20
H index
40
i10 index
1480
Citations
Denise Osborn : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 68 Articles 101 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1979 - 2017). 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:
| Cites to:
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Main data
Where Denise Osborn has published?
Recent works citing Denise Osborn (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 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 |
| 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 |
| 2017 | Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Bartoletto, Silvana ; Piselli, Paolo ; Marzano, Elisabetta ; Chiarini, Bruno. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43. 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). Juselius, Mikael ; Takats, Eld. 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). Acosta-Ormaechea, Santiago ; Morozumi, Atsuyoshi . 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). Ugur, Mehmet ; Yew, Siew Ling ; 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 |
| 2017 | Partial Structural Break Identification. (2017). Han, Chulwoo ; Taamouti, Abderrahim . 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 |
| 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 | On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Caporale, Guglielmo Maria ; Trani, Tommaso ; Gil-Alana, Luis A. 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 |
| 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 |
| 2017 | Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348. 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 ; 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 | International synchronization of the Mexican states business cycles: Explaining factors. (2018). Mejia-Reyes, Pablo ; Aroca, Patricio ; Vergara-Gonzalez, Reyna ; Rendon-Rojas, Liliana. 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 | 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 | Habit formation and exhaustible resource risk-pricing. (2017). Nguimkeu, Pierre ; Kakeu, Johnson. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:1-12. 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 |
| 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 |
| 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 |
| 2017 | Food price seasonality in Africa: Measurement and extent. (2017). Christiaensen, Luc ; Kaminski, Jonathan ; Gilbert, Christopher L. In: Food Policy. RePEc:eee:jfpoli:v:67:y:2017:i:c:p:119-132. Full description at Econpapers || Download paper |
| 2017 | European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77. Full description at Econpapers || Download paper |
| 2017 | Uncertainty and employment dynamics in the euro area and the US. (2017). Netšunajev, Aleksei ; Glass, Katharina ; Netunajev, Aleksei . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:48-62. 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 | On the interdependence of natural gas and stock markets under structural breaks. (2018). , 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 |
| 2017 | Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167. Full description at Econpapers || Download paper |
| 2018 | Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Esashi, Kunihiko ; Sato, Yuzuru ; Saiki, Yoshitaka ; Onozaki, Tamotsu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76. 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 | Distributional Effects of Growth and Public Expenditures in Africa: Estimates for Tanzania and Rwanda. (2017). Torero, Maximo ; Almanzar, Miguel. In: World Development. RePEc:eee:wdevel:v:95:y:2017:i:c:p:177-195. 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 and Monetary Policy Institute Working Paper. 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 and Monetary Policy Institute Working Paper. 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 |
| 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 | 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 |
| 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 |
| 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 | Structural Breaks in International Inflation Linkages for OECD Countries. (2018). Altansukh, Gantungalag ; Osborn, Denise R ; Bratsiotis, George ; Becker, Ralf. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:240. 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 | Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Aguiar-Conraria, Luis ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2018. Full description at Econpapers || Download paper |
| 2017 | Business cycle review: 2008 to present day. (2017). Williams, Rebecca . In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:mar2017:2. Full description at Econpapers || Download paper |
| 2017 | Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach. (2017). Miller, Stephen ; Canarella, Giorgio. In: Eastern Economic Journal. RePEc:pal:easeco:v:43:y:2017:i:1:d:10.1057_eej.2015.36. 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 |
| 2017 | On the Relation between Domestic Output and Exchange Rate in 68 Countries: An Asymmetry Analysis. (2017). Bahmani-Oskooee, Mohsen ; Mohammadian, Amirhossein. In: MPRA Paper. RePEc:pra:mprapa:82939. 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). Stanciu, Cristian Valeriu ; Mitu, Narcis Eduard . In: MPRA Paper. RePEc:pra:mprapa:84789. Full description at Econpapers || Download paper |
| 2017 | Openness and Growth: Is the Relationship Non-Linear?. (2017). Stander, Lardo ; GUPTA, RANGAN ; Vaona, Andrea . In: Working Papers. RePEc:pre:wpaper:201703. Full description at Econpapers || Download paper |
| 2017 | Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67. Full description at Econpapers || Download paper |
| 2017 | Modelling an Emergent Economy and Parameter Instability Problem. (2017). Dobrescu, Emilian . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:5-28. Full description at Econpapers || Download paper |
| 2018 | Actual and Expected Inflation in the U.S.: A Time-Frequency View. (2018). Xu, Yingying ; Ortiz, Jaime ; Liu, Zhixin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:42-62. Full description at Econpapers || Download paper |
| 2017 | Are More Severe Recessions Followed by Stronger Early Expansions of Employment in the Mexican States?. (2017). Meja-Reyes, Pablo ; Vergara-Gonzlez, Reyna . In: The Review of Regional Studies. RePEc:rre:publsh:v47:y:2017:i:3:p:243-269. Full description at Econpapers || Download paper |
| 2017 | Time Diversification In Consumption And Saving. (2017). Anghelache, Constantin ; Dumitrescu, Diana Valentina ; Marinescu, Radu Titus . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:2:p:64-40. Full description at Econpapers || Download paper |
| 2017 | Models and indicators used in macroeconomic forecast. (2017). Anghelache, Constantin ; Nita, Georgiana ; Panait, Mirela. In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:3:p:40-48. Full description at Econpapers || Download paper |
| 2017 | Threshold Inflation in Pakistan. (2017). Malik, Muhammad Jahanzeb ; Mahmood, Asif ; Iqbal, Javed ; Hanif, Muhammad Nadim . In: SBP Research Bulletin. RePEc:sbp:journl:67. Full description at Econpapers || Download paper |
| 2017 | Global Commodity Prices and Domestic Inflation: A Case Study of Pakistan. (2017). Hanif, Muhammad ; Iqbal, Javed ; Malik, Muhammad Jahanzeb . In: SBP Research Bulletin. RePEc:sbp:journl:68. Full description at Econpapers || Download paper |
| 2017 | International inflation spillovers - the role of different shocks. (2017). Känzig, Diego ; Gubler, Matthias ; Baeurle, Gregor ; Kanzig, Diego R ; Baurle, Gregor. In: Working Papers. RePEc:snb:snbwpa:2017-07. Full description at Econpapers || Download paper |
| 2017 | Spurious regression due to neglected of non-stationary volatility. (2017). Jin, Hao ; Zhang, Jinsuo . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-016-0687-x. Full description at Econpapers || Download paper |
| 2017 | Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. (2017). Sanso, Andreu ; del Barrio Castro, Tomás ; Bodnar, Andrii . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0688-9. Full description at Econpapers || Download paper |
| 2017 | Real interest rates: nonlinearity and structural breaks. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-015-1065-1. Full description at Econpapers || Download paper |
| 2017 | Measuring species concentration, diversification and dependency in a macro-fishery. (2017). DÃaz-Emparanza, Ignacio ; Diaz-Emparanza, Ignacio ; Astorkiza, Kepa ; Valle, Ikerne . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1102-8. Full description at Econpapers || Download paper |
| 2018 | Global slack hypothesis: evidence from China, India and Pakistan. (2018). Abbas, Syed. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1207-0. Full description at Econpapers || Download paper |
| 2017 | Nonlinear impacts of debt ratio and term spread on inward FDI performance persistence. (2017). Wu, Po-Chin ; Chang, Chia-Jui. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:3:d:10.1007_s40888-017-0076-0. Full description at Econpapers || Download paper |
| 2018 | The transmission of international stock market volatilities. (2018). Budd, Bruce Q. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9391-0. Full description at Econpapers || Download paper |
| 2017 | Interest rate pass-through in the Dominican Republic. (2017). Mota Aquino, Jose Manuel ; Grigoli, Francesco. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0041-x. Full description at Econpapers || Download paper |
| 2017 | Periodic autoregressive stochastic volatility. (2017). Aknouche, Abdelhakim . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:20:y:2017:i:2:d:10.1007_s11203-016-9139-z. 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: Working Papers. RePEc:tas:wpaper:23399. Full description at Econpapers || Download paper |
| 2017 | A Financial Connectedness Analysis for Turkey. (2017). Camlica, Ferhat ; Ozen, Etkin ; Gunes, Didem . In: Working Papers. RePEc:tcb:wpaper:1719. Full description at Econpapers || Download paper |
| 2017 | An empirical analysis of disaggregated government expenditure and economic growth in South Africa. (2017). Leshoro, Temitope. In: Working Papers. RePEc:uza:wpaper:22644. Full description at Econpapers || Download paper |
| 2017 | Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna . In: Working Papers. RePEc:ven:wpaper:2017:24. Full description at Econpapers || Download paper |
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 | 20 |
| 2001 | Modelling Business Cycle Movements in the UK Economy. In: Economica. [Full Text][Citation analysis] | article | 7 |
| 2014 | International Transmissions to Australia: The Roles of the USA and Euro Area In: The Economic Record. [Full Text][Citation analysis] | article | 5 |
| 2012 | Non‐parametric testing for seasonally and periodically integrated processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 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 | 185 |
| 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 | 5 |
| 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: 5 | paper | |
| 1988 | Seasonality and the Order of Integration for Consumption. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 61 |
| 1995 | Moving Average Detrending and the Analysis of Business Cycles. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 17 |
| 2002 | Asymmetric Interest Rate Effects for the UK Real Economy. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 47 |
| 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: 47 | paper | |
| 2009 | Observed Inflation Forecasts and the New Keynesian Phillips Curve In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 19 |
| 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: 19 | 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: 19 | 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: 19 | 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 | 11 |
| 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: 11 | paper | |
| 2001 | Predicting UK Business Cycle Regimes. In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 28 |
| 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: 28 | 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: 28 | paper | |
| 2009 | UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 16 |
| 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: 16 | paper | |
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| 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 | 114 |
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| 2008 | COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 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: 1 | 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 | 5 |
| 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: 5 | paper | |
| 2014 | On trend-cycle-seasonal interactions In: DNB Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 6 |
| 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 | 54 |
| 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: 54 | 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: 54 | 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: 54 | paper | |
| 2004 | Modelling Real Exchange Rate Effects On Growth In Latin America In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
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| 2000 | Forecasting UK Industrial Production Over the Business Cycle In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 13 |
| 2001 | Forecasting UK Industrial Production over the Business Cycle..(2001) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2004 | The consequences of seasonal adjustment for periodic autoregressive processes In: Econometrics Journal. [Full Text][Citation analysis] | article | 3 |
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| 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: 2 | 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: 2 | 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 | 21 |
| 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: 21 | paper | |
| 2015 | Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2006 | Forecasting Seasonal Time Series In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 8 |
| 2009 | Changes in the order of integration of US and UK inflation In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 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: 16 | paper | |
| 2005 | Testing for causality in variance in the presence of breaks In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 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: 26 | 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: 26 | paper | |
| 2012 | Ratio-based estimators for a change point in persistence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1991 | The implications of periodically varying coefficients for seasonal time-series processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
| 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 | 5 |
| 2015 | Changes in the global oil market.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1999 | Seasonal unit roots and forecasts of two-digit European industrial production In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 2004 | Domestic and international influences on business cycle regimes in Europe In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 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: 32 | 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: 32 | 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 | 38 |
| 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 | 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 | 3 |
| 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: 3 | 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 | 59 |
| 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: 59 | 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: 59 | 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: 59 | 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 | 26 |
| 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: 26 | 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: 26 | 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 | 2 |
| 2000 | Business cycle non-linearities in UK consumption and production In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 39 |
| 1988 | Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 47 |
| 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 | 3 |
| 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: 3 | 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 |
| 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 | 2 |
| 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: 2 | 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 | 11 |
| 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: 11 | 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 | 20 |
| 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: 20 | 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 | 0 |
| 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 | 10 |
| 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: 10 | 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: 10 | 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 | 7 |
| 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: 7 | 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 |
| 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 | 15 |
| 2013 | Structural Breaks in the International Dynamics of Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
| 1997 | Business Cycles for G7 and European Countries. In: The Journal of Business. [Full Text][Citation analysis] | article | 127 |
| 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 | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 2th 2018. Contact: CitEc Team