IDEAS home Printed from https://ideas.repec.org/e/pby6.html
   My authors  Follow this author

Joseph P. Byrne

Personal Details

First Name:Joseph
Middle Name:P.
Last Name:Byrne
Suffix:
RePEc Short-ID:pby6
[This author has chosen not to make the email address public]
https://pureportal.strath.ac.uk/en/persons/joseph-byrne
Department of Economics, Strathclyde Business School, University of Strathclyde, 199 Cathedral Street, Glasgow G4 0QU United Kingdom

Affiliation

Economics Department
University of Strathclyde

Glasgow, United Kingdom
http://www.strath.ac.uk/Departments/Economics/
RePEc:edi:edstruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong, 2020. "Asset Prices and Capital Share Risks: Theory and Evidence," Papers 2006.14023, arXiv.org.
  2. Joseph, Byrne & Sakemoto, Ryuta, 2020. "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper 99497, University Library of Munich, Germany.
  3. Joseph P Byrne & Erkal Ersoy, 2020. "Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis," CEERP Working Paper Series 012, Centre for Energy Economics Research and Policy, Heriot-Watt University.
  4. Joseph P. Byrne & Marco Lorusso & Bing Xu, 2017. "Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations," CEERP Working Paper Series 006, Centre for Energy Economics Research and Policy, Heriot-Watt University.
  5. Byrne, Joseph P & Sakemoto, Ryuta & Xu, Bing, 2017. "Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals," MPRA Paper 80791, University Library of Munich, Germany.
  6. Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017. "The Time-Varying Risk Price of Currency Carry Trades," MPRA Paper 80788, University Library of Munich, Germany.
  7. Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017. "Carry Trades and Commodity Risk Factors," MPRA Paper 80789, University Library of Munich, Germany.
  8. Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2016. "Common Information in Carry Trade Risk Factors," MPRA Paper 75367, University Library of Munich, Germany.
  9. Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
  10. Byrne, Joseph & Fu, Rong, 2016. "Stock Return Prediction with Fully Flexible Models and Coefficients," MPRA Paper 75366, University Library of Munich, Germany.
  11. P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  12. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers 2015-75, Scottish Institute for Research in Economics (SIRE).
  13. Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
  14. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
  15. Byrne, Joseph P & Spaliara, Marina-Eliza & Serafeim, Tsoukas, 2014. "Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?," SIRE Discussion Papers 2015-62, Scottish Institute for Research in Economics (SIRE).
  16. Byrne, Joseph P & Nagayasu, Jun, 2011. "Common factors of the exchange risk premium in emerging European markets," MPRA Paper 31393, University Library of Munich, Germany.
  17. Byrne, Joseph P. & Fiess, Norbert, 2011. "International Capital Flows to Emerging and Developing Countries: National and Global Determinants," SIRE Discussion Papers 2011-03, Scottish Institute for Research in Economics (SIRE).
  18. Byrne, Joseph P. & Kaneez, Fatima & Kontonikas, Alexandros, 2010. "IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility," SIRE Discussion Papers 2010-05, Scottish Institute for Research in Economics (SIRE).
  19. Byrne, Joseph P. & Chavali, Aditya S. & Kontonikas, Alexandros, 2010. "Exchange rate pass through to import prices: panel evidence from emerging market economies," SIRE Discussion Papers 2010-46, Scottish Institute for Research in Economics (SIRE).
  20. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," SIRE Discussion Papers 2010-24, Scottish Institute for Research in Economics (SIRE).
  21. Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," SIRE Discussion Papers 2010-57, Scottish Institute for Research in Economics (SIRE).
  22. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Primary commodity prices: co-movements, common factors and fundamentals," Working Papers 2010_27, Business School - Economics, University of Glasgow.
  23. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," SIRE Discussion Papers 2008-52, Scottish Institute for Research in Economics (SIRE).
  24. Byrne, Joseph P. & Nagayasu, Jun, 2008. "Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets," SIRE Discussion Papers 2008-49, Scottish Institute for Research in Economics (SIRE).
  25. Byrne, Joseph P. & Fiess, Norbert & MacDonald, Ronald, 2008. "The Global Dimension to Fiscal Sustainability," SIRE Discussion Papers 2008-14, Scottish Institute for Research in Economics (SIRE).
  26. Byrne, Joseph P. & Fiess, Norbert & Fazio, Giorgio, 2008. "The Global Side of the Investment-Savings Puzzle," SIRE Discussion Papers 2008-22, Scottish Institute for Research in Economics (SIRE).
  27. Joseph P. Byrne & Norbert Fiess, 2007. "Euro Area Inflation: Aggregation Bias and Convergence," Working Papers 2007_41, Business School - Economics, University of Glasgow.
  28. Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2007. "Unit Roots in Inflation and Aggregation Bias," Working Papers 2007_07, Business School - Economics, University of Glasgow.
  29. Joseph P. Byrne & Julia Darby & Ronald MacDonald, 2006. "US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis," Working Papers 2006_9, Business School - Economics, University of Glasgow.
  30. Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Business School - Economics, University of Glasgow.
  31. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2005. "Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence," ERSA conference papers ersa05p591, European Regional Science Association.
  32. Byrne, Joseph B & E. Philip Davis, 2003. "Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries," Royal Economic Society Annual Conference 2003 34, Royal Economic Society.
  33. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Economics and Finance Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  34. Byrne, Joseph P & Davis, E Philip, 2002. "Investment and Uncertainty in the G7," MPRA Paper 78956, University Library of Munich, Germany.
  35. Andrew Blake, 1999. "An Artificial Neural Network System of Leading Indicators," National Institute of Economic and Social Research (NIESR) Discussion Papers 144, National Institute of Economic and Social Research.
  36. P E Hart, 1998. "Job creation and destruction in the corporate sector: the relative importance of births, deaths and..," National Institute of Economic and Social Research (NIESR) Discussion Papers 134, National Institute of Economic and Social Research.
  37. Joseph Byrne & Ryuta Sakemoto, "undated". "Commodity Correlation Risk," Working Papers 22-11, University of Strathclyde Business School, Department of Economics.

Articles

  1. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022. "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, vol. 124(C).
  2. Byrne, Joseph P. & Sakemoto, Ryuta, 2021. "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  3. Joseph P Byrne & Ryuta Sakemoto & Bing Xu, 2020. "Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals [Oil price shocks and the stock market: evidence from Japan]," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 47(2), pages 499-528.
  4. Byrne, Joseph P. & Lorusso, Marco & Xu, Bing, 2019. "Oil prices, fundamentals and expectations," Energy Economics, Elsevier, vol. 79(C), pages 59-75.
  5. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019. "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 121-129.
  6. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019. "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
  7. Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  8. Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2018. "Common information in carry trade risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 37-47.
  9. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
  10. Byrne, Joseph P. & Fiess, Norbert, 2016. "International capital flows to emerging markets: National and global determinants," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 82-100.
  11. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  12. Joseph P. Byrne & Marina-Eliza Spaliara & Serafeim Tsoukas, 2016. "Firm Survival, Uncertainty, And Financial Frictions: Is There A Financial Uncertainty Accelerator?," Economic Inquiry, Western Economic Association International, vol. 54(1), pages 375-390, January.
  13. Akram, Gilal Muhammad & Byrne, Joseph P., 2015. "Foreign exchange market pressure and capital controls," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 42-53.
  14. Byrne, Joseph P. & Kortava, Ekaterina & MacDonald, Ronald, 2013. "A new approach to tests of pricing-to-market," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 654-667.
  15. Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
  16. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2013. "Primary commodity prices: Co-movements, common factors and fundamentals," Journal of Development Economics, Elsevier, vol. 101(C), pages 16-26.
  17. Byrne, Joseph P. & Fazio, Giorgio & Fiess, Norbert, 2012. "Interest rate co-movements, global factors and the long end of the term spread," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 183-192.
  18. Joseph P. Byrne & Jun Nagayasu, 2012. "Common Factors Of The Exchange Risk Premium In Emerging European Markets," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages 71-85, December.
  19. Byrne, Joseph P. & Fiess, Norbert & MacDonald, Ronald, 2011. "The global dimension to fiscal sustainability," Journal of Macroeconomics, Elsevier, vol. 33(2), pages 137-150, June.
  20. Joseph P Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Domestic vs. International Correlations of Interest Rate Maturities," Economics Bulletin, AccessEcon, vol. 30(2), pages 1082-1090.
  21. Joseph P. Byrne & Michela Vecchi, 2010. "Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation," Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 111-115, January.
  22. Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
  23. Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "The Time‐Series Properties Of Uk Inflation: Evidence From Aggregate And Disaggregate Data," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 33-47, February.
  24. Joseph Byrne & Norbert Fiess, 2010. "Euro area inflation: aggregation bias and convergence," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(2), pages 339-357, June.
  25. Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2009. "The Global Side of the Investment-Saving Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 1033-1040, August.
  26. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2009. "Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests," Regional Studies, Taylor & Francis Journals, vol. 43(1), pages 63-76.
  27. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 238-259, March.
  28. Joseph P. Byrne & E. Philip Davis, 2005. "The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 307-329, June.
  29. Joseph P. Byrne & E. Philip Davis, 2005. "Investment and Uncertainty in the G7," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
  30. Barrell, Ray & Becker, Bettina & Byrne, Joseph & Gottschalk, Sylvia & Hurst, Ian & van Welsum, Desiree, 2004. "Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses," Economic Modelling, Elsevier, vol. 21(5), pages 877-931, September.
  31. Byrne, Joseph P. & Davis, E. Philip, 2004. "Permanent and temporary inflation uncertainty and investment in the United States," Economics Letters, Elsevier, vol. 85(2), pages 271-277, November.
  32. Ashworth, Paul & Byrne, Joseph P., 2003. "Some international evidence on price determination: a non-stationary panel approach," Economic Modelling, Elsevier, vol. 20(4), pages 809-838, July.
  33. Joseph P. Byrne & E. Philip Davis, 2003. "Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 197-220, May.
  34. Barrell, Ray & Byrne, Joseph P. & Dury, Karen, 2003. "The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe," Economic Modelling, Elsevier, vol. 20(2), pages 275-299, March.
  35. Blake, Andrew P. & Byrne, Joseph P., 2002. "Sterling, the Euro and the Dollar," National Institute Economic Review, National Institute of Economic and Social Research, vol. 181, pages 44-46, July.
  36. Byrne, Joseph P. & Davis, E. Philip, 2002. "A Comparison of Balance Sheet Structures in Major EU Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 180, pages 83-95, April.

Books


    RePEc:cup:cbooks:9780521831802 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 40 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (23) 2007-05-26 2007-11-17 2010-04-17 2010-07-31 2010-11-27 2014-02-21 2014-03-01 2014-03-15 2014-09-29 2014-11-17 2014-12-08 2015-05-02 2015-08-13 2015-08-19 2015-08-30 2016-01-29 2016-12-04 2017-06-25 2017-08-20 2017-08-20 2017-08-20 2020-08-17 2020-12-14. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (10) 2008-11-18 2008-11-18 2010-11-27 2011-02-12 2011-03-12 2011-06-18 2012-05-15 2014-02-21 2014-03-01 2014-09-29. Author is listed
  3. NEP-CBA: Central Banking (9) 2006-10-28 2007-05-26 2007-11-17 2008-11-18 2010-04-17 2010-07-31 2014-03-01 2014-03-15 2014-09-29. Author is listed
  4. NEP-IFN: International Finance (9) 2003-07-21 2004-07-11 2004-07-18 2008-11-18 2008-11-18 2011-02-12 2011-06-18 2012-05-15 2016-12-04. Author is listed
  5. NEP-FOR: Forecasting (8) 2014-02-21 2014-03-01 2014-03-15 2014-09-29 2014-11-17 2014-12-08 2015-08-13 2016-12-11. Author is listed
  6. NEP-MON: Monetary Economics (8) 2007-05-26 2007-11-17 2010-04-17 2012-05-15 2014-02-21 2014-03-01 2014-03-15 2014-09-29. Author is listed
  7. NEP-ORE: Operations Research (8) 2014-03-01 2015-05-02 2015-08-13 2016-12-11 2020-04-27 2020-07-20 2020-08-17 2020-12-14. Author is listed
  8. NEP-FMK: Financial Markets (5) 2015-08-19 2016-12-04 2020-04-27 2020-07-20 2020-08-17. Author is listed
  9. NEP-ECM: Econometrics (4) 2006-10-21 2007-05-26 2015-05-02 2016-12-11
  10. NEP-INT: International Trade (4) 2006-10-28 2014-02-21 2014-03-01 2014-03-15
  11. NEP-RMG: Risk Management (4) 2016-12-11 2020-04-27 2020-07-20 2020-08-17
  12. NEP-ENE: Energy Economics (3) 2017-06-25 2017-08-20 2020-12-14
  13. NEP-UPT: Utility Models and Prospect Theory (3) 2014-11-17 2020-07-20 2020-08-17
  14. NEP-BEC: Business Economics (2) 2015-08-30 2016-01-29
  15. NEP-CFN: Corporate Finance (2) 2015-08-30 2016-01-29
  16. NEP-EEC: European Economics (2) 2007-11-17 2011-06-18
  17. NEP-FIN: Finance (2) 2004-07-11 2004-07-18
  18. NEP-GER: German Papers (2) 2014-09-29 2015-08-30
  19. NEP-AGR: Agricultural Economics (1) 2017-08-20
  20. NEP-DEV: Development (1) 2011-02-12
  21. NEP-EFF: Efficiency and Productivity (1) 2006-02-05
  22. NEP-ETS: Econometric Time Series (1) 2006-10-21
  23. NEP-GEO: Economic Geography (1) 2006-02-05

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Joseph P. Byrne should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.