Access Statistics for Denise Osborn

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Further Examination of the Expectations Hypothesis for the Term Structure 0 0 3 7 1 3 13 38
A Further Examination of the Expectations Hypothesis for the Term Structure 0 1 3 35 0 1 12 83
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests 0 2 7 28 7 15 42 115
Asymmetric Interest Rate Effects for the UK Real Economy 1 7 35 153 9 26 149 514
Asymmetric Interest Rates for the UK Real Economy 0 1 3 27 1 3 12 172
Business Cycle Affiliations in the Context of European Integration 1 3 12 81 2 7 29 255
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 1 4 10 38 2 7 24 118
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 1 3 12 136 6 17 74 595
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 1 4 7 0 1 8 16
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 4 4 23 44 7 12 51 105
CONSTRUCTING HISTORICAL EURO AREA DATA 1 6 20 80 5 20 101 248
Changes in Variability of the Business Cycle in the G7 Countries 1 3 12 79 6 10 32 168
Changes in the order of integration of US and UK inflation 1 5 26 47 2 6 45 76
Changes in variability of the business cycle in the G7 countries 0 0 7 142 2 6 20 681
Changes in variability of the business cycle in the G7 countries 0 0 0 0 0 0 0 0
Changes in variability of the business cycle in the G7 countries 0 0 2 50 1 2 12 171
Classical Business Cycles for G7 and European Countries 1 2 26 201 4 10 52 634
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 6 11 27 52 8 21 67 111
Cointegration for Periodically Integrated Processes 0 0 4 17 0 2 14 57
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 4 12 39 76 6 25 103 167
Comparing Seasonal Forecasts of Industrial Production 2 7 21 39 2 11 55 76
Constructing Historical Euro Area Data 3 8 20 96 4 13 64 308
Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series 0 0 2 25 1 2 10 130
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 1 1 13 73 20 27 72 250
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 1 4 121 1 3 17 315
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 2 3 6 35 5 10 23 64
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 3 0 1 2 14
Domestic and International Influences on Business Cycle Regimes in Europe 1 1 17 135 8 17 103 638
Domestic and International Influences on Business Cycle Regimes in Europe 2 2 4 76 5 6 26 355
Expectations Hypothesis Tests in the Presence of Model Uncertainty 5 9 17 62 6 12 35 95
Explaining Movements in UK Stock Prices: How Important is the US Market? 0 0 5 73 0 1 20 290
Explaining movements in UK stock prices 1 2 11 49 1 2 29 164
Explaining movements in UK stock prices: How important is the US market? 2 9 25 166 6 21 87 546
Forecasting UK Industrial Production Over the Business Cycle 4 7 21 284 9 17 51 577
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 5 8 11 11 10 19 30 30
Modelling Real Exchange Rate Effects On Growth In Latin America 0 1 2 38 0 1 6 104
Modelling Real Exchange Rate Effects on Output Performance in Latin America 3 10 39 316 7 21 97 696
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 1 8 40 320 5 18 92 759
New Evidence on the Expectations Theory for UK Term Structure 1 1 2 12 1 1 3 32
New Evidence on the Expectations Theory for UK Term Structure 3 3 5 38 4 5 13 64
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 3 8 26 150 9 16 62 419
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 5 42 0 1 11 121
Nonlinearity in the Fed's Monetary Policy Rule 0 2 9 126 1 4 26 350
Nonlinearity in the Fed's Monetary Policy Rule 0 0 1 54 2 2 10 148
Nonlinearity in the Fed's Monetary Policy Rule 2 2 8 57 3 6 27 161
Observed Inflation Forecasts and the New Keynesian Phillips Curve 1 2 10 23 3 5 28 68
Observed Inflation Forecasts and the New Keynesian Phillips Curve 1 7 26 94 3 12 53 158
Observed Inflation Forecasts and the New Keynesian Phillips Curve 2 5 22 46 3 8 63 117
On the Expectations Hypothesis in US Term Structure 3 3 13 87 9 14 46 235
PREDICTING UK BUSINESS CYCLE REGIMES 0 1 22 295 4 10 58 683
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 1 5 32 104 7 15 87 232
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 2 4 17 32 4 6 33 98
Predicting Growth Cycle Regimes for European Countries 5 8 13 93 7 15 33 253
Predicting UK Business Cycle Regimes 2 4 14 90 6 11 52 427
Public Expenditure and Growth in Developing Countries: Education is the Key 9 31 126 741 33 90 393 1,761
Public expenditure and growth in developing countries: education is the key 0 6 44 324 4 13 86 740
Seasonal Adjustment and the Detection of Business Cycle Phases 2 2 15 67 5 8 54 241
Seasonal Adjustment and the Detection of Business Cycle Phases 0 2 5 91 0 3 20 256
Seasonal Nonstationarity and Near-Nonstationarity 1 1 14 277 2 6 40 1,088
Seasonal adjustment and the detection of business cycle phases 0 2 6 70 2 10 39 333
Smooth Transition Regression Models in UK Stock Returns 6 12 64 496 8 21 119 830
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 1 10 1 1 9 55
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 8 19 1 2 16 72
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 9 23 101 1 15 53 263
Structural Breaks in the International Transmission of Inflation 4 13 38 38 9 32 48 48
Testing for causality in variance in the presence of breaks 4 7 22 110 5 12 38 202
Testing for causality in variance in the presence of breaks 2 2 2 2 2 3 3 3
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 2 14 60 4 8 34 151
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production 0 0 11 46 3 10 67 319
The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks 1 2 13 146 2 7 33 293
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks 1 4 12 96 3 8 44 340
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 1 8 64 4 9 33 237
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 3 5 32 94 5 17 90 203
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 5 15 41 0 6 27 115
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 9 20 45 132 16 37 96 253
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 3 13 49 222 25 65 297 968
UK inflation: persistance, seasonality and monetary policy 3 8 14 47 7 12 41 89
Volatility, spillover Effects and Correlations in US and Major European Markets 1 5 22 88 4 12 45 188
Weighted smooth transition regressions 1 3 9 43 2 6 27 51
Total Working Papers 130 352 1,370 7,990 373 940 4,036 22,400


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle 1 1 8 87 4 4 22 269
A Note on Error Correction Mechanisms and Steady-State Error 0 0 0 22 2 3 11 304
A survey of seasonality in UK macroeconomic variables 2 6 31 123 8 20 95 366
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 9 48 1 4 30 185
Asymmetric Interest Rate Effects for the UK Real Economy 2 4 15 145 2 5 36 846
Business Cycles for G7 and European Countries 0 5 18 188 2 10 43 674
Business cycle affiliations in the context of European integration 0 0 3 23 1 2 11 115
Business cycle non-linearities in UK consumption and production 1 4 16 159 5 10 43 510
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES 0 0 2 2 0 6 15 15
Causality Testing and Its Implications for Dynamic Econometric Models 0 0 0 25 0 0 0 92
Changes in the order of integration of US and UK inflation 0 3 7 7 7 16 41 41
Choosing between Macroeconometric Models: An Illustration of the Problems 0 0 0 0 1 1 2 62
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 0 1 27 1 2 7 111
Domestic and international influences on business cycle regimes in Europe 0 1 1 59 1 4 20 383
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 3 4 20 483
Linear versus neural network forecasts for European industrial production series 0 1 4 31 0 2 11 123
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 1 2 3 26 1 3 11 99
Modelling Business Cycle Movements in the UK Economy 1 2 12 176 1 3 43 707
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 6 23 119 655
Nonlinearity in the Fed's monetary policy rule 2 4 15 113 3 6 37 310
Observed Inflation Forecasts and the New Keynesian Phillips Curve 2 7 12 12 2 13 25 25
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES 2 5 38 79 7 18 93 190
Performance of seasonal unit root tests for monthly data 6 10 55 250 8 21 105 518
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 3 4 7 7 4 11 19 19
Predicting UK Business Cycle Regimes 1 1 4 126 4 5 28 842
Seasonal cointegration 5 10 39 180 7 16 67 315
Seasonal unit roots and forecasts of two-digit European industrial production 2 3 6 19 3 6 15 75
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 1 2 8 45 2 4 16 167
Seasonality and the Order of Integration for Consumption 0 0 0 0 1 4 26 318
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES 0 1 5 5 2 5 16 16
Testing for causality in variance in the presence of breaks 0 1 5 40 1 3 13 108
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 2 6 15 54 3 12 50 241
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 6 10 38 48 9 23 119 158
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption 0 0 0 0 2 3 30 196
The consequences of seasonal adjustment for periodic autoregressive processes 1 3 6 59 1 3 14 231
The effect of seasonal adjustment on the properties of business cycle regimes 0 7 26 44 6 20 95 152
The implications of periodically varying coefficients for seasonal time-series processes 2 5 16 50 4 8 29 96
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 3 6 13 13 5 9 21 21
Total Journal Articles 46 114 438 2,296 120 312 1,398 10,038
2 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Seasonal Time Series 14 34 155 272 68 168 641 1,024
Total Chapters 14 34 155 272 68 168 641 1,024


Statistics updated 2009-11-04