Joseph P. Byrne
Economics and Econometrics · 2005–2018
A researcher in the Science corpus: 5 papers; trusts 30 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 72 citations into it; #12,850 of 23,481 by trust here, #19,308 by citations
- Finance — 46 citations into it; #9,296 of 10,518 by trust here, #9,725 by citations
- Management Science and Operations Research — 7 citations into it
Whom Joseph P. Byrne trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- L. Serven
- Luis Servn
- Todd E. Clark
- David C. Ribar
- Serena Ng
- Ken West
- Harald Hau
- Silvana Tenreyro
- Barbara Rossi
Who trusts Joseph P. Byrne overall
- Christopher F. Baum
- Maria Sole Pagliari
- Mustafa Onur Çaglayan
- S. Hannan
- Achouak Barguellil
- Andreas Stephan
Papers from Joseph P. Byrne's perspective
Ordered by how strongly the researchers Joseph P. Byrne trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
- Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- A Reality Check for Data Snooping
- One money, one market : the effect of common currencies on trade
- Forecasting Output and Inflation: The Role of Asset Prices
- Asymptotic Inference about Predictive Ability
- Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
- Forecast comparisons in unstable environments
Their papers
- Investment and Uncertainty in the G7 (2005) — 136 citations
- International capital flows to emerging markets: National and global determinants (2016) — 114 citations
- On the sources of uncertainty in exchange rate predictability (2018) — 63 citations
- Exchange rate predictability in a changing world (2014) — 78 citations
- US trade and exchange rate volatility: a real sectoral bilateral analysis (2008) — 123 citations