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Joseph P. Byrne

Global rank #7123 91%

Institution: University of Strathclyde

Primary Field: International (weighted toward more recent publications)

Homepage: https://pureportal.strath.ac.uk/en/persons/joseph-byrne

First Publication: 2003

Most Recent: 2024

RePEc ID: pby6 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.68 0.00 1.68
Last 10 Years 0.00 0.67 5.36 0.00 7.04
All Time 0.00 1.34 10.05 0.00 14.58

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 15.15

Publications (20)

Year Article Journal Tier Authors
2024 Decomposing Uncertainty in Macro-Finance Term Structure Models Review of Asset Pricing Studies B 2
2022 The time-varying risk price of currency portfolios Journal of International Money and Finance B 3
2019 Oil prices, fundamentals and expectations Energy Economics A 3
2019 Decomposing global yield curve co-movement Journal of Banking & Finance B 3
2019 Carry trades and commodity risk factors Journal of International Money and Finance B 3
2018 ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY International Economic Review B 3
2016 FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? Economic Inquiry C 3
2016 International capital flows to emerging markets: National and global determinants Journal of International Money and Finance B 2
2016 Exchange rate predictability in a changing world Journal of International Money and Finance B 3
2013 Primary commodity prices: Co-movements, common factors and fundamentals Journal of Development Economics A 3
2013 A new approach to tests of pricing-to-market Journal of International Money and Finance B 3
2013 International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data Journal of Money, Credit, and Banking B 3
2012 Interest rate co-movements, global factors and the long end of the term spread Journal of Banking & Finance B 3
2009 The Global Side of the Investment‐Saving Puzzle Journal of Money, Credit, and Banking B 3
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 B 2
2004 Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses Economic Modeling C 6
2004 Permanent and temporary inflation uncertainty and investment in the United States Economics Letters C 2
2003 The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe Economic Modeling C 3
2003 Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 Oxford Bulletin of Economics and Statistics B 2
2003 Some international evidence on price determination: a non-stationary panel approach Economic Modeling C 2