Denise Osborn : Citation Profile


Are you Denise Osborn?

University of Manchester

21

H index

41

i10 index

1620

Citations

RESEARCH PRODUCTION:

69

Articles

103

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   42 years (1976 - 2018). See details.
   Cites by year: 38
   Journals where Denise Osborn has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 76 (4.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pos5
   Updated: 2019-07-21    RAS profile: 2019-05-28    
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Relations with other researchers


Works with:

Bataa, Erdenebat (5)

Bratsiotis, George (4)

Hall, Alastair (3)

Dungey, Mardi (2)

Jacobs, Jan (2)

Altansukh, Gantungalag (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Denise Osborn.

Is cited by:

del Barrio Castro, Tomás (40)

Franses, Philip Hans (35)

Boldea, Otilia (21)

Bataa, Erdenebat (20)

Cuestas, Juan (19)

Camarero, Mariam (18)

Tamarit, Cecilio (18)

Mourelle, Estefanía (18)

Taylor, Robert (17)

Rodrigues, Paulo (15)

Zhang, Chengsi (15)

Cites to:

Sensier, Marianne (49)

Perron, Pierre (47)

van Dijk, Dick (36)

Gertler, Mark (36)

Gali, Jordi (34)

artis, michael (32)

Pesaran, M (29)

Teräsvirta, Timo (29)

Ghysels, Eric (29)

Bai, Jushan (26)

Franses, Philip Hans (25)

Main data


Where Denise Osborn has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics6
International Journal of Forecasting5
Journal of Applied Econometrics4
Economic Modelling4
Manchester School4
Journal of Econometrics3
Econometric Reviews3
National Institute Economic Review3
Journal of Time Series Analysis3
Econometric Theory3
International Journal of Finance & Economics2
Economics Letters2
Scottish Journal of Political Economy2
Journal of Applied Econometrics2
Economic Journal2
Applied Economics2

Working Papers Series with more than one paper published# docs
Discussion Paper Series / Institute of Economic Research, Korea University3
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Royal Economic Society Annual Conference 2002 / Royal Economic Society2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Denise Osborn (2019 and 2018)


YearTitle of citing document
2018Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan. In: CREATES Research Papers. RePEc:aah:create:2018-31.

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2017Does 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.

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2018Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode. (2018). Sun, Yunpeng ; Wang, Xueying. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:745-761.

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2017The 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.

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2018¿Cuál es la dimensión y en que se gastó la reciente bonanza en Colombia?. (2018). Pérez Valbuena, Gerson ; Perez-Valbuena, Gerson J ; Bonet-Moron, Jaime ; Marin-Llanes, Lucas. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:273.

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2017Compositional Changes in Public Expenditure and Economic Growth: Time Series Evidence from Pakistan. (2017). Hussain, Ibrar ; Rafiq, Muhmmad ; Khan, Zahoor. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:1-20.

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2017Macroeconomic 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.

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2018The enduring link between demography and inflation. (2018). Takats, Elod ; Juselius, John. In: BIS Working Papers. RePEc:bis:biswps:722.

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2017PUBLIC SPENDING REALLOCATIONS AND ECONOMIC GROWTH ACROSS DIFFERENT INCOME LEVELS. (2017). Morozumi, Atsuyoshi ; Acosta-Ormaechea, Santiago . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:98-114.

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2017Does Government Size Affect Per-Capita Income Growth? A Hierarchical Meta-Regression Analysis. (2017). Yew, Siew Ling ; Ugur, Mehmet ; Churchill, Sefa Awaworyi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:142-171.

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2017Identification 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.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2017Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.

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2017Financial 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.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2018The enduring link between demography and inflation. (2018). Takats, Elod ; Juselius, John. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_008.

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2017Changes in persistence, spurious regressions and the Fisher hypothesis. (2017). Ventosa-Santaulària, 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.

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2018Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?. (2018). Medel, Carlos A. ; Marcel, Mario ; Chanut, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:824.

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2018¿Cuál es la dimensión y en que se gastó la reciente bonanza en Colombia?. (2018). Pérez Valbuena, Gerson ; Perez-Valbuena, Gerson J ; Bonet-Moron, Jaime ; Marin-Llanes, Lucas. In: DOCUMENTOS DE TRABAJO SOBRE ECONOMÍA REGIONAL Y URBANA. RePEc:col:000102:016808.

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2018A Trendy Approach to UK Inflation Dynamics. (2018). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12652.

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2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27484.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2018Forecasting electricity price in Colombia: A comparison between Neural Network, ARMA process and Hybrid Models. (2018). Barrientos Marin, Jorge ; Orozco, Elkin Tabares ; Velilla, Esteban. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-15.

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2017Forecasting 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.

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2017Cross 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.

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2019Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154.

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2019Density tourism demand forecasting revisited. (2019). Liu, Chang ; Wen, Long ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:379-392.

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2019Forecasting campground demand in US national parks. (2019). Pan, Bing ; Park, So Young ; Rice, William L ; Newman, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438.

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2018Nonlinearities, smoothing and countercyclical monetary policy. (2018). Jackson, Laura E ; Soques, Daniel ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:136-154.

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2018Economic growth and government size in developed European countries: A panel threshold approach. (2018). Hajamini, Mehdi ; Falahi, Mohammad Ali. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:1-13.

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2018Directional 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.

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2018Measuring bank funding costs in the analysis of interest rate pass-through: Evidence from Poland. (2018). Stanisławska, Ewa ; Kapuściński, Mariusz ; Stanisawska, Ewa ; Kapuciski, Mariusz. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:288-300.

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2018Estimating inflation persistence by quantile autoregression with quantile-specific unit roots. (2018). Rodrigues Figueiredo, Francisco ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:407-430.

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2018The pass-through of monetary policy rate to lending rates: The role of macro-financial factors. (2018). Melecký, Martin ; Gregor, Jiří. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88.

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2018International synchronization of the Mexican states business cycles: Explaining factors. (2018). Aroca, Patricio ; Vergara-Gonzalez, Reyna ; Rendon-Rojas, Liliana ; Mejia-Reyes, Pablo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:278-288.

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2018Powerful nonparametric seasonal unit root tests. (2018). Erolu, Burak Alparslan ; Troki, Mirza ; Goebakan, Kemal Alar. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:75-80.

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2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

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2018Efficient estimation with time-varying information and the New Keynesian Phillips Curve. (2018). Boldea, Otilia ; Antoine, Bertille. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:268-300.

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2018Tactical 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.

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2017Is 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.

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2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

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2019Heterogeneous noncompliance with OPECs oil production cuts. (2019). Parnes, Dror. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:289-300.

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2018Causality in the EMU sovereign bond markets. (2018). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:281-290.

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2017Asset 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.

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2018Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77.

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2017The 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.

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2017Inflation 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.

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2019The informational content of prices when policy makers react to financial markets. (2019). Siemroth, Christoph. In: Journal of Economic Theory. RePEc:eee:jetheo:v:179:y:2019:i:c:p:240-274.

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2017Food price seasonality in Africa: Measurement and extent. (2017). Kaminski, Jonathan ; Christiaensen, Luc ; Gilbert, Christopher L. In: Food Policy. RePEc:eee:jfpoli:v:67:y:2017:i:c:p:119-132.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2018Estimating the Taylor rule in the time-frequency domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:122-137.

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2018The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change. (2018). Aristidou, Chrystalleni . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:367-379.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2017The 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.

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2017The 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.

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2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

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2018Distributional characteristics of interday stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Girgin, Mehmet Sencer ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:280-288.

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2018Wavelet analysis of the co-movement and lead–lag effect among multi-markets. (2018). Sun, QI ; Xu, Weidong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:489-499.

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2019Investigating detrended fluctuation analysis with structural breaks. (2019). Portela, Sofia ; Oliveira, alvaro ; Menezes, Rui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:331-342.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018Is monetary policy forward-looking in China?. (2018). Zhang, Chengsi ; Dang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:4-14.

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2018Intermittent transition between synchronization and desynchronization in multi-regional business cycles. (2018). Onozaki, Tamotsu ; Sato, Yuzuru ; Saiki, Yoshitaka ; Esashi, Kunihiko. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:44:y:2018:i:c:p:68-76.

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2018Evaluating the effects of the road safety system approach in Brunei. (2018). Haque, Ohidul M. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:118:y:2018:i:c:p:594-607.

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2017Citizens’ 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.

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2017IMPACTS 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.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization Institute Working Papers. RePEc:fip:feddgw:295.

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2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

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2017Twenty-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.

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2017Do 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.

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2018Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2018Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis. (2018). Çevik, Emrah ; Atukeren, Erdal ; Korkmaz, Turhan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2848-:d:177242.

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2019The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap. (2019). Pan, Fanghui ; Zhang, Xiaoyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2557-:d:227940.

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2017The 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.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: Discussion Paper Series. RePEc:iek:wpaper:1704.

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2018Composition of public investment and economic growth: evidence from Turkish provinces, 1975-2001. (2018). Yilmaz, Gokcen. In: Public Sector Economics. RePEc:ipf:psejou:v:42:y:2018:i:2:p:187-214.

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2018Government 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.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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2018On 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.

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2018Short and Long Effects of Productivity on Unemployment. (2018). Semmler, Willi ; Chen, Pu. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:4:d:10.1007_s11079-018-9486-z.

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2017The 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.

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2018The Fisher Equation: A Nonlinear Panel Data Approach. (2018). Lin, Shu-Chin ; Suen, Yu-Bo ; Hsieh, Joyce ; Kim, Dong-Hyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:1:p:162-180.

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2018The Impact of Public Expenditures on Economic Growth: A Case Study of Central and Eastern European Countries. (2018). Lupu, Dan ; Bercu, Ana-Maria ; Tofan, Mihaela ; PETRISOR, MIHAI BOGDAN . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:3:p:552-570.

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2018Asymmetry Effects of Exchange Rate Changes on Domestic Production in Emerging Countries. (2018). Bahmani-Oskooee, Mohsen ; Mohammadian, Amirhossein. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:6:p:1442-1459.

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2018Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa. (2018). Phiri, Andrew. In: Managing Global Transitions. RePEc:mgt:youmgt:v:16:y:2018:i:2:p:123-140.

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2017Has 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.

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2017A trendy approach to UK inflation dynamics. (2017). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Discussion Papers. RePEc:mpc:wpaper:0049.

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2018Efficient generation of time series with diverse and controllable characteristics. (2018). Kang, Yanfei ; Li, Feng ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

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2018Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2018.

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2019Opening the toolbox: how does the Reserve Bank analyse the world?. (2019). Wong, Benjamin ; Vehbi, Tugrul ; Cassino, Enzo ; Callaghan, Michael. In: Reserve Bank of New Zealand Bulletin. RePEc:nzb:nzbbul:apr2019:4.

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2018Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x.

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2017Has 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.

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2017Structural 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.

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2017Is the Recent Low Oil Price Attributable to the Shale Revolution?. (2017). Park, Cheolbeom ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:80775.

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2018The 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.

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2017Foreign and Public Investment and Economic Growth: The Case of Romania. (2017). Mitu, Narcis ; Stanciu, Cristian Valeriu. In: MPRA Paper. RePEc:pra:mprapa:84789.

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2018Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998.

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2018Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136.

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2018Forecasting the state of the Finnish business cycle. (2018). Pönkä, Harri ; Stenborg, Markku. In: MPRA Paper. RePEc:pra:mprapa:91226.

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More than 100 citations found, this list is not complete...

Works by Denise Osborn:


YearTitleTypeCited
1989The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption. In: Journal of Business & Economic Statistics.
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2001Modelling Business Cycle Movements in the UK Economy. In: Economica.
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2014International Transmissions to Australia: The Roles of the USA and Euro Area In: The Economic Record.
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2012Non‐parametric testing for seasonally and periodically integrated processes In: Journal of Time Series Analysis.
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2015Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis.
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1979Choosing between Macroeconometric Models: An Illustration of the Problems. In: The Manchester School of Economic & Social Studies.
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2000A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle. In: Manchester School.
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2007PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES In: Manchester School.
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2013Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School.
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2012Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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1988Seasonality and the Order of Integration for Consumption. In: Oxford Bulletin of Economics and Statistics.
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1995Moving Average Detrending and the Analysis of Business Cycles. In: Oxford Bulletin of Economics and Statistics.
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2002 Asymmetric Interest Rate Effects for the UK Real Economy. In: Oxford Bulletin of Economics and Statistics.
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2002Asymmetric Interest Rate Effects for the UK Real Economy.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2011HEGY Tests in the Presence of Moving Averages In: Oxford Bulletin of Economics and Statistics.
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2014Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation In: Oxford Bulletin of Economics and Statistics.
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2008Identifying 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.
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2001Predicting UK Business Cycle Regimes. In: Scottish Journal of Political Economy.
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2000Predicting UK Business Cycle Regimes.(2000) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2000PREDICTING UK BUSINESS CYCLE REGIMES.(2000) In: Computing in Economics and Finance 2000.
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2009UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY In: Scottish Journal of Political Economy.
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2007UK inflation: persistance, seasonality and monetary policy.(2007) In: The School of Economics Discussion Paper Series.
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1999Seasonal Nonstationarity and Near-Nonstationarity In: CIRANO Working Papers.
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1995Classical Business Cycles for G7 and European Countries In: CEPR Discussion Papers.
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2008COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES In: Econometric Theory.
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2008TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES In: Econometric Theory.
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2012ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory.
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2011On Augmented HEGY Tests for Seasonal Unit Roots.(2011) In: The School of Economics Discussion Paper Series.
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2002Smooth Transition Regression Models in UK Stock Returns In: Royal Economic Society Annual Conference 2002.
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2003Nonlinearity in the Feds Monetary Policy Rule In: Royal Economic Society Annual Conference 2003.
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2002Nonlinearity in the Feds Monetary Policy Rule.(2002) In: The School of Economics Discussion Paper Series.
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2004Modelling Real Exchange Rate Effects On Growth In Latin America In: Royal Economic Society Annual Conference 2004.
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2004The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks In: Royal Economic Society Annual Conference 2004.
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1984Causality Testing and Its Implications for Dynamic Econometric Models. In: Economic Journal.
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1986A Note on Error Correction Mechanisms and Steady-State Error. In: Economic Journal.
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2000Forecasting UK Industrial Production Over the Business Cycle In: Econometric Society World Congress 2000 Contributed Papers.
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2001Forecasting UK Industrial Production over the Business Cycle..(2001) In: Journal of Forecasting.
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2004The consequences of seasonal adjustment for periodic autoregressive processes In: Econometrics Journal.
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2011Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling.
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2004Domestic and international influences on business cycle regimes in Europe In: International Journal of Forecasting.
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2002Domestic and International Influences on Business Cycle Regimes in Europe.(2002) In: The School of Economics Discussion Paper Series.
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2007Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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