Adam Smith Business School

Dr Joseph Byrne

Joseph Byrne
  • Senior Lecturer (Economics)

telephone: 01413304617
email: Joseph.Byrne@glasgow.ac.uk


Select Recent Output

Byrne, J.P. and Fiess, N., (2013) ‘International capital flows to Emerging and Developing Countries: national and global determinants.’ Journal of the Royal Statistical Society – Series A. Revise and Resubmit.

Byrne, J.P., Fazio, G. and Fiess, N., (2013) ‘Primary commodity prices: co-movements, common factors and fundamentals.’ World Bank, Policy Research Working Paper 5578. Journal of Development Economics, vol. 101, pp. 16-26. link

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. Forthcoming. link

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.link

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(1), pp. 183-192. link

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.   link

Research interests

International finance, macroeconomics, financial economics

RePEc: http://ideas.repec.org/e/pby6.html

Google Scholar: "author:joseph author:p author:byrne"

Background

Joe is a Senior Lecturer in Economics and the University of Glasgow Business School's Director of Postgraduate Research.  He joined Glasgow in September 2005, and was previously a Lecturer in the Department of Economics, University of Strathclyde and a Senior Research Officer at the National Institute of Economic and Social Research, London.  He holds an Economics PhD from the University of Strathclyde and further economics degrees from the Universities of Glasgow/Scottish Graduate Programme in Economics (MSc) and Strathclyde (BA Hons).

List all by: Type | Date

Jump to: 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2005 | 2004 | 2003 | 2002 | 2001
Number of items: 26.

2013

Byrne, J., Fazio, G., and Fiess, N. (2013) Primary commodity prices: co-movements, common factors and fundamentals. Journal of Development Economics, 101 . pp. 16-26. ISSN 0304-3878 (doi:10.1016/j.jdeveco.2012.09.002) (In Press)

Byrne, J., 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 . ISSN 0022-2879 (In Press)

Byrne, J., Kortava, E., and MacDonald, R. (2013) A new approach to tests of pricing-to-market. Journal of International Money and Finance . ISSN 0261-5606 (doi:10.1016/j.jimonfin.2012.06.001) (In Press)

Byrne, J.P., and Nagayasu, J. (2013) Common factors of the exchange risk premium in emerging European markets. Bulletin of Economic Research . ISSN 0307-3378 (doi:10.1111/j.1467-8586.2012.00447.x) (In Press)

2012

Byrne, J., 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, 36 (1). pp. 183-192. ISSN 0378-4266 (doi:10.1016/j.jbankfin.2011.07.002)

2011

Byrne, J.P., Fiess, N., and MacDonald, R. (2011) The global dimension to fiscal sustainability. Journal of Macroeconomics, 33 (2). pp. 137-150. ISSN 0164-0704 (doi:10.1016/j.jmacro.2011.01.002)

2010

Byrne, J.P., and Fiess, N. (2010) Euro area inflation: aggregation bias and convergence. Review of World Economics, 146 (2). pp. 339-357. ISSN 1610-2878 (doi:10.1007/s10290-010-0053-y)

Byrne, J.P., and Vecchi, M. (2010) Does labour productivity flow across industries: Estimation robust to cross sectional heterogeneity and cross sectional correlation. Applied Economics Letters, 17 (2). pp. 111-115. ISSN 1350-4851 (doi:10.1080/13504850701719967)

Byrne, J.P., Kontonikas, A., and Montagnoli, A. (2010) The time series properties of UK inflation: Evidence from aggregate and disaggregate data. Scottish Journal of Political Economy, 57 (1). pp. 33-47. ISSN 0036-9292 (doi:10.1111/j.1467-9485.2009.00505.x)

Byrne, J.P., Fazio, G., and Fiess, N. (2010) Domestic vs. international correlations of interest rates maturities. Economics Bulletin, 30 (2). pp. 1082-1090. ISSN 1545-2921

Byrne, J.P., and Nagayasu, J. (2010) Structural breaks in the real exchange rate and real interest rate relationship. Global Finance Journal, 21 (2). pp. 138-151. ISSN 1044-0283 (doi:10.1016/j.gfj.2010.06.002)

2009

Byrne, J.P., Fazio, G., and Piacentino, D. (2009) Total Factor Productivity convergence amongst Italian regions: some evidence from panel unit root tests. Regional Studies, 43 . pp. 63-76. ISSN 0034-3404 (doi:10.1080/00343400701654137 )

Byrne, J.P., Fazio, G., and Fiess, N. (2009) The global side of the investment-saving puzzle. Journal of Money, Credit, and Banking, 41 (5). pp. 1033-1040. ISSN 0022-2879 (doi:10.1111/j.1538-4616.2009.00244.x)

2008

Byrne, J.P., Darby, J., and MacDonald, R. (2008) US trade and exchange rate volatility: a real sectoral bilateral analysis. Journal of Macroeconomics, 30 (1). pp. 238-259. ISSN 0164-0704 (doi:10.1016/j.jmacro.2006.08.002)

2007

Byrne, J.P., and Perman, R. (2007) Unit roots and structural breaks: a survey of the literature. In: Bhaskara Rao, B. (ed.) Cointegration for the Applied Economist. Palgrave Macmillan, Basingstoke, UK. ISBN 9781403996145

2005

Byrne, J, and Davis, E.P. (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, 67 (3). pp. 307-330. (doi:10.1111/j.1468-0084.2005.00121.x)

Byrne, J., and Davis, E.P. (2005) Investment and Uncertainty in the G7. Review of World Economics, 141 (1). pp. 1-32. (doi:10.1007/s10290-005-0013-0)

2004

Barrell, R., Becker, B., Byrne, J, Gottschalk, S., Hurst, A.I., and Van Welsum, D. (2004) Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses. Economic Modelling, 21 (5). pp. 877-931. (doi:10.1016/j.econmod.2003.10.005)

Byrne, J, and Davis, E.P. (2004) Permanent and temporary inflation uncertainty and investment in the United States. Economics Letters, 85 (2). pp. 271-277. (doi:10.1016/j.econlet.2004.04.015)

2003

Ashworth, P., and Byrne, J. (2003) Some international evidence on price determination: a non-stationary panel approach. Economic Modelling, 20 (4). pp. 809-838. (doi:10.1016/S0264-9993(02)00036-6)

Barrell, R., Byrne, J, and Dury, K. (2003) The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe. Economic Modelling, 20 (2). pp. 275-299. (doi:10.1016/S0264-9993(02)00054-8)

Byrne, J, and Davis, E.P. (2003) Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7. Oxford Bulletin of Economics and Statistics, 65 (2). pp. 197-220. (doi:10.1111/1468-0084.00044)

Byrne, J., and Davis, E.P. (2003) Financial Structure: An Investigation of Sectoral Balance Sheets in the G7. Series: National Institute of Economic and Social Research (Series) , 43 . Cambridge University Press, Cambridge. ISBN 9780521831802

2002

Blake, A.P., and Byrne, J.P. (2002) Sterling, the Euro and the Dollar. National Institute Economic Review, 181 (1). pp. 44-46. ISSN 0027-9501 (doi:10.1177/002795010218100107)

Byrne, J, and Davis, E.P. (2002) A comparison of balance sheet structures in major EU countries. National Institute Economic Review, 180 . pp. 83-95.

2001

Holland, D., Barrell, R., Dury, K., Byrne, J.P., and Hurst, I. (2001) Interdependecy and the EMU Outsiders. In: Nilson, H. (ed.) Britain and Scandinavia: Four North European States in the Gravitation Field of the EMU. Europa Idag. ISBN 0804-3485

This list was generated on Thu Mar 14 20:44:23 2013 GMT.
Jump to: Article | Book | Book Section
Number of items: 26.

Article

Byrne, J., Fazio, G., and Fiess, N. (2013) Primary commodity prices: co-movements, common factors and fundamentals. Journal of Development Economics, 101 . pp. 16-26. ISSN 0304-3878 (doi:10.1016/j.jdeveco.2012.09.002) (In Press)

Byrne, J., 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 . ISSN 0022-2879 (In Press)

Byrne, J., Kortava, E., and MacDonald, R. (2013) A new approach to tests of pricing-to-market. Journal of International Money and Finance . ISSN 0261-5606 (doi:10.1016/j.jimonfin.2012.06.001) (In Press)

Byrne, J.P., and Nagayasu, J. (2013) Common factors of the exchange risk premium in emerging European markets. Bulletin of Economic Research . ISSN 0307-3378 (doi:10.1111/j.1467-8586.2012.00447.x) (In Press)

Byrne, J., 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, 36 (1). pp. 183-192. ISSN 0378-4266 (doi:10.1016/j.jbankfin.2011.07.002)

Byrne, J.P., Fiess, N., and MacDonald, R. (2011) The global dimension to fiscal sustainability. Journal of Macroeconomics, 33 (2). pp. 137-150. ISSN 0164-0704 (doi:10.1016/j.jmacro.2011.01.002)

Byrne, J.P., and Fiess, N. (2010) Euro area inflation: aggregation bias and convergence. Review of World Economics, 146 (2). pp. 339-357. ISSN 1610-2878 (doi:10.1007/s10290-010-0053-y)

Byrne, J.P., and Vecchi, M. (2010) Does labour productivity flow across industries: Estimation robust to cross sectional heterogeneity and cross sectional correlation. Applied Economics Letters, 17 (2). pp. 111-115. ISSN 1350-4851 (doi:10.1080/13504850701719967)

Byrne, J.P., Kontonikas, A., and Montagnoli, A. (2010) The time series properties of UK inflation: Evidence from aggregate and disaggregate data. Scottish Journal of Political Economy, 57 (1). pp. 33-47. ISSN 0036-9292 (doi:10.1111/j.1467-9485.2009.00505.x)

Byrne, J.P., Fazio, G., and Fiess, N. (2010) Domestic vs. international correlations of interest rates maturities. Economics Bulletin, 30 (2). pp. 1082-1090. ISSN 1545-2921

Byrne, J.P., and Nagayasu, J. (2010) Structural breaks in the real exchange rate and real interest rate relationship. Global Finance Journal, 21 (2). pp. 138-151. ISSN 1044-0283 (doi:10.1016/j.gfj.2010.06.002)

Byrne, J.P., Fazio, G., and Piacentino, D. (2009) Total Factor Productivity convergence amongst Italian regions: some evidence from panel unit root tests. Regional Studies, 43 . pp. 63-76. ISSN 0034-3404 (doi:10.1080/00343400701654137 )

Byrne, J.P., Fazio, G., and Fiess, N. (2009) The global side of the investment-saving puzzle. Journal of Money, Credit, and Banking, 41 (5). pp. 1033-1040. ISSN 0022-2879 (doi:10.1111/j.1538-4616.2009.00244.x)

Byrne, J.P., Darby, J., and MacDonald, R. (2008) US trade and exchange rate volatility: a real sectoral bilateral analysis. Journal of Macroeconomics, 30 (1). pp. 238-259. ISSN 0164-0704 (doi:10.1016/j.jmacro.2006.08.002)

Byrne, J, and Davis, E.P. (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, 67 (3). pp. 307-330. (doi:10.1111/j.1468-0084.2005.00121.x)

Byrne, J., and Davis, E.P. (2005) Investment and Uncertainty in the G7. Review of World Economics, 141 (1). pp. 1-32. (doi:10.1007/s10290-005-0013-0)

Barrell, R., Becker, B., Byrne, J, Gottschalk, S., Hurst, A.I., and Van Welsum, D. (2004) Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses. Economic Modelling, 21 (5). pp. 877-931. (doi:10.1016/j.econmod.2003.10.005)

Byrne, J, and Davis, E.P. (2004) Permanent and temporary inflation uncertainty and investment in the United States. Economics Letters, 85 (2). pp. 271-277. (doi:10.1016/j.econlet.2004.04.015)

Ashworth, P., and Byrne, J. (2003) Some international evidence on price determination: a non-stationary panel approach. Economic Modelling, 20 (4). pp. 809-838. (doi:10.1016/S0264-9993(02)00036-6)

Barrell, R., Byrne, J, and Dury, K. (2003) The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe. Economic Modelling, 20 (2). pp. 275-299. (doi:10.1016/S0264-9993(02)00054-8)

Byrne, J, and Davis, E.P. (2003) Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7. Oxford Bulletin of Economics and Statistics, 65 (2). pp. 197-220. (doi:10.1111/1468-0084.00044)

Blake, A.P., and Byrne, J.P. (2002) Sterling, the Euro and the Dollar. National Institute Economic Review, 181 (1). pp. 44-46. ISSN 0027-9501 (doi:10.1177/002795010218100107)

Byrne, J, and Davis, E.P. (2002) A comparison of balance sheet structures in major EU countries. National Institute Economic Review, 180 . pp. 83-95.

Book

Byrne, J., and Davis, E.P. (2003) Financial Structure: An Investigation of Sectoral Balance Sheets in the G7. Series: National Institute of Economic and Social Research (Series) , 43 . Cambridge University Press, Cambridge. ISBN 9780521831802

Book Section

Byrne, J.P., and Perman, R. (2007) Unit roots and structural breaks: a survey of the literature. In: Bhaskara Rao, B. (ed.) Cointegration for the Applied Economist. Palgrave Macmillan, Basingstoke, UK. ISBN 9781403996145

Holland, D., Barrell, R., Dury, K., Byrne, J.P., and Hurst, I. (2001) Interdependecy and the EMU Outsiders. In: Nilson, H. (ed.) Britain and Scandinavia: Four North European States in the Gravitation Field of the EMU. Europa Idag. ISBN 0804-3485

This list was generated on Thu Mar 14 20:44:23 2013 GMT.

Joe Byrne has worked jointly on the following research grants:

Blake, A., Byrne, J.P., Weale, M. (2001). Nowcasting with Disaggregate Employee Employment Data. Eurostat, Luxembourg; €30,000. Co-Investigator. Principal Investigator: M. Weale.

Barrell, R., Byrne, J.P., Davis, E.P. (2001). The Structure and Determinants of Financing Patterns in the G7 Countries. Commissariat Général du Plan, Paris, France; £17,000. Co-Investigator. Principal Investigator: R. Barrell/E.P. Davis.

Barrell, R., Byrne, J.P. and Dury, K. (2000). Do (Small) Differences Matter? The Structure and Consequence of Macroeconomic Differences Between Members of the Economic and Monetary Union. Economic and Social Research Council, Research Grant Report (R022250166; £88,042). Co-Investigator. Principal Investigator: R. Barrell.

Pain, N., Byrne, J.P. and Ashworth, P. (2003). Networks, Multinational Firms and UK Export Performance. Economic and Social Research Council, Research Grant Report (R000223590; £41,040). Co-Investigator. Principal Investigator: N.Pain.

 

Current PhD students

Marzieh Assadi

Thesis title: The effect of fiscal and monetary policies disturbances on the term structure of interest rates in closed and open economies".
Co-supervisor - Professor Ronald MacDonald

Shuo Cao

Thesis title: Yield Curve Analysis
Co-supervisor - Dr Dimitris Korobilis

Muhammad Kashif

Thesis title: Technological spillovers for foreign capital in models of economic growth.
Co-supervisor - Dr Antonios Siganos

Kaneez Fatima

Thesis title: Globalization and monetary policy.
Co-supervisor - Dr A Kontonikas

Ekaterina Kortava

Thesis title: Destination country’s currency pegging and exporters’ price-setting behaviour: a non-linear approach.
Co-supervisor - Professor Ronald MacDonald

Qamarullah Bin Tariq Islam

Thesis title: Causal relationships between financial development and economic growth in Bangladesh, India and Pakistan
Co-supervisor - Dr Alberto Paloni

Xuxin Mao

Thesis title: Foreign Exchange Intervention
Co-supervisor - Professor Ronald MacDonald

Pinho Ribero

Thesis title: FX Forecasting
Co-supervisor - Dr Dimitris Korobilis

Vlad-Victor Barnaure

Thesis title: Equilibrium exchange rate models in transition economies.
Co-supervisor: Professor Ronald MacDonald

Sisir Ramanan

Thesis title: Monetary policy and financial stability.
Co-supervisor: Professor Ronald MacDonald

Undergraduate Honours: Government and the Economy; International Finance (course coordinator)

Postgraduate: International Finance and Money (course coordinator); Monetary Policy and the Role of Central Banks (course coordinator)

Referee activities

Applied Economics, Canadian Journal, Economic Inquiry, Economica, Journal of Banking and Finance, Journal of Economic Surveys, Journal of International Development, Journal of International Economics, Journal of International Money and Finance, Journal of Money, Credit, and Banking (x2), Journal of Macroeconomics (x2), Journal of the Royal Statistical Society - Series A, Oxford Bulletin of Economics and Statistics (x2), Oxford Economic Papers (x2), Oxford University Press (Publishers), Pearson Education (Publishers), Review of World Economics (x2), Scandinavian Journal of Economics, Scottish Journal of Political Economy (x2), Southern Economic Journal and World Economy.