Marianne Sensier : Citation Profile


Are you Marianne Sensier?

University of Manchester

16

H index

20

i10 index

685

Citations

RESEARCH PRODUCTION:

14

Articles

51

Papers

RESEARCH ACTIVITY:

   13 years (1997 - 2010). See details.
   Cites by year: 52
   Journals where Marianne Sensier has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 25 (3.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse50
   Updated: 2021-10-16    RAS profile: 2010-09-08    
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Relations with other researchers


Works with:

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

Is cited by:

Osborn, Denise (27)

Cavaliere, Giuseppe (24)

Taylor, Robert (23)

Bataa, Erdenebat (13)

Cuestas, Juan (11)

Rahbek, Anders (10)

Clements, Michael (9)

Miller, Stephen (9)

Ferrara, Laurent (9)

van Dijk, Dick (9)

Groen, Jan (9)

Cites to:

Osborn, Denise (36)

artis, michael (20)

Teräsvirta, Timo (20)

van Dijk, Dick (16)

Galí, Jordi (14)

Perez Quiros, Gabriel (13)

Bai, Jushan (11)

Pesaran, M (11)

Timmermann, Allan (11)

Gertler, Mark (11)

Hamilton, James (11)

Main data


Where Marianne Sensier has published?


Journals with more than one article published# docs
Applied Economics3
Scottish Journal of Political Economy2
Economics Letters2
Manchester School2

Working Papers Series with more than one paper published# docs
Royal Economic Society Annual Conference 2002 / Royal Economic Society2

Recent works citing Marianne Sensier (2021 and 2020)


YearTitle of citing document
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2021Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

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2020Fractional Integration and the Persistence of UK Inflation, 1210–2016. (2020). Gil-Alana, Luis ; Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:162-166.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8349.

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2020Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas . In: Working Paper Series. RePEc:ecb:ecbwps:20202377.

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2020Testing linear relationships between non-constant variances of economic variables. (2020). RAÏSSI, HAMDI ; Raissi, Hamdi ; Hirukawa, Junichi. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:182-189.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2021Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180.

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2020Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82.

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2021Forecasting stock returns: A time-dependent weighted least squares approach. (2021). Wang, Yudong ; Wu, Chongfeng ; Hao, Xianfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300379.

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2021Destabilizing asymmetries in central banking: With some enlightenment from money in classical Athens. (2021). Bitros, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000049.

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2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2020Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2020Forecasting the state of the Finnish business cycle*. (2020). Pönkä, Harri ; Stenborg, Markku. In: Finnish Economic Papers. RePEc:fep:journl:v:29:y:2020:i:1:p:81-99.

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2020Dynamic Transmissions and Volatility Spillovers between Global Price and U.S. Producer Price in Agricultural Markets. (2020). Tanaka, Tetsuji ; Guo, Jin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:83-:d:349624.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Lajaunie, Quentin ; Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02549044.

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2020Asymmetric response of domestic production to exchange rate changes: evidence from Africa. (2020). Bahmani-Oskooee, Mohsen ; Arize, Augustine C. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-018-9240-y.

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2020Structural breaks and regional inflation convergence for five new Euro members. (2020). Hegerty, Scott. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:2:d:10.1007_s10644-018-9241-x.

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2020A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09445-6.

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2021Nonlinear Impulse Response Function for Dichotomous Models. (2021). Lajaunie, Quentin. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2852.

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2020How does the self-sufficiency rate affect international price volatility transmissions in the wheat sector? Evidence from wheat-exporting countries. (2020). Guo, Jin ; Tanaka, Tetsuji. In: Palgrave Communications. RePEc:pal:palcom:v:7:y:2020:i:1:d:10.1057_s41599-020-0510-8.

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2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

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2020Business cycle patterns in European regions. (2020). Gómez-Loscos, Ana ; Bandres, Eduardo ; Gadea, Dolores M ; Gomez-Loscos, Ana. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01743-z.

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2020Identifying a robust policy rule for the Feds response to financial stress. (2020). Ahmad, Saad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:565-578.

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2021Mapping US presidential terms with S&P500 index: Time series analysis approach. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert ; Osuolale, Kazeem A ; Gilalana, Luis A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1938-1954.

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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model. (2020). Yamamoto, Yohei ; Perron, Pierre ; Zhou, Jing. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:1019-1057.

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2020Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty. (2020). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:36.

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Works by Marianne Sensier:


YearTitleTypeCited
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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article23
2003A Tale of Two Cycles: Co?Fluctuations Between UK Regions and the Euro Zone In: Manchester School.
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article30
2001A Tale of Two Cycles: Co-Fluctuations Between UK Regions and the Euro Zone.(2001) In: Cahiers de Recherches Economiques du Département d'économie.
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This paper has another version. Agregated cites: 30
paper
2002A Tale of Two Cycles: Co-fluctuations Between UK Regions and the Euro Zone.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has another version. Agregated cites: 30
paper
2001A Tale of Two Cycles: Co-fluctuations Between UK Regions and the Euro Zone.(2001) In: Economics Discussion Paper Series.
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paper
2003Asymmetric output?gap effects in Phillips Curve and mark?up pricing models: Evidence for the US and the UK In: Scottish Journal of Political Economy.
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article13
2009UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY In: Scottish Journal of Political Economy.
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article23
2007UK inflation: persistance, seasonality and monetary policy.(2007) In: Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 23
paper
1999Business cycles and the labour market can theory fit the facts? In: Bank of England working papers.
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paper8
1997The Labour Market over the Business Cycle: Can Theory Fit the Facts? In: CEP Discussion Papers.
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paper37
1997The Labour Market over the Business Cycle: Can Theory Fit the Facts?.(1997) In: Oxford Review of Economic Policy.
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This paper has another version. Agregated cites: 37
article
2003Explaining movements in UK stock prices: In: Working Papers.
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paper0
2002Smooth Transition Regression Models in UK Stock Returns In: Royal Economic Society Annual Conference 2002.
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paper9
2002Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series In: Royal Economic Society Annual Conference 2002.
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paper11
2001Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series.(2001) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has another version. Agregated cites: 11
paper
2001Short-term Volatility Versus Long-term Growth: Evidence in US Macroeconomic Time Series.(2001) In: Economics Discussion Paper Series.
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2003Nonlinearity in the Feds Monetary Policy Rule In: Royal Economic Society Annual Conference 2003.
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paper62
2005Nonlinearity in the Feds monetary policy rule.(2005) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 62
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2002Nonlinearity in the Feds Monetary Policy Rule.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
2002Nonlinearity in the Feds Monetary Policy Rule.(2002) In: 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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paper1
2000Predicting UK Business Cycle Regimes In: Econometric Society World Congress 2000 Contributed Papers.
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paper17
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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2009Changes in the order of integration of US and UK inflation In: Economics Letters.
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article25
2007Changes in the order of integration of US and UK inflation.(2007) In: Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 25
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2005Testing for causality in variance in the presence of breaks In: Economics Letters.
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article39
2004Testing for causality in variance in the presence of breaks.(2004) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2004Domestic and international influences on business cycle regimes in Europe In: International Journal of Forecasting.
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article43
2002Domestic and International Influences on Business Cycle Regimes in Europe.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2002Domestic and International Influences on Business Cycle Regimes in Europe.(2002) In: Economics Discussion Paper Series.
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2001Forecasting UK Industrial Production over the Business Cycle. In: Journal of Forecasting.
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article16
2002Asymmetric Interest Rate Effects for the UK Real Economy In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper55
2008Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper23
2009Structural Breaks in the International Transmission of Inflation In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper1
2009Changes in International Business Cycle Affiliations In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2009Changes in International Business Cycle Affiliations.(2009) In: Economics Discussion Paper Series.
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2010Tracking Unemployment in the North West Through Recession and Forecasting Recovery In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper1
2002The Prediction of Business Cycle Phases: Financial Variables and International Linkages In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2002Changes in Variability of the Business Cycle in the G7 Countries In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2002Changes in variability of the business cycle in the G7 countries.(2002) In: Economics Discussion Paper Series.
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2003Explaining movements in UK stock prices: How important is the US market? In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2003Explaining Movements in UK Stock Prices: How Important is the US Market?.(2003) In: Economics Discussion Paper Series.
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2003Business Cycle Affiliations in the Context of European Integration In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2007Business cycle affiliations in the context of European integration.(2007) In: Applied Economics.
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2004Modelling Real Exchange Rate Effects on Output Performance in Latin America In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2010Modelling real exchange rate effects on output performance in Latin America.(2010) In: Applied Economics.
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2003Testing for Volatility Changes in US Macroeconomic Time Series In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2004Testing for Volatility Changes in U.S. Macroeconomic Time Series.(2004) In: The Review of Economics and Statistics.
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2003Predicting Growth Cycle Regimes for European Countries In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2003The effect of nominal shock uncertainty on output growth In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2004Nonlinearity 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.
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2004Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 21
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2004Modelling UK Inflation: Persistence, Seasonality and Monetary Policy In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2005Business Cycle Linkages for the G7 Countries:Does the US Lead the World? In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2005Business Cycle Linkages for the G7 Countries: Does the US Lead the World?.(2005) In: Economics Discussion Paper Series.
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2008Co-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.
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2008Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations.(2008) In: Economics Discussion Paper Series.
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2008Is Volatility Good for Growth? Evidence from the G7 In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2008Is Volatility Good for Growth? Evidence from the G7.(2008) In: Economics Discussion Paper Series.
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2008Is Volatility Good for Growth? Evidence from the G7.(2008) In: CEIS Research Paper.
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2008Is volatility good for growth? Evidence from the G7..(2008) In: wp.comunite.
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2001Asymmetric Interest Rates for the UK Real Economy In: Economics Discussion Paper Series.
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1997Inventories and Asymmetric Business Cycle Fluctuations in the UK. In: Economics Series Working Papers.
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paper2
2003Inventories and asymmetric business cycle fluctuations in the UK: a structural approach In: Applied Economics.
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