27
H index
52
i10 index
2339
Citations
University of Manchester | 27 H index 52 i10 index 2339 Citations RESEARCH PRODUCTION: 78 Articles 106 Papers 2 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| Year | Title of citing document |
|---|---|
| 2024 | The Role of Moderators on Product Quality and Export Flows: The Case of Pakistan. (2024). Saeed, Sumaira ; Ul, Miraj ; Bhatti, Arshad Ali. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:27-36. Full description at Econpapers || Download paper |
| 2024 | Food Price Volatility in India. (2024). Sharma, Purushottam ; Paul, Ranjit Kumar ; Yeasin, MD ; Meena, Dinesh Chand ; Anwer, Md Ejaz. In: Policy Papers. RePEc:ags:icar24:349209. Full description at Econpapers || Download paper |
| 2024 | Food Price Volatility in India. (2024). Meena, Dinesh Chand ; Anwer, Md Ejaz ; Paul, Ranjit Kumar ; Yeasin, MD ; Sharma, Purushottam. In: Policy Papers. RePEc:ags:icarpp:349209. Full description at Econpapers || Download paper |
| 2024 | Threshold Impacts of Public Expenditure on Economic Growth: Insights from India Utilizing Panel Threshold Regression Model. (2024). Khanna, Sakshi ; Sharma, Neelam ; Srivastava, Amit. In: Asian Journal of Applied Economics. RePEc:ags:thkase:344198. Full description at Econpapers || Download paper |
| 2024 | Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). 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?. (2025). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper |
| 2025 | Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545. Full description at Econpapers || Download paper |
| 2024 | Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702. Full description at Econpapers || Download paper |
| 2025 | Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204. Full description at Econpapers || Download paper |
| 2025 | Inflation Persistence in the G7: The Effects of the Covid‐19 Pandemic and of the Russia‐Ukraine War. (2025). Usman, Nuruddeen ; Gilalana, Luis Alberiko. In: Manchester School. RePEc:bla:manchs:v:93:y:2025:i:3:p:281-288. Full description at Econpapers || Download paper |
| 2024 | Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289. Full description at Econpapers || Download paper |
| 2024 | Asymptotic inference of the ARMA model with time‐functional variance noises. (2024). Ling, Shiqing ; Zhu, Enwen ; Cai, Bibi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1230-1258. Full description at Econpapers || Download paper |
| 2024 | On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs. (2024). Shiratsuka, Shigenori ; Watanabe, Tsutomu ; Sudo, Nao ; Shinohara, Takeshi ; Munakata, KO. In: CARF F-Series. RePEc:cfi:fseres:cf591. 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 |
| 2025 | Shrinkage estimators for periodic autoregressions. (2025). Paap, Richard ; Franses, Philip Hans. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002884. Full description at Econpapers || Download paper |
| 2025 | A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259. 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 | Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050. 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). Demetrescu, Matei ; Salish, Nazarii. 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). Zampolli, Fabrizio ; Mehrotra, Aaron ; 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 |
| 2025 | The intersection of security attributes of national debt and socially responsible investment objectives. (2025). Liu, Yang ; Tan, Rong ; Wang, Aihua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002523. 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 |
| 2025 | Inventory management with leading indicator augmented hierarchical forecasts. (2025). Kourentzes, Nikolaos ; Sagaert, Yves R. In: Omega. RePEc:eee:jomega:v:136:y:2025:i:c:s0305048325000611. Full description at Econpapers || Download paper |
| 2024 | Seasonality in U.S. disability applications, labor market, and the pandemic echoes. (2024). Lahiri, Kajal ; Yin, Yimeng. 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 ; Milas, Costas ; Dergiades, Theologos. 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). Ahmad, Ferhana ; Shehzad, Choudhry Tanveer. 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 | Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711. Full description at Econpapers || Download paper |
| 2024 | Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis. (2024). Hanif, Waqas ; Shah, Waheed Ullah ; Younis, Ijaz ; Gupta, Himani ; Du, Anna Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001983. 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 |
| 2025 | Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539. Full description at Econpapers || Download paper |
| 2025 | Forecasting the green behaviour level of Chinese enterprises: A conjoined application of the autoregressive integrated moving average (ARIMA) model and multi-scenario simulation. (2025). Li, Chuang ; Jin, Shucen ; Chen, Longjun ; Wang, Liping. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000156. Full description at Econpapers || Download paper |
| 2025 | Fourier Cointegration Analysis of the Relationship Between Interest and Noninterest Income in Banks: The Case of Azer Turk Bank. (2025). Burjaliyeva, Nazrin Gurban ; Orudzhev, Elshar Gurban. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:10:p:297-:d:1771792. Full description at Econpapers || Download paper |
| 2025 | Stochastic Model and Rhythm-Adaptive Technologies of Statistical Analysis and Forecasting of Economic Processes with Cyclic Components. (2025). Lupenko, Serhii ; Horkunenko, Andrii. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:2:p:20-:d:1659342. Full description at Econpapers || Download paper |
| 2025 | Optimal Forecast Combination for Japanese Tourism Demand. (2025). Fang, Yongmei ; Silva, Emmanuel Sirimal ; Guan, BO ; Heravi, Saeed ; Hassani, Hossein. In: Tourism and Hospitality. RePEc:gam:jtourh:v:6:y:2025:i:2:p:79-:d:1650642. Full description at Econpapers || Download paper |
| 2025 | Impact of Government Expenditure on Economic Growth of Ghana. (2025). Adukpo, Tobias Kwame ; Mensah, Nicholas. In: Post-Print. RePEc:hal:journl:hal-04980439. Full description at Econpapers || Download paper |
| 2024 | The interest rate pass-through by loan size: Evidence for Mexico, 2011-2019. (2024). Cotler, Pablo ; Carrillo, Rodrigo. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:2:a:5. Full description at Econpapers || Download paper |
| 2024 | Volatility Modeling and Spillover: The Turkish and Russian Stock Markets. (2024). Genyurk, Galip. In: Istanbul Business Research. RePEc:ist:ibsibr:v:53:y:2024:i:1:p:81-101. Full description at Econpapers || Download paper |
| 2024 | Efficiency in Poverty Reduction: A State-Level Analysis for Bolivia. (2024). Puerta-Cuartas, Alejandro ; Canavire-Bacarreza, Gustavo ; Beverinotti, Javier. In: IZA Discussion Papers. RePEc:iza:izadps:dp16794. Full description at Econpapers || Download paper |
| 2024 | Business Cycle Turning Points and Local Labour Markets. (2024). Taylor, Karl ; Bhadury, Soumya ; Binner, Jane ; Mandal, Anandadeep. In: IZA Discussion Papers. RePEc:iza:izadps:dp17153. Full description at Econpapers || Download paper |
| 2025 | Modelling Mixed-Frequency Time Series with Structural Change. (2025). Barrios, Erniel ; Matthew, Adrian. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10672-8. 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 | Do real exchange rate misalignments have threshold effects on economic growth? Asymmetric evidence from Pakistan. (2024). Nosheen, Misbah ; Nasir, Nosheen ; Iqbal, Javed ; Khalid, Waqar. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09752-4. 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 | An Assessment of Inflation Targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Discussion Paper Series. RePEc:mcd:mcddps:2024_05. Full description at Econpapers || Download paper |
| 2025 | Sensitivity of Macroeconomic Variables to the Exchange Rate Fluctuations: Evidence from Transition Countries. (2025). Awatef, Ourir. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:3:p:658-692. Full description at Econpapers || Download paper |
| 2024 | Investigating the relationship of government revenue and expenditure on economic growth using a generalized method of moments: Does state-level panel ensure sustainable growth?. (2024). Sharma, Rakesh Kumar ; Kiran, Ravi. In: PLOS ONE. RePEc:plo:pone00:0301764. 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 |
| 2025 | The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data. (2025). del Barrio Castro, Tomás ; Bauer, Dietmar. In: MPRA Paper. RePEc:pra:mprapa:126066. Full description at Econpapers || Download paper |
| 2024 | Are Intraday Returns Autocorrelated?. (2024). Li, Yufei ; Giraitis, Liudas ; Sucarrat, Genaro. In: Working Papers. RePEc:qmw:qmwecw:987. Full description at Econpapers || Download paper |
| 2025 | Unemployment rate gap and the Hybrid New Keynesian Phillips Curve: an application of empirical mode decomposition. (2025). Labidi, Moez ; Farhani, Ramzi. In: Romanian Economic Business Review. RePEc:rau:journl:v:20:y:2025:i:2:p:65-84. Full description at Econpapers || Download paper |
| 2024 | Economic Growth and Financial Intermediation Nexus in Pakistan: An ARDL Analysis. (2024). Akhtar, Zahid Mehmood ; Mubarak, Fauzia ; Gul, Faid. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:542-551. Full description at Econpapers || Download paper |
| 2024 | An assessment of inflation targeting. (2024). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Working Paper series. RePEc:rim:rimwps:24-12. Full description at Econpapers || Download paper |
| 2025 | Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model. (2007). . In: Working Paper series. RePEc:rim:rimwps:25-07. 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 | Latin America and the Caribbean in the first quarter of the 21st century. What should be reformed, what can be reformed, and how to think about it?. (2024). Tommasi, Mariano. In: Working Papers. RePEc:sad:wpaper:170. Full description at Econpapers || Download paper |
| 2024 | Influenza pandemics and macroeconomic fluctuations 1871–2016. (2024). Summerfield, Fraser ; Di Matteo, Livio. In: Cliometrica. RePEc:spr:cliomt:v:18:y:2024:i:2:d:10.1007_s11698-023-00269-w. Full description at Econpapers || Download paper |
| 2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x. Full description at Econpapers || Download paper |
| 2025 | Government spending reallocations and inequality: evidence from middle-income countries. (2025). Razzu, Giovanni ; Mihailov, Alexander ; Isiaka, Abdulaleem. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02768-3. Full description at Econpapers || Download paper |
| 2024 | Dynamic Interaction Between Financial Inclusion and Gender Equality in Determining Economic Growth: A Study of Developing Countries. (2024). Wani, Inayat Ullah ; Khanday, Ishfaq Nazir. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01761-y. Full description at Econpapers || Download paper |
| 2025 | Institutions, Human Capital, and Economic Growth in the Maghreb countries. (2025). Abida, Zouheir ; Abdellaoui, Houria. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02043-3. Full description at Econpapers || Download paper |
| 2025 | Using an Artificial Neural Networks Approach to Assess the Links Among Environmental Protection Expenditure, Energy use and Growth in Finland. (2025). Arslan, Recep Sinan ; Tayrek, Murat ; Barak, Doan ; Dabai, Bahatdin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02399-6. Full description at Econpapers || Download paper |
| 2024 | A Time Series Analysis of Corporate Profit Rates in Selected Developed Economies: Asymmetries, Non-linearity and Mean Reversion. (2024). Trofimov, Ivan D. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00392-z. Full description at Econpapers || Download paper |
| 2024 | Is Abrams curve a myth or reality? Evidence from two Baltic countries. (2024). Bekun, Festus ; Zmen, Brahim ; Bali, Seluk. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01778-6. Full description at Econpapers || Download paper |
| 2024 | Growth effects of budgetary fiscal variables in a panel of middle-income countries. (2024). Rahman, Sultan Hafeez ; Hossain, Muhammad Shahadat. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:1:d:10.1007_s10290-023-00494-5. Full description at Econpapers || Download paper |
| 2025 | Is government spending a barrier to industrialisation? Evidence from Africa. (2025). Lontsi, Nelson Diffo ; Oumbe, Honor Tekam ; Ngameni, Joseph Pasky ; Djeunankan, Ronald. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:2:d:10.1007_s10290-024-00565-1. 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 |
| 2024 | On the Source of Seasonality in Price Changes: The Role of Seasonality in Menu Costs. (2024). Sudo, Nao ; Shiratsuka, Shigenori ; Watanabe, Tsutomu ; Shinohara, Takeshi ; Munakata, KO. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:052. Full description at Econpapers || Download paper |
| 2025 | From Tailwinds to Headwinds : Emerging and Developing Economies in the Twenty-First Century. (2025). Mozzanica, Mirco Balatti ; McKinnon, Kate Frances ; Kose, Ayhan ; Palombo, Edoardo ; Bustos, Guillermo Verduzco ; Sugawara, Naotaka ; Vorisek, Dana. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11169. Full description at Econpapers || Download paper |
| 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 | 46 |
| 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 | 2 |
| 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: 2 | paper | |
| 2022 | On cointegration for processes integrated at different frequencies In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 2020 | On cointegration for processes integrated at different frequencies.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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: 5 | 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 | 289 |
| 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 | 15 |
| 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: 15 | 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 | 32 |
| 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: 32 | 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: 32 | 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: 32 | 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 | 37 |
| 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: 37 | 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: 37 | 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 |
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| 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 | 24 |
| 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: 24 | 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 | 174 |
| 2001 | The Econometric Analysis of Seasonal Time Series.(2001) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 174 | 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 | |
| 2002 | The Prediction of Business Cycle Phases: Financial Variables and International Linkages In: National Institute Economic Review. [Full Text][Citation analysis] | article | 10 |
| 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: 10 | 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: 10 | article | |
| 1979 | National Institute Gross Output Forecasts: A Comparison With US Performance In: National Institute Economic Review. [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 | |
| 1979 | An Assessment and Comparison of Two Niesr Econometric Model Forecasts In: National Institute Economic Review. [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 | 17 |
| 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: 17 | 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: 17 | 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: 17 | 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 |
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| 2000 | Forecasting UK Industrial Production Over the Business Cycle In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 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 |
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| 2016 | What is the Globalisation of Inflation? .(2016) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | 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: 20 | 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 | 40 |
| 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: 40 | paper | |
| 2015 | Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 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 | 40 |
| 2004 | Domestic and international influences on business cycle regimes in Europe In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 49 |
| 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: 49 | 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: 49 | paper | |
| 2004 | Linear versus neural network forecasts for European industrial production series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
| 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 |
| 2006 | Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany In: Contributions to Economic Analysis. [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 | 91 |
| 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: 91 | 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: 91 | 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: 91 | 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: 91 | 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 | 51 |
| 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: 51 | 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: 51 | 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 | 7 |
| 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 | 27 |
| 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: 27 | 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 | 11 |
| 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: 11 | 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 | 51 |
| 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: 51 | 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: 51 | 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: 51 | 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 | 3 |
| 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 | 167 |
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| 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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