Denise Osborn : Citation Profile


Are you Denise Osborn?

University of Manchester

26

H index

50

i10 index

2269

Citations

RESEARCH PRODUCTION:

76

Articles

106

Papers

2

Books

3

Chapters

RESEARCH ACTIVITY:

   47 years (1976 - 2023). See details.
   Cites by year: 48
   Journals where Denise Osborn has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 81 (3.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pos5
   Updated: 2024-12-03    RAS profile: 2023-11-08    
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Relations with other researchers


Works with:

del Barrio Castro, Tomás (4)

Cubadda, Gianluca (3)

Jacobs, Jan (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 (51)

Franses, Philip Hans (45)

Boldea, Otilia (31)

Rodrigues, Paulo (27)

Bataa, Erdenebat (24)

Taylor, Robert (21)

GUPTA, RANGAN (20)

Cuestas, Juan (20)

Camarero, Mariam (19)

Tamarit, Cecilio (19)

Zhang, Chengsi (19)

Cites to:

Sensier, Marianne (66)

Perron, Pierre (57)

van Dijk, Dick (53)

Pesaran, Mohammad (41)

Galí, Jordi (39)

Gertler, Mark (38)

Taylor, Robert (38)

Franses, Philip Hans (37)

Teräsvirta, Timo (35)

Bai, Jushan (34)

Ghysels, Eric (32)

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
Manchester School4
Economic Modelling4
National Institute Economic Review3
Econometric Theory3
Journal of Time Series Analysis3
Journal of Econometrics3
Econometric Reviews3
National Institute Economic Review3
Journal of Applied Econometrics2
The Economic Record2
Applied Economics2
Scottish Journal of Political Economy2
Economics Letters2
International Journal of Finance & Economics2
Economic Journal2

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
MPRA Paper / University Library of Munich, Germany2
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 (2024 and 2023)


YearTitle of citing document
2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2023Asymmetric response of domestic production to exchange rate changes: Evidence from southeast Asian countries. (2023). Wohar, Mark ; Iqbal, Javed ; Chohan, Beenish ; Nosheen, Misbah. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:54-75.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Inflation persistence in Europe: the effects of the covid-19 pandemic and of the Russia-Ukraine war. (2023). Ayestaran, Raquel ; Gil-Alana, Luis ; Infante, Juan ; Caporale, Guglielmo Naria. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00789.

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2023Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1320-1341.

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2023A hybrid NKPC inflation model for the small Island state of Fiji. (2023). Naivutu, Revoni ; Cirikisuva, Salote ; Narayan, Seema. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:873-886.

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2024Inflation 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.

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2024Markov-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.

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2023Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2023How do real and monetary integrations affect inflation dynamics?. (2023). Saygili, Hulya. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:18-27.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2024How 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.

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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.

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2023The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

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2024Inflation 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.

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2024Uncertainty 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.

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2023Government expenditure and economic growth: A heterogeneous-agents approach. (2023). Mino, Kazuo ; Hori, Takeo ; Arawatari, Ryo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000799.

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2024Seasonality 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.

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2023A proposal for constructing and evaluating core inflation measures. (2023). Fornero, Jorge ; Carlomagno, Guillermo ; Sansone, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157.

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2023Real exchange rate misalignments and economic growth in Tunisia: New evidence from a threshold analysis of asymmetric adjustments. (2023). Rault, Christophe ; Sova, Anamaria Diana ; Nouira, Ridha ; Amor, Thouraya Hadj. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:215-227.

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2023Is there convergence in renewable energy deployment? Evidence from a new panel unit root test with smooth and sharp structural breaks. (2023). Omay, Tolga ; Corakci, Aysegul. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:648-662.

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2024The 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.

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2023Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation. (2023). Muzindutsi, Paul-Francois ; Nyati, Malibongwe Cyprian ; Tipoy, Christian Kakese. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:272-:d:1272222.

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2023.

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2023.

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2023Investigating the Nexus between Energy Consumption and Financial Development via Considering Structural Breaks: Empirical Evidence from Argentina. (2023). Taspinar, Nigar ; Ozatac, Nesrin ; Abdelhamid, Abdelati. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8482-:d:1153859.

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2024Does 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.

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2024Oil 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.

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2023Corruption and distortion of public expenditures: evidence from Africa. (2023). OMGBA, Luc ; Sedgo, Harouna. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:2:d:10.1007_s10797-021-09718-6.

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2024Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120758.

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2023Symmetric and Asymmetric Dynamics of Output Gap and Inflation Relation for Turkish Economy. (2023). Cil, Almila Burgac ; Bier, Burhan. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:5:id:842:p:520-549.

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2023An artificial intelligence approach to forecasting when there are structural breaks: a reinforcement learning-based framework for fast switching. (2023). Marçal, Emerson ; Maral, Emerson Fernandes ; Pinto, Jeronymo Marcondes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02389-8.

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2023The impact of pandemic on dynamic volatility spillover network of international stock markets. (2023). Shao, Liuguo ; Lan, Tingting ; Yuan, Caijun ; Zhang, Hua. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02422-w.

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2023Multiscale Agricultural Commodities Forecasting Using Wavelet-SARIMA Process. (2023). SADEFO KAMDEM, Jules ; Diop, Mamadou-Diene. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00329-4.

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2024Education, public expenditure and economic growth under the prism of performance.. (2024). Lesuisse, Pierre. In: Working Papers of BETA. RePEc:ulp:sbbeta:2024-10.

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2023The problem of annual inflation rate indicator. (2023). Arlt, Josef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2772-2788.

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2023A state?dependent linear recurrent formula with application to time series with structural breaks. (2022). Fay, Damien ; Rahmani, Donya. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:43-63.

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Works by Denise Osborn:


YearTitleTypeCited
1989The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption. In: Journal of Business & Economic Statistics.
[Citation analysis]
article44
2001Modelling Business Cycle Movements in the UK Economy In: Economica.
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article11
2014International Transmissions to Australia: The Roles of the USA and Euro Area In: The Economic Record.
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article9
2019News and Notices In: The Economic Record.
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article0
2015Introduction to the JTSA John Nankervis Memorial Issue In: Journal of Time Series Analysis.
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article0
2015Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares In: Journal of Time Series Analysis.
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article1
2013Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares.(2013) In: Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 1
paper
2022On cointegration for processes integrated at different frequencies In: Journal of Time Series Analysis.
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article3
2020On cointegration for processes integrated at different frequencies.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3
paper
2020On Cointegration for Processes Integrated at Different Frequencies.(2020) In: CEIS Research Paper.
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paper
1979Choosing between Macroeconometric Models: An Illustration of the Problems. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article0
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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article29
2007PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* In: Manchester School.
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article278
2013Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School.
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article0
2013Inference on Structural Breaks using Information Criteria In: Manchester School.
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article14
2012Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
1988Seasonality and the Order of Integration for Consumption. In: Oxford Bulletin of Economics and Statistics.
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article93
1995Moving Average Detrending and the Analysis of Business Cycles. In: Oxford Bulletin of Economics and Statistics.
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article22
2002Asymmetric Interest Rate Effects for the UK Real Economy In: Oxford Bulletin of Economics and Statistics.
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article57
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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paper
2009Observed Inflation Forecasts and the New Keynesian Phillips Curve* In: Oxford Bulletin of Economics and Statistics.
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article30
2008Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2008) In: Discussion Paper Series.
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paper
2006Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2006) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
2006Observed Inflation Forecasts and the New Keynesian Phillips Curve.(2006) In: Economics Discussion Paper Series.
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paper
2011HEGY Tests in the Presence of Moving Averages In: Oxford Bulletin of Economics and Statistics.
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article3
2010HEGY Tests in the Presence of Moving Averages.(2010) In: DEA Working Papers.
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paper
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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article20
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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This paper has nother version. Agregated cites: 20
paper
2001Predicting UK Business Cycle Regimes In: Scottish Journal of Political Economy.
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article36
2000Predicting UK Business Cycle Regimes.(2000) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
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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article30
2007UK inflation: persistance, seasonality and monetary policy.(2007) In: Economics Discussion Paper Series.
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paper
2011Nonparametric Tests for Periodic Integration In: Journal of Time Series Econometrics.
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article3
1999Seasonal Nonstationarity and Near-Nonstationarity In: CIRANO Working Papers.
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paper7
1995Classical Business Cycles for G7 and European Countries In: CEPR Discussion Papers.
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paper21
2004The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 In: CEPR Discussion Papers.
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paper22
2006The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7.(2006) In: Open Economies Review.
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article
2003Explaining movements in UK stock prices: In: Working Papers.
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paper3
2001The Econometric Analysis of Seasonal Time Series In: Cambridge Books.
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book167
2001The Econometric Analysis of Seasonal Time Series.(2001) In: Cambridge Books.
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book
2008COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES In: Econometric Theory.
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article8
2005Cointegration for Periodically Integrated Processes.(2005) In: Economics Discussion Paper Series.
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2008TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES In: Econometric Theory.
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article5
2012ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory.
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article12
2011On Augmented HEGY Tests for Seasonal Unit Roots.(2011) In: Economics Discussion Paper Series.
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paper
2019TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION In: Macroeconomic Dynamics.
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article7
2017Trend-cycle-seasonal interactions: identification and estimation.(2017) In: CAMA Working Papers.
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article7
2002The Prediction of Business Cycle Phases: Financial Variables and International Linkages.(2002) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2002The Prediction of Business Cycle Phases: Financial Variables and International Linkages.(2002) In: National Institute Economic Review.
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article
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article0
1979National Institute Gross Output Forecasts: a Comparison With US Performance.(1979) In: National Institute Economic Review.
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In: .
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1979An Assessment and Comparison of Two Niesr Econometric Model Forecasts.(1979) In: National Institute Economic Review.
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2004Seasonal adjustment and the detection of business cycle phases In: Working Paper Series.
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paper9
2003Seasonal Adjustment and the Detection of Business Cycle Phases.(2003) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2003Seasonal Adjustment and the Detection of Business Cycle Phases.(2003) In: 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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paper11
2002Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series In: Royal Economic Society Annual Conference 2002.
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paper12
2004Does seasonality change over the business cycle? An investigation using monthly industrial production series.(2004) In: European Economic Review.
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2001Does 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.
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2001Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production 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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2005Nonlinearity in the Feds monetary policy rule.(2005) In: Journal of Applied Econometrics.
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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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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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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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2010The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks.(2010) In: EcoMod2004.
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2003The 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.
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This paper has nother version. Agregated cites: 22
paper
1984Causality Testing and Its Implications for Dynamic Econometric Models. In: Economic Journal.
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article4
1986A Note on Error Correction Mechanisms and Steady-State Error. In: Economic Journal.
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article0
2000Forecasting UK Industrial Production Over the Business Cycle In: Econometric Society World Congress 2000 Contributed Papers.
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paper16
2001Forecasting UK Industrial Production over the Business Cycle..(2001) In: Journal of Forecasting.
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article
2004The consequences of seasonal adjustment for periodic autoregressive processes In: Econometrics Journal.
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article5
2017What is the globalisation of inflation? In: Journal of Economic Dynamics and Control.
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article19
2016What is the Globalisation of Inflation? .(2016) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2017What is the Globalisation of Inflation?.(2017) In: EconStor Open Access Articles and Book Chapters.
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2011Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling.
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article8
2010Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2012A threshold cointegration analysis of interest rate pass-through to UK mortgage rates In: Economic Modelling.
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article39
2010A threshold cointegration analysis of interest rate pass-through to UK mortgage rates.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2015Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling.
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article9
2018Chinas increasing global influence: Changes in international growth linkages In: Economic Modelling.
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article5
2006Forecasting Seasonal Time Series In: Handbook of Economic Forecasting.
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chapter27
2009Changes in the order of integration of US and UK inflation In: Economics Letters.
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