040.

Roles & Responsibilities

Professor Byrne is Head of Department for Accountancy, Economics and Finance and a member of the HWU School of Social Sciences Management Board since January 2017. 

Biography

Professor Joseph Byrne has been a Professor of Economics in Heriot-Watt University since 2013. Previously he was Lecturer, Senior Lecturer and Reader in the University of Glasgow (2005-2013). In Glasgow’s Adam Smith Business School (ASBS) he was a member of the School Executive Board and ASBS Director of Postgraduate Research. From 2003 to 2005, he was an Economics Lecturer in the University of Strathclyde. He was employed as a Research Officer and Senior Research Officer in the National Institute of Economic and Social Research (NIESR) in London and worked in NIESR between 2000 and 2003. He has a PhD from the University of Strathclyde, MSc in Economics from the Scottish Graduate Programme in Economics and BA (Hons) in Economics from Strathclyde

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Selected Research Output 2001 2018

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

Byrne, J. P., Kontonikas, A. & Montagnoli, A., Aug 2013, In : Journal of Money, Credit and Banking. 45, 5, p. 913-932 20 p.

Research output: Contribution to journalArticle

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

Byrne, J. P., Fazio, G. & Fiess, N., Mar 2013, In : Journal of Development Economics. 101, p. 16-26 11 p.

Research output: Contribution to journalArticle

A new approach to tests of pricing-to-market

Byrne, J. P., Kortava, E. & MacDonald, R., Feb 2013, In : Journal of International Money and Finance. 32, p. 654-667 14 p.

Research output: Contribution to journalArticle

Interest rate co-movements, global factors and the long end of the term spread

Byrne, J. P., Fazio, G. & Fiess, N., Jan 2012, In : Journal of Banking and Finance. 36, 1, p. 183-192 10 p.

Research output: Contribution to journalArticle

The global side of the investment-saving puzzle

Byrne, J. P., Fazio, G. & Fiess, N., Aug 2009, In : Journal of Money, Credit and Banking. 41, 5, p. 1033-1040 8 p.

Research output: Contribution to journalArticle

Press / Media

Why contract theory won Hart and Holmström the Nobel economics prize

Arnab Bhattacharjee & Joseph Paul Byrne

10/10/1614/10/16

8 items of media coverage, 1 media contribution

Press/Media: Research