• EH14 4AS

    United Kingdom

Accepting PhD Students

PhD projects

Economics; Finance; International Finance; Exchange Rates; Primary Commodity Prices; Co-movement; Empirical Macroeconomics; Macro-Finance; Consumption; Investment.

20012020

Research output per year

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Research Output

2020

Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals

Byrne, J. P., Sakemoto, R. & Xu, B., Apr 2020, In : European Review of Agricultural Economics. 47, 2, p. 499-528 30 p.

Research output: Contribution to journalArticle

2019

Carry trades and commodity risk factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Sep 2019, In : Journal of International Money and Finance. 96, p. 121-129 9 p.

Research output: Contribution to journalArticle

Decomposing global yield curve co-movement

Byrne, J. P., Cao, S. & Korobilis, D., Sep 2019, In : Journal of Banking and Finance. 106, p. 500-513 14 p.

Research output: Contribution to journalArticle

Decomposing Global Yield Curve Co-Movement

Byrne, J. P., Cao, S. & Korobilis, D., Sep 2019, In : Journal of Banking and Finance. 106, p. 500-513 14 p.

Research output: Contribution to journalArticle

Oil Prices, Fundamentals and Expectations

Byrne, J. P., Lorusso, M. & Xu, B., Mar 2019, In : Energy Economics. 79, p. 59-75 17 p.

Research output: Contribution to journalArticle

Open Access
File
37 Downloads (Pure)
2018

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., Jan 2018, In : Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.

Research output: Contribution to journalArticle

Open Access
File
29 Downloads (Pure)

On the Sources of Uncertainty in Exchange Rate Predictability

Byrne, J. P., Korobilis, D. & Ribeiro, P. J., Feb 2018, In : International Economic Review. 59, 1, p. 329–357 29 p.

Research output: Contribution to journalArticle

Open Access
File
2017

Carry Trades and Commodity Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R., 14 Aug 2017, (MPRA Working Paper; no. 80789).

Research output: Working paperDiscussion paper

File
26 Downloads (Pure)

Financial Integration in a Changing World

Byrne, J. P., Eross, A. & Fu, R., 15 Nov 2017.

Research output: Working paper

File
20 Downloads (Pure)

Forecasting the term structure of government bond yields in unstable environments

Byrne, J. P., Cao, S. & Korobilis, D., Dec 2017, In : Journal of Empirical Finance. 44, p. 209-225 17 p.

Research output: Contribution to journalArticle

Open Access
File
37 Downloads (Pure)

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

File
20 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

File
48 Downloads (Pure)

Decomposing Global Yield Curve Co-Movement

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

Research output: Working paperDiscussion paper

File
48 Downloads (Pure)

Exchange rate predictability in a changing world

Byrne, J. P., Korobilis, D. & Ribeiro, P. J., Apr 2016, In : Journal of International Money and Finance. 62, p. 1-24 24 p.

Research output: Contribution to journalArticle

Open Access
File
52 Downloads (Pure)

Firm survival, uncertainty, and financial frictions: Is there a financial uncertainty accelerator?

Byrne, J. P., Spaliara, M-E. & Tsoukas, S., Jan 2016, In : Economic Inquiry. 54, 1, p. 375-390 16 p.

Research output: Contribution to journalArticle

Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?

Byrne, J. P., Spaliara, M-E. & Tsoukas, S., Jan 2016, In : Economic Inquiry. 54, 1, p. 375-390 16 p.

Research output: Contribution to journalArticle

International capital flows to emerging markets: National and global determinants

Byrne, J. P. & Fiess, N., Mar 2016, In : Journal of International Money and Finance. 61, p. 82-100 19 p.

Research output: Contribution to journalArticle

Stock Return Prediction with Fully Flexible Models and Coefficients

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

Research output: Working paperDiscussion paper

File
28 Downloads (Pure)

Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty

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

Research output: Working paperDiscussion paper

File
14 Downloads (Pure)
2015

Foreign exchange market pressure and capital controls

Akram, G. M. & Byrne, J. P., Jul 2015, In : Journal of International Financial Markets, Institutions and Money. 37, p. 42-53 12 p.

Research output: Contribution to journalArticle

File
815 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
File
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
File
28 Downloads (Pure)
2013

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

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

2012

Common factors of the exchange risk premium in emerging European markets

Byrne, J. P. & Nagayasu, J., Dec 2012, In : Bulletin of Economic Research. 64, s1, p. s71-s85 15 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

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

File
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
File
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
File
11 Downloads (Pure)

The global dimension to fiscal sustainability

Byrne, J. P., Fiess, N. & MacDonald, R., Jun 2011, In : Journal of Macroeconomics. 33, 2, p. 137-150 14 p.

Research output: Contribution to journalArticle

2010

Euro area inflation: aggregation bias and convergence

Byrne, J. P. & Fiess, N., 1 Jun 2010, In : Review of World Economics. 146, 2, p. 339-357 19 p.

Research output: Contribution to journalArticle

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
File
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

File
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

File
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
File
14 Downloads (Pure)

Structural breaks in the real exchange rate and real interest rate relationship

Byrne, J. P. & Nagayasu, J., 2010, In : Global Finance Journal. 21, 2, p. 138-151 14 p.

Research output: Contribution to journalArticle

The time-series properties of UK inflation: evidence from aggregate and disaggregate data

Byrne, J. P., Kontonikas, A. & Montagnoli, A., Feb 2010, In : Scottish Journal of Political Economy. 57, 1, p. 33-47 15 p.

Research output: Contribution to journalArticle

2009

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

Total factor productivity convergence among Italian regions: some evidence from panel unit root tests

Byrne, J. P., Fazio, G. & Piacentino, D., 2009, In : Regional Studies. 43, 1, p. 63-76 14 p.

Research output: Contribution to journalArticle

2008

US trade and exchange rate volatility: A real sectoral bilateral analysis

Byrne, J. P., Darby, J. & MacDonald, R., Mar 2008, In : Journal of Macroeconomics. 30, 1, p. 238-259 22 p.

Research output: Contribution to journalArticle

2007

Unit roots and structural breaks: a survey of the literature

Byrne, J. P. & Perman, R., 2007, Cointegration for the Applied Economist. Bhasjara Rao, B. (ed.). Basingstoke: Palgrave Macmillan

Research output: Chapter in Book/Report/Conference proceedingChapter

2005

Investment and Uncertainty in the G7

Byrne, J. P. & Davis, E. P., Apr 2005, In : Review of World Economics. 141, 1, p. 1-32 32 p.

Research output: Contribution to journalArticle

2004

Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses

Barrell, R., Becker, B., Byrne, J. P., Gottschalk, S., Hurst, I. & van Welsum, D., Sep 2004, In : Economic Modelling. 21, 5, p. 877-931 55 p.

Research output: Contribution to journalArticle

Permanent and temporary inflation uncertainty and investment in the United States

Byrne, J. P. & Davis, E. P., Nov 2004, In : Economics Letters. 85, 2, p. 271-277 7 p.

Research output: Contribution to journalArticle

2003

Disaggregate wealth and aggregate consumption: an investigation of empirical relationships for the G7

Byrne, J. P. & Davis, E. P., May 2003, In : Oxford Bulletin of Economics and Statistics. 65, 2, p. 197-220 24 p.

Research output: Contribution to journalArticle

Financial Structure: An Investigation of Sectoral Balance Sheets in the G7

Byrne, J. P. & Davis, E. P., 2003, Cambridge University Press. 242 p. (Economic and Social Studies; vol. 43)

Research output: Book/ReportBook