26
H index
50
i10 index
2292
Citations
Denise Osborn : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 78 Articles 106 Papers 2 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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47 years (1976 - 2023). 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 (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper |
| 2025 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2024 | Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63. Full description at Econpapers || Download paper |
| 2024 | Greenflation, a myth or fact? Empirical evidence from 26 OECD countries. (2024). Chung, Changwoo ; Kim, Jinsoo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006145. Full description at Econpapers || Download paper |
| 2024 | How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2024 | Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123. Full description at Econpapers || Download paper |
| 2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
| 2024 | Seasonality patterns in LNG shipping spot and time charter freight rates. (2024). Polemis, Dionysios ; Bentsos, Christos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000436. Full description at Econpapers || Download paper |
| 2024 | Seasonality in U.S. disability applications, labor market, and the pandemic echoes. (2024). Yin, Yimeng ; Lahiri, Kajal. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s092753712400006x. Full description at Econpapers || Download paper |
| 2024 | Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610. Full description at Econpapers || Download paper |
| 2024 | An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001030. Full description at Econpapers || Download paper |
| 2024 | The role of interest rate environment in mortgage pricing. (2024). Shehzad, Choudhry Tanveer ; Ahmad, Ferhana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245. Full description at Econpapers || Download paper |
| 2024 | Do online attention and sentiment affect cryptocurrencies’ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812. Full description at Econpapers || Download paper |
| 2024 | Does onslaught of globalisation induce pro-efficient government expenditures in a large transitioning economy? Empirical evidence from India. (2024). Mallick, Hrushikesh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09649-2. Full description at Econpapers || Download paper |
| 2024 | Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x. Full description at Econpapers || Download paper |
| 2024 | Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120758. Full description at Econpapers || Download paper |
| 2024 | Time series forecasting under structural breaks. (2024). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0512. Full description at Econpapers || Download paper |
| 2024 | Education, public expenditure and economic growth under the prism of performance.. (2024). Lesuisse, Pierre. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-10. 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 | 44 |
| 2001 | Modelling Business Cycle Movements in the UK Economy In: Economica. [Full Text][Citation analysis] | article | 12 |
| 2014 | International Transmissions to Australia: The Roles of the USA and Euro Area In: The Economic Record. [Full Text][Citation analysis] | article | 9 |
| 2019 | News and Notices In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2020 | The Gains from Catch‐up for China and the USA: An Empirical Framework In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2019 | The gains from catch-up for China and the US: An empirical framework.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 | 1 |
| 2013 | Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares.(2013) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | On cointegration for processes integrated at different frequencies In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2020 | On cointegration for processes integrated at different frequencies.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | On Cointegration for Processes Integrated at Different Frequencies.(2020) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 29 |
| 2007 | PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* In: Manchester School. [Full Text][Citation analysis] | article | 280 |
| 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 | 14 |
| 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 nother version. Agregated cites: 14 | paper | |
| 1988 | Seasonality and the Order of Integration for Consumption. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 93 |
| 1995 | Moving Average Detrending and the Analysis of Business Cycles. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 22 |
| 2002 | Asymmetric Interest Rate Effects for the UK Real Economy In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 57 |
| 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 nother version. Agregated cites: 57 | paper | |
| 2009 | Observed Inflation Forecasts and the New Keynesian Phillips Curve* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 31 |
| 2008 | Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2008) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | 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 nother version. Agregated cites: 31 | paper | |
| 2006 | Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | 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 nother 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 | 20 |
| 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 nother version. Agregated cites: 20 | paper | |
| 2001 | Predicting UK Business Cycle Regimes In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 36 |
| 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 nother version. Agregated cites: 36 | paper | |
| 2000 | PREDICTING UK BUSINESS CYCLE REGIMES.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2009 | UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 30 |
| 2007 | UK inflation: persistance, seasonality and monetary policy.(2007) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 21 |
| 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 | 23 |
| 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 nother version. Agregated cites: 23 | article | |
| 2003 | Explaining movements in UK stock prices: In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | The Econometric Analysis of Seasonal Time Series In: Cambridge Books. [Citation analysis] | book | 169 |
| 2001 | The Econometric Analysis of Seasonal Time Series.(2001) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 169 | book | |
| 2008 | COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2005 | Cointegration for Periodically Integrated Processes.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2008 | TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2012 | ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
| 2011 | On Augmented HEGY Tests for Seasonal Unit Roots.(2011) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Trend-cycle-seasonal interactions: identification and estimation.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| In: . [Full Text][Citation analysis] | article | 7 | |
| 2002 | The Prediction of Business Cycle Phases: Financial Variables and International Linkages.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 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 nother version. Agregated cites: 7 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1979 | National Institute Gross Output Forecasts: a Comparison With US Performance.(1979) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1979 | An Assessment and Comparison of Two Niesr Econometric Model Forecasts.(1979) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2004 | Seasonal adjustment and the detection of business cycle phases In: Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 2003 | Seasonal Adjustment and the Detection of Business Cycle Phases.(2003) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2002 | Smooth Transition Regression Models in UK Stock Returns In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 11 |
| 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 | 13 |
| 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 nother version. Agregated cites: 13 | 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 nother version. Agregated cites: 13 | paper | |
| 2001 | Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series.(2001) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2003 | Nonlinearity in the Feds Monetary Policy Rule In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 63 |
| 2005 | Nonlinearity in the Feds monetary policy rule.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | 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 nother version. Agregated cites: 63 | paper | |
| 2002 | Nonlinearity in the Feds Monetary Policy Rule.(2002) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2004 | Modelling Real Exchange Rate Effects On Growth In Latin America In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 8 |
| 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 | 22 |
| 2010 | The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks.(2010) In: EcoMod2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 nother version. Agregated cites: 22 | paper | |
| 1984 | Causality Testing and Its Implications for Dynamic Econometric Models. In: Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 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 | 17 |
| 2001 | Forecasting UK Industrial Production over the Business Cycle..(2001) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2004 | The consequences of seasonal adjustment for periodic autoregressive processes In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
| 2017 | What is the globalisation of inflation? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
| 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 nother version. Agregated cites: 19 | paper | |
| 2017 | What is the Globalisation of Inflation?.(2017) In: EconStor Open Access Articles and Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2011 | Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 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 nother version. Agregated cites: 8 | paper | |
| 2012 | A threshold cointegration analysis of interest rate pass-through to UK mortgage rates In: Economic Modelling. [Full Text][Citation analysis] | article | 39 |
| 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 nother version. Agregated cites: 39 | paper | |
| 2015 | Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2018 | Chinas increasing global influence: Changes in international growth linkages In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2006 | Forecasting Seasonal Time Series In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 28 |
| 2009 | Changes in the order of integration of US and UK inflation In: Economics Letters. [Full Text][Citation analysis] | article | 28 |
| 2007 | Changes in the order of integration of US and UK inflation.(2007) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2005 | Testing for causality in variance in the presence of breaks In: Economics Letters. [Full Text][Citation analysis] | article | 42 |
| 2004 | Testing for causality in variance in the presence of breaks.(2004) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | 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 nother version. Agregated cites: 42 | paper | |
| 2012 | Ratio-based estimators for a change point in persistence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1991 | The implications of periodically varying coefficients for seasonal time-series processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 37 |
| 1993 | Seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2016 | Changes in the global oil market In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
| 2015 | Changes in the global oil market.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 1999 | Seasonal unit roots and forecasts of two-digit European industrial production In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 39 |
| 2004 | Domestic and international influences on business cycle regimes in Europe In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 48 |
| 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 nother version. Agregated cites: 48 | paper | |
| 2002 | Domestic and International Influences on Business Cycle Regimes in Europe.(2002) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2004 | Linear versus neural network forecasts for European industrial production series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 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 | 45 |
| 2007 | CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2009 | Modelling International Linkages for Large Open Economies: US and Euro Area In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 nother version. Agregated cites: 3 | paper | |
| 2021 | Multivariate decompositions and seasonal gender employment In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | chapter | 21 | |
| 2004 | Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany.(2004) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 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 nother version. Agregated cites: 21 | paper | |
| 2002 | Changes in variability of the business cycle in the G7 countries In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 30 |
| 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 nother version. Agregated cites: 30 | paper | |
| 2002 | Changes in variability of the business cycle in the G7 countries.(2002) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2005 | The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes In: Econometrics Working Papers Archive. [Full Text][Citation analysis] | paper | 8 |
| 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 nother version. Agregated cites: 8 | 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 | 90 |
| 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 nother version. Agregated cites: 90 | paper | |
| 2006 | The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2008 | The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
| 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 nother version. Agregated cites: 90 | 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 | 50 |
| 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 nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 50 | 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 | 7 |
| 2000 | Business cycle non-linearities in UK consumption and production In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 45 |
| 1988 | Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 73 |
| 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: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 | 5 |
| 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 | 2 |
| 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 | 2 |
| 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 | 2 |
| 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 | 4 |
| 2003 | Explaining Movements in UK Stock Prices: How Important is the US Market?.(2003) In: Economics Discussion Paper Series. [Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 13 |
| 2007 | Business cycle affiliations in the context of European integration.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 7 |
| 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 nother version. Agregated cites: 7 | 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 | 26 |
| 2010 | Modelling real exchange rate effects on output performance in Latin America.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | 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 | 3 |
| 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 | Modelling UK Inflation: Persistence, Seasonality and Monetary Policy In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 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 | 10 |
| 2005 | Business Cycle Linkages for the G7 Countries: Does the US Lead the World?.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 50 |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | 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 nother version. Agregated cites: 50 | 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: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother 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 | 18 |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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 nother version. Agregated cites: 18 | 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: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother 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: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother 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 | 3 |
| 2008 | Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations.(2008) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | Asymmetric Interest Rates for the UK Real Economy In: Economics Discussion Paper Series. [Citation analysis] | paper | 0 |
| 2006 | A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Weighted smooth transition regressions In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2012 | WEIGHTED SMOOTH TRANSITION REGRESSIONS.(2012) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2009 | Bootstrap Unit Root Tests for Nonlinear Threshold Models In: 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: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 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 nother version. Agregated cites: 11 | article | |
| 2015 | The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points In: 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 nother 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 | 8 |
| 1976 | Maximum Likelihood Estimation of Moving Average Processes In: NBER Chapters. [Full Text][Citation analysis] | chapter | 5 |
| 2013 | Empirical Evidence on Growth Spillovers from China to New Zealand In: Treasury Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2023 | Periodic Integration and Seasonal Unit Roots In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | On the Expectations Hypothesis in US Term Structure In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Using structural break inference for forecasting time series In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH In: Econometric Reviews. [Full Text][Citation analysis] | article | 12 |
| 1999 | Performance of seasonal unit root tests for monthly data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 19 |
| 2013 | Structural Breaks in the International Dynamics of Inflation In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 29 |
| 1997 | Business Cycles for G7 and European Countries. In: The Journal of Business. [Full Text][Citation analysis] | article | 163 |
| 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 | 2 |
| 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 | 9 |
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