Jamie L. Cross
Associate Professor of Econometrics & Statistics · Melbourne Business School
Jamie L. Cross is an Associate 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 a Research Associate in the Commodities and the Macroeconomy program at the Centre for Applied Macroeconomic Analysis (CAMA), and an Adjunct Researcher at the Centre for Applied Macroeconomics and Commodity Prices (CAMP).
His research focuses on developing econometric models to address economically meaningful and policy-relevant questions. Common applications include investigating causes of inflation, impacts of monetary policy, and the macroeconomic effects of energy and commodity markets. Methodologically, he works with Bayesian methods, structural VARs, state-space models, and high-dimensional forecasting techniques. This research has been published in Quantitative Economics, Journal of Econometrics, Review of Economics and Statistics, Journal of Business & Economic Statistics, Journal of Applied Econometrics, and Energy Economics.
He is deeply committed to teaching and research training, having designed and taught courses in econometrics, predictive analytics, and macroeconomics across undergraduate, postgraduate, and executive programs, and given lectures for policy makers at central banks around the world.
Outside academia, he has worked as a research analyst for Economic Connections Pty Ltd on policy studies for the Australian Automobile Association, contributing to discussions that led to the establishment of the National Office for Road Safety in 2019.
Research focus
Macroeconomic forecasting
High-dimensional methods and Bayesian shrinkage for inflation and output prediction.
Monetary policy
Structural identification of policy shocks and their transmission through financial systems.
Energy & commodities
Macroeconomic consequences of oil price dynamics and European carbon markets.
6 working papers and 25+ published articles. View full research →