21
H index
41
i10 index
1620
Citations
Denise Osborn : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 69 Articles 103 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1976 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Denise Osborn. | Is cited by:
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Main data
Where Denise Osborn has published?
Recent works citing Denise Osborn (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan. In: CREATES Research Papers. RePEc:aah:create:2018-31. Full description at Econpapers || Download paper | |
| 2017 | Does fiscal policy spur economic growth? Empirical evidence from Algeria. (2017). Matallah, Amal . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:125-146. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode. (2018). Sun, Yunpeng ; Wang, Xueying. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:745-761. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Public Expenditures on Economic Growth in Two Very Different Countries: A comparative Analysis of Armenia and Spain. (2017). Sedrakyan, Gohar ; Varela-Candamio, Laura. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1702. Full description at Econpapers || Download paper | |
| 2018 | ¿Cuál es la dimensión y en que se gastó la reciente bonanza en Colombia?. (2018). Pérez Valbuena, Gerson ; Perez-Valbuena, Gerson J ; Bonet-Moron, Jaime ; Marin-Llanes, Lucas. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:273. Full description at Econpapers || Download paper | |
| 2017 | Compositional Changes in Public Expenditure and Economic Growth: Time Series Evidence from Pakistan. (2017). Hussain, Ibrar ; Rafiq, Muhmmad ; Khan, Zahoor. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:1-20. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25. Full description at Econpapers || Download paper | |
| 2018 | The enduring link between demography and inflation. (2018). Takats, Elod ; Juselius, John. In: BIS Working Papers. RePEc:bis:biswps:722. Full description at Econpapers || Download paper | |
| 2017 | PUBLIC SPENDING REALLOCATIONS AND ECONOMIC GROWTH ACROSS DIFFERENT INCOME LEVELS. (2017). Morozumi, Atsuyoshi ; Acosta-Ormaechea, Santiago . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:98-114. Full description at Econpapers || Download paper | |
| 2017 | Does Government Size Affect Per-Capita Income Growth? A Hierarchical Meta-Regression Analysis. (2017). Yew, Siew Ling ; Ugur, Mehmet ; Churchill, Sefa Awaworyi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:142-171. Full description at Econpapers || Download paper | |
| 2017 | Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity. (2017). Turnip, Guido. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:302:p:465-483. Full description at Econpapers || Download paper | |
| 2019 | Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159. Full description at Econpapers || Download paper | |
| 2017 | Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164. Full description at Econpapers || Download paper | |
| 2017 | Financial Depth and the Asymmetric Impact of Monetary Policy. (2017). Caglayan, Mustafa ; Mouratidis, Kostas ; Kocaaslan, Ozge Kandemir . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1195-1218. Full description at Econpapers || Download paper | |
| 2018 | Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006. Full description at Econpapers || Download paper | |
| 2018 | The enduring link between demography and inflation. (2018). Takats, Elod ; Juselius, John. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_008. Full description at Econpapers || Download paper | |
| 2017 | Changes in persistence, spurious regressions and the Fisher hypothesis. (2017). Ventosa-Santaulà ria, Daniel ; Antonio, Noriega ; Daniel, Ventosa-Santaularia ; Robinson, Kruse . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1. Full description at Econpapers || Download paper | |
| 2018 | Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?. (2018). Medel, Carlos A. ; Marcel, Mario ; Chanut, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:824. Full description at Econpapers || Download paper | |
| 2018 | ¿Cuál es la dimensión y en que se gastó la reciente bonanza en Colombia?. (2018). Pérez Valbuena, Gerson ; Perez-Valbuena, Gerson J ; Bonet-Moron, Jaime ; Marin-Llanes, Lucas. In: DOCUMENTOS DE TRABAJO SOBRE ECONOMÍA REGIONAL Y URBANA. RePEc:col:000102:016808. Full description at Econpapers || Download paper | |
| 2018 | A Trendy Approach to UK Inflation Dynamics. (2018). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12652. Full description at Econpapers || Download paper | |
| 2018 | Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484. Full description at Econpapers || Download paper | |
| 2018 | On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731. Full description at Econpapers || Download paper | |
| 2017 | Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082. Full description at Econpapers || Download paper | |
| 2018 | Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models. (2018). Barrientos Marin, Jorge ; Orozco, Elkin Tabares ; Velilla, Esteban. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-15. Full description at Econpapers || Download paper | |
| 2017 | Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127. Full description at Econpapers || Download paper | |
| 2017 | Cross country relations in European tourist arrivals. (2017). Silva, Emmanuel Sirimal ; Hassani, Hossein ; Heravi, Saeed ; Ghodsi, Mansi . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:151-168. Full description at Econpapers || Download paper | |
| 2019 | Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154. Full description at Econpapers || Download paper | |
| 2019 | Density tourism demand forecasting revisited. (2019). Liu, Chang ; Wen, Long ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:379-392. Full description at Econpapers || Download paper | |
| 2019 | Forecasting campground demand in US national parks. (2019). Pan, Bing ; Park, So Young ; Rice, William L ; Newman, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438. Full description at Econpapers || Download paper | |
| 2018 | Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154. Full description at Econpapers || Download paper | |
| 2018 | Economic growth and government size in developed European countries: A panel threshold approach. (2018). Hajamini, Mehdi ; Falahi, Mohammad Ali. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:1-13. Full description at Econpapers || Download paper | |
| 2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312. Full description at Econpapers || Download paper | |
| 2018 | Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300. Full description at Econpapers || Download paper | |
| 2018 | Estimating inflation persistence by quantile autoregression with quantile-specific unit roots. (2018). Rodrigues Figueiredo, Francisco ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:407-430. Full description at Econpapers || Download paper | |
| 2018 | The pass-through of monetary policy rate to lending rates: The role of macro-financial factors. (2018). Melecký, Martin ; Gregor, Jiří. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88. Full description at Econpapers || Download paper | |
| 2018 | International synchronization of the Mexican states business cycles: Explaining factors. (2018). Aroca, Patricio ; Vergara-Gonzalez, Reyna ; Rendon-Rojas, Liliana ; Mejia-Reyes, Pablo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:278-288. Full description at Econpapers || Download paper | |
| 2018 | Powerful nonparametric seasonal unit root tests. (2018). Erolu, Burak Alparslan ; Troki, Mirza ; Goebakan, Kemal Alar. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:75-80. Full description at Econpapers || Download paper | |
| 2019 | Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168. Full description at Econpapers || Download paper | |
| 2018 | Efficient estimation with time-varying information and the New Keynesian Phillips Curve. (2018). Boldea, Otilia ; Antoine, Bertille. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:268-300. Full description at Econpapers || Download paper | |
| 2018 | Tactical sales forecasting using a very large set of macroeconomic indicators. (2018). Aghezzaf, El-Houssaine ; Desmet, Bram ; Sagaert, Yves R ; Kourentzes, Nikolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:558-569. Full description at Econpapers || Download paper | |
| 2017 | Is the recent low oil price attributable to the shale revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:72-82. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127. Full description at Econpapers || Download paper | |
| 2019 | Heterogeneous noncompliance with OPECs oil production cuts. (2019). Parnes, Dror. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:289-300. Full description at Econpapers || Download paper | |
| 2018 | Causality in the EMU sovereign bond markets. (2018). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:281-290. Full description at Econpapers || Download paper | |
| 2017 | Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112. Full description at Econpapers || Download paper | |
| 2018 | Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77. Full description at Econpapers || Download paper | |
| 2017 | The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94. Full description at Econpapers || Download paper | |
| 2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper | |
| 2019 | The informational content of prices when policy makers react to financial markets. (2019). Siemroth, Christoph. In: Journal of Economic Theory. RePEc:eee:jetheo:v:179:y:2019:i:c:p:240-274. Full description at Econpapers || Download paper | |
| 2017 | Food price seasonality in Africa: Measurement and extent. (2017). Kaminski, Jonathan ; Christiaensen, Luc ; Gilbert, Christopher L. In: Food Policy. RePEc:eee:jfpoli:v:67:y:2017:i:c:p:119-132. Full description at Econpapers || Download paper | |
| 2018 | The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27. Full description at Econpapers || Download paper | |
| 2018 | Estimating the Taylor rule in the time-frequency domain. (2018). Martins, Manuel ; Aguiar-Conraria, LuÃs ; Soares, Maria Joana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:122-137. Full description at Econpapers || Download paper | |
| 2018 | The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change. (2018). Aristidou, Chrystalleni . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:367-379. Full description at Econpapers || Download paper | |
| 2019 | Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165. Full description at Econpapers || Download paper | |
| 2017 | The modified Yule-Walker method for α-stable time series models. (2017). Gajda, Janusz ; Kruczek, Piotr ; Wyomaska, Agnieszka ; Teuerle, Marek . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:588-603. Full description at Econpapers || Download paper | |
| 2017 | The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. (2017). Zhu, Yanli ; Chen, Haiqiang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:522-535. Full description at Econpapers || Download paper | |
| 2018 | Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915. Full description at Econpapers || Download paper | |
| 2018 | Distributional characteristics of interday stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Girgin, Mehmet Sencer ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:280-288. Full description at Econpapers || Download paper | |
| 2018 | Wavelet analysis of the co-movement and lead–lag effect among multi-markets. (2018). Sun, QI ; Xu, Weidong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:489-499. Full description at Econpapers || Download paper | |
| 2019 | Investigating detrended fluctuation analysis with structural breaks. (2019). Portela, Sofia ; Oliveira, alvaro ; Menezes, Rui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:331-342. Full description at Econpapers || Download paper | |
| 2018 | On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161. Full description at Econpapers || Download paper | |
| 2018 | Is monetary policy forward-looking in China?. (2018). Zhang, Chengsi ; Dang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:4-14. Full description at Econpapers || Download paper | |
| 2018 | Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Onozaki, Tamotsu ; Sato, Yuzuru ; Saiki, Yoshitaka ; Esashi, Kunihiko. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76. Full description at Econpapers || Download paper | |
| 2018 | Evaluating the effects of the road safety system approach in Brunei. (2018). Haque, Ohidul M. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:118:y:2018:i:c:p:594-607. Full description at Econpapers || Download paper | |
| 2017 | Citizens’ Preferences and the Portfolio of Public Goods: Evidence from Nigeria. (2017). Kim, Alisha A ; Bunte, Jonas B. In: World Development. RePEc:eee:wdevel:v:92:y:2017:i:c:p:28-39. Full description at Econpapers || Download paper | |
| 2017 | IMPACTS OF AFRICAS TOTAL AND COMMODITY-BASED TRADE WITH CHINA AND OECD COUNTRIES†. (2017). ktar, Nihal Bayra ; Bayraktar, Nihal. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:5:y:2017:i:1:p:95-113. Full description at Econpapers || Download paper | |
| 2017 | Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization Institute Working Papers. RePEc:fip:feddgw:295. Full description at Econpapers || Download paper | |
| 2017 | Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314. Full description at Econpapers || Download paper | |
| 2017 | Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis. (2017). Espasa, Antoni ; Senra, Eva . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:44-:d:114224. Full description at Econpapers || Download paper | |
| 2017 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025. Full description at Econpapers || Download paper | |
| 2018 | Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392. Full description at Econpapers || Download paper | |
| 2018 | Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis. (2018). Ãevik, Emrah ; Atukeren, Erdal ; Korkmaz, Turhan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2848-:d:177242. Full description at Econpapers || Download paper | |
| 2019 | The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap. (2019). Pan, Fanghui ; Zhang, Xiaoyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2557-:d:227940. Full description at Econpapers || Download paper | |
| 2017 | The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667. Full description at Econpapers || Download paper | |
| 2017 | Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Discussion Paper Series. RePEc:iek:wpaper:1704. Full description at Econpapers || Download paper | |
| 2018 | Composition of public investment and economic growth: evidence from Turkish provinces, 1975-2001. (2018). Yilmaz, Gokcen. In: Public Sector Economics. RePEc:ipf:psejou:v:42:y:2018:i:2:p:187-214. Full description at Econpapers || Download paper | |
| 2018 | Government Size, Unemployment, and Inflation Nexus in Eight Large Emerging Market Economies. (2018). Afonso, Antonio ; Kaya, Ayse ; Sen, Huseyin . In: Working Papers REM. RePEc:ise:remwps:wp0382018. Full description at Econpapers || Download paper | |
| 2019 | Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x. Full description at Econpapers || Download paper | |
| 2018 | On the asymmetric effects of exchange rate changes on domestic production in Turkey. (2018). HALICIOGLU, Ferda ; Bahmani-Oskooee, Mohsen ; Mohammadian, Amirhossein. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:2:d:10.1007_s10644-017-9201-x. Full description at Econpapers || Download paper | |
| 2018 | Short and Long Effects of Productivity on Unemployment. (2018). Semmler, Willi ; Chen, Pu. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:4:d:10.1007_s11079-018-9486-z. Full description at Econpapers || Download paper | |
| 2017 | The Fiscal Deficit and Economic Growth in Pakistan: New Evidence. (2017). Iqbal, Nasir ; Ghani, Ejaz ; Ud, Musleh. In: Lahore Journal of Economics. RePEc:lje:journl:v:22:y:2017:i:sp:p:53-72. Full description at Econpapers || Download paper | |
| 2018 | The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180. Full description at Econpapers || Download paper | |
| 2018 | The Impact of Public Expenditures on Economic Growth: A Case Study of Central and Eastern European Countries. (2018). Lupu, Dan ; Bercu, Ana-Maria ; Tofan, Mihaela ; PETRISOR, MIHAI BOGDAN . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:3:p:552-570. Full description at Econpapers || Download paper | |
| 2018 | Asymmetry Effects of Exchange Rate Changes on Domestic Production in Emerging Countries. (2018). Bahmani-Oskooee, Mohsen ; Mohammadian, Amirhossein. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:6:p:1442-1459. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa. (2018). Phiri, Andrew. In: Managing Global Transitions. RePEc:mgt:youmgt:v:16:y:2018:i:2:p:123-140. Full description at Econpapers || Download paper | |
| 2017 | Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709. Full description at Econpapers || Download paper | |
| 2017 | A trendy approach to UK inflation dynamics. (2017). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0049. Full description at Econpapers || Download paper | |
| 2018 | Efficient generation of time series with diverse and controllable characteristics. (2018). Kang, Yanfei ; Li, Feng ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15. Full description at Econpapers || Download paper | |
| 2018 | Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Martins, Manuel ; Aguiar-Conraria, LuÃs ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2018. Full description at Econpapers || Download paper | |
| 2019 | Opening the toolbox: how does the Reserve Bank analyse the world?. (2019). Wong, Benjamin ; Vehbi, Tugrul ; Cassino, Enzo ; Callaghan, Michael. In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:apr2019:4. Full description at Econpapers || Download paper | |
| 2018 | Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x. Full description at Econpapers || Download paper | |
| 2017 | Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76542. Full description at Econpapers || Download paper | |
| 2017 | Structural change in non-stationary AR(1) models. (2017). CHONG, Terence Tai Leung ; Liang, Yanling ; Zhang, Danna ; Pang, Tianxiao . In: MPRA Paper. RePEc:pra:mprapa:80510. Full description at Econpapers || Download paper | |
| 2017 | Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:80775. Full description at Econpapers || Download paper | |
| 2018 | The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors. (2018). Melecký, Martin ; Gregor, Jiří. In: MPRA Paper. RePEc:pra:mprapa:84048. Full description at Econpapers || Download paper | |
| 2017 | Foreign and Public Investment and Economic Growth: The Case of Romania. (2017). Mitu, Narcis ; Stanciu, Cristian Valeriu. In: MPRA Paper. RePEc:pra:mprapa:84789. Full description at Econpapers || Download paper | |
| 2018 | Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998. Full description at Econpapers || Download paper | |
| 2018 | Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136. Full description at Econpapers || Download paper | |
| 2018 | Forecasting the state of the Finnish business cycle. (2018). Pönkä, Harri ; Stenborg, Markku. In: MPRA Paper. RePEc:pra:mprapa:91226. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Denise Osborn:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1989 | The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 22 |
| 2001 | Modelling Business Cycle Movements in the UK Economy. In: Economica. [Full Text][Citation analysis] | article | 8 |
| 2014 | International Transmissions to Australia: The Roles of the USA and Euro Area In: The Economic Record. [Full Text][Citation analysis] | article | 6 |
| 2012 | Non‐parametric testing for seasonally and periodically integrated processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2015 | Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares.(2013) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1979 | Choosing between Macroeconometric Models: An Illustration of the Problems. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 2000 | A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle. In: Manchester School. [Full Text][Citation analysis] | article | 21 |
| 2007 | PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES In: Manchester School. [Full Text][Citation analysis] | article | 194 |
| 2013 | Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2013 | Inference on Structural Breaks using Information Criteria In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 2012 | Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1988 | Seasonality and the Order of Integration for Consumption. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 68 |
| 1995 | Moving Average Detrending and the Analysis of Business Cycles. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 18 |
| 2002 | Asymmetric Interest Rate Effects for the UK Real Economy. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 51 |
| 2002 | Asymmetric Interest Rate Effects for the UK Real Economy.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2009 | Observed Inflation Forecasts and the New Keynesian Phillips Curve In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 24 |
| 2008 | Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2008) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2006 | Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2006) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2006 | Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2006) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2011 | HEGY Tests in the Presence of Moving Averages In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2010 | HEGY Tests in the Presence of Moving Averages.(2010) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
| 2008 | Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation.(2008) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2001 | Predicting UK Business Cycle Regimes. In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 31 |
| 2000 | Predicting UK Business Cycle Regimes.(2000) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2000 | PREDICTING UK BUSINESS CYCLE REGIMES.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2009 | UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 19 |
| 2007 | UK inflation: persistance, seasonality and monetary policy.(2007) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2011 | Nonparametric Tests for Periodic Integration In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Seasonal Nonstationarity and Near-Nonstationarity In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | Classical Business Cycles for G7 and European Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2004 | The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2006 | The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7.(2006) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2003 | Explaining movements in UK stock prices: In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | The Econometric Analysis of Seasonal Time Series In: Cambridge Books. [Citation analysis] | book | 123 |
| 2001 | The Econometric Analysis of Seasonal Time Series.(2001) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 123 | book | |
| 2008 | COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2005 | Cointegration for Periodically Integrated Processes.(2005) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2012 | ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2011 | On Augmented HEGY Tests for Seasonal Unit Roots.(2011) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2014 | On trend-cycle-seasonal interactions In: DNB Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Seasonal adjustment and the detection of business cycle phases In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Seasonal Adjustment and the Detection of Business Cycle Phases.(2003) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2003 | Seasonal Adjustment and the Detection of Business Cycle Phases.(2003) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2002 | Smooth Transition Regression Models in UK Stock Returns In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 8 |
| 2002 | Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 9 |
| 2004 | Does seasonality change over the business cycle? An investigation using monthly industrial production series.(2004) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2001 | Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series.(2001) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2001 | Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series.(2001) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2003 | Nonlinearity in the Feds Monetary Policy Rule In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 58 |
| 2005 | Nonlinearity in the Feds monetary policy rule.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2002 | Nonlinearity in the Feds Monetary Policy Rule.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2002 | Nonlinearity in the Feds Monetary Policy Rule.(2002) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
| 2004 | Modelling Real Exchange Rate Effects On Growth In Latin America In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 1 |
| 2004 | The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 16 |
| 2003 | The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks.(2003) In: EcoMod2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2003 | The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks.(2003) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1984 | Causality Testing and Its Implications for Dynamic Econometric Models. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 1986 | A Note on Error Correction Mechanisms and Steady-State Error. In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2000 | Forecasting UK Industrial Production Over the Business Cycle In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 16 |
| 2001 | Forecasting UK Industrial Production over the Business Cycle..(2001) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2004 | The consequences of seasonal adjustment for periodic autoregressive processes In: Econometrics Journal. [Full Text][Citation analysis] | article | 3 |
| 2017 | What is the globalisation of inflation? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2016 | What is the Globalisation of Inflation? .(2016) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | What is the Globalisation of Inflation?.(2017) In: EconStor Open Access Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2010 | Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | A threshold cointegration analysis of interest rate pass-through to UK mortgage rates In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
| 2010 | A threshold cointegration analysis of interest rate pass-through to UK mortgage rates.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2015 | Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2018 | Chinas increasing global influence: Changes in international growth linkages In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2006 | Forecasting Seasonal Time Series In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 13 |
| 2009 | Changes in the order of integration of US and UK inflation In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 2007 | Changes in the order of integration of US and UK inflation.(2007) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2005 | Testing for causality in variance in the presence of breaks In: Economics Letters. [Full Text][Citation analysis] | article | 30 |
| 2004 | Testing for causality in variance in the presence of breaks.(2004) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2004 | Testing for causality in variance in the presence of breaks.(2004) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2012 | Ratio-based estimators for a change point in persistence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1991 | The implications of periodically varying coefficients for seasonal time-series processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 1993 | Seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2016 | Changes in the global oil market In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2015 | Changes in the global oil market.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1999 | Seasonal unit roots and forecasts of two-digit European industrial production In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
| 2004 | Domestic and international influences on business cycle regimes in Europe In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2002 | Domestic and International Influences on Business Cycle Regimes in Europe.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2002 | Domestic and International Influences on Business Cycle Regimes in Europe.(2002) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2004 | Linear versus neural network forecasts for European industrial production series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 1990 | Macro-economic modelling : S.G. Hall and S.G.B. Henry, [1988] 1989, Contributions to economic analysis, vol. 172 (North-Holland, Amsterdam, reprint), 416 pp., ISBN 0-444-7042 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1990 | A survey of seasonality in UK macroeconomic variables In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 42 |
| 2007 | CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2007 | Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2009 | Modelling International Linkages for Large Open Economies: US and Euro Area In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Modelling International Linkages for Large Open Economies: US and Euro Area.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Trend-cycle-seasonal interactions: identification and estimation In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | The gains from catch-up for China and the US: An empirical framework In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Changes in variability of the business cycle in the G7 countries In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2002 | Changes in Variability of the Business Cycle in the G7 Countries.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2002 | Changes in variability of the business cycle in the G7 countries.(2002) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2005 | The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 5 |
| 2008 | The effect of seasonal adjustment on the properties of business cycle regimes.(2008) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2007 | Expectations Hypothesis Tests in the Presence of Model Uncertainty In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 63 |
| 2006 | The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices.(2006) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2006 | The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices.(2006) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2008 | The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
| 2010 | Business cycle synchronization of the euro area with the new and negotiating member countries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 28 |
| 2007 | Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries.(2007) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2007 | Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries.(2007) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2010 | Co-movements between US and UK stock prices: the role of time-varying conditional correlations In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
| 2000 | Business cycle non-linearities in UK consumption and production In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 40 |
| 1988 | Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 50 |
| 2008 | Comparing Seasonal Forecasts of Industrial Production In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Structural Breaks in the International Transmission of Inflation In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Changes in International Business Cycle Affiliations In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Changes in International Business Cycle Affiliations.(2009) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | The Prediction of Business Cycle Phases: Financial Variables and International Linkages In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2002 | The Prediction of Business Cycle Phases: Financial Variables and International Linkages.(2002) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2013 | Is the Growth Effect of Financial Development Conditional on Technological Innovation? In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Threshold Effects of Inequality on the Process of Economic Growth In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Chinas Increasing Global Influence: Changes in International Growth Spillovers In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Structural Breaks in International Inflation Linkages for OECD Countries In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Explaining movements in UK stock prices: How important is the US market? In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Explaining Movements in UK Stock Prices: How Important is the US Market?.(2003) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2003 | Business Cycle Affiliations in the Context of European Integration In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Business cycle affiliations in the context of European integration.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2003 | Public Expenditure and Growth in Developing Countries: Education is the Key In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Public expenditure and growth in developing countries: education is the key.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Modelling Real Exchange Rate Effects on Output Performance in Latin America In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2010 | Modelling real exchange rate effects on output performance in Latin America.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2003 | The Extent of Seasonal/Business Cycle Interactions in European Industrial Production In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Predicting Growth Cycle Regimes for European Countries In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2004 | Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2004 | Modelling UK Inflation: Persistence, Seasonality and Monetary Policy In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Business Cycle Linkages for the G7 Countries:Does the US Lead the World? In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Business Cycle Linkages for the G7 Countries: Does the US Lead the World?.(2005) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 31 |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2009 | Spillovers and correlations between US and major European stock markets: the role of the euro.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
| 2006 | A Further Examination of the Expectations Hypothesis for the Term Structure In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Further Examination of the Expectations Hypothesis for the Term Structure.(2006) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2008 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2008) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2006 | Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory.(2006) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | New Evidence on the Expectations Theory for UK Term Structure In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | New Evidence on the Expectations Theory for UK Term Structure.(2006) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations.(2008) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2001 | Asymmetric Interest Rates for the UK Real Economy In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Weighted smooth transition regressions In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2012 | WEIGHTED SMOOTH TRANSITION REGRESSIONS.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2009 | Bootstrap Unit Root Tests for Nonlinear Threshold Models In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2012 | The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2016 | The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2015 | The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The asymptotic behaviour of the residual sum of squares in models with multiple break points.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2005 | Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 7 |
| 1976 | Maximum Likelihood Estimation of Moving Average Processes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Empirical Evidence on Growth Spillovers from China to New Zealand In: Treasury Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 1979 | National Institute Gross Output Forecasts: a Comparison With US Performance In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1979 | An Assessment and Comparison of Two Niesr Econometric Model Forecasts In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | On the Expectations Hypothesis in US Term Structure In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
| 2002 | ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH In: Econometric Reviews. [Full Text][Citation analysis] | article | 11 |
| 1999 | Performance of seasonal unit root tests for monthly data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 16 |
| 2013 | Structural Breaks in the International Dynamics of Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 1997 | Business Cycles for G7 and European Countries. In: The Journal of Business. [Full Text][Citation analysis] | article | 134 |
| 2008 | Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) In: Econometrics Journal. [Citation analysis] | article | 0 |
| 2014 | MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
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