Jamie Cross
Assistant Professor
Dr Jamie L. Cross is an Assistant Professor of Econometrics & Statistics at the Melbourne Business School, University of Melbourne.
He completed his PhD at the Australian National University (ANU) in 2017 and has since held positions at the ANU, BI Norwegian Business School, and The University of Queensland (UQ). He is currently a Research Associate in the Commodities and the Macroeconomy program Commodities and the Macroeconomy program at the Centre for Applied Macroeconomic Analysis (CAMA), and a Visiting Researcher at the Centre for Applied Macroeconomics and Commodity Prices (CAMP).
Jamie’s research primarily focuses on the application and development of econometric models to understand and predict macroeconomic phenomena such as business cycles, inflation, and policy effectiveness. He has also worked on various topics at the intersection of energy economics and macroeconomics. This research has been published in leading journals such as the Review of Economics and Statistics, Journal of Business & Economic Statistics, Journal of Applied Econometrics, and Energy Economics, among other outlets.
Jamie has taught courses in econometrics, macroeconomics, and mathematics at all levels – from undergraduate to PhD level. At MBS he currently teaches Predictive Analytics in the Master of Business Analytics.
Outside of academia, Jamie has worked as a research analyst for Economic Connections Pty Ltd. During this role, he worked on studies examining the benefits of reducing the age of Australia’s light vehicle fleet, and the cost of road trauma in Australia. These projects were used by the Australian Automobile Association (AAA) in important policy discussions that lead to the establishment of a National Office for Road Safety in July 2019.
Most Notable Research
Aastveit, K. A., Bjørnland, H. C., & Cross, J. L. (2021). Inflation expectations and the pass-through of oil prices. The Review of Economics and Statistics, 1-26. https://doi.org/10.1162/rest_a_01073
Aastveit, K. A., Cross, J. L., & van Dijk, H. K. (2022). Quantifying time-varying forecast uncertainty and risk for the real price of oil. Journal of Business & Economic Statistics, 1-15. https://doi.org/10.1080/07350015.2022.2039159
Cross, J. L., Nguyen, B. H., & Tran, T. D. (2022). The role of precautionary and speculative demand in the global market for crude oil. Journal of Applied Econometrics, 37(5), 882-895. https://doi.org/10.1002/jae.2905
Cross, J. L., Hou, C., & Nguyen, B. H. (2021). On the China factor in the world oil market: A regime switching approach. Energy Economics, 95, 105119. https://doi.org/10.1016/j.eneco.2021.105119
Cross, J. L., & Nguyen, B. H. (2017). The relationship between global oil price shocks and China's output: A time-varying analysis. Energy economics, 62, 79-91. https://doi.org/10.1016/j.eneco.2016.12.014
