Access Statistics for Denise Osborn

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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 0 30 1 1 18 168
A Further Examination of the Expectations Hypothesis for the Term Structure 0 0 0 62 3 4 23 231
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests 0 0 0 51 0 1 9 249
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 0 210 3 4 20 642
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 301 0 1 9 1,035
Asymmetric Interest Rates for the UK Real Economy 0 0 0 36 3 3 7 217
Bootstrap Unit Root Tests for Nonlinear Threshold Models 1 1 1 168 4 5 17 408
Business Cycle Affiliations in the Context of European Integration 0 0 0 128 0 1 13 496
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 0 0 0 55 4 7 21 224
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 0 0 0 197 4 4 18 933
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 1 2 16 221
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 0 167 1 4 19 550
Changes in International Business Cycle Affiliations 0 0 0 73 1 3 12 297
Changes in International Business Cycle Affiliations 0 0 0 31 2 2 10 109
Changes in Variability of the Business Cycle in the G7 Countries 1 1 2 133 3 5 20 447
Changes in the global oil market 0 0 0 75 2 2 9 142
Changes in the order of integration of US and UK inflation 0 0 0 155 3 3 12 443
Changes in variability of the business cycle in the G7 countries 0 0 0 14 4 6 21 105
Changes in variability of the business cycle in the G7 countries 0 0 0 66 3 4 15 292
China's Increasing Global Influence: Changes in International Growth Spillovers 0 0 0 62 4 4 15 129
Classical Business Cycles for G7 and European Countries 0 0 1 293 2 3 14 876
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations 0 0 0 10 1 1 14 90
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 0 0 0 144 0 3 19 470
Cointegration for Periodically Integrated Processes 0 1 1 54 1 2 11 221
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 0 0 0 182 2 2 10 543
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 2 3 14 288
Constructing Historical Euro Area Data 0 0 0 125 0 1 10 526
Constructing Historical Euro Area Data 0 0 0 112 3 3 15 449
Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series 0 0 0 30 3 4 12 220
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 126 2 3 12 568
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 131 0 0 12 406
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 1 1 1 51 2 2 9 150
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 16 1 3 9 65
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 96 3 5 15 485
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 1 259 0 0 13 1,555
Empirical Evidence on Growth Spillovers from China to New Zealand 0 0 0 44 3 6 26 194
Expectations Hypothesis Tests in the Presence of Model Uncertainty 0 0 2 105 3 4 14 284
Explaining Movements in UK Stock Prices: How Important is the US Market? 0 0 0 86 2 2 21 422
Explaining movements in UK stock prices 0 0 0 76 0 1 13 282
Explaining movements in UK stock prices: How important is the US market? 0 0 0 225 1 2 14 818
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 63 1 1 7 205
Forecasting UK Industrial Production Over the Business Cycle 0 0 0 323 1 2 11 715
HEGY Tests in the Presence of Moving Averages 0 0 0 47 2 4 12 184
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 87 3 4 12 288
Inference on Structural Breaks using Information Criteria 1 1 1 153 3 4 23 170
Is the Growth Effect of Financial Development Conditional on Technological Innovation? 0 0 0 129 5 8 21 300
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 46 3 4 14 161
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 100 2 2 15 409
Modelling Real Exchange Rate Effects On Growth In Latin America 0 0 0 47 3 4 15 162
Modelling Real Exchange Rate Effects on Output Performance in Latin America 0 0 0 502 1 2 18 1,247
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 0 0 0 493 0 1 17 1,268
Multivariate decompositions and seasonal gender employment 0 0 0 23 2 5 15 39
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 20 3 5 14 89
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 68 4 5 12 175
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 62 4 4 13 218
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 244 1 1 11 728
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 99 2 2 11 363
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 146 1 1 13 466
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 61 2 2 18 269
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 119 1 4 21 413
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 40 1 1 9 269
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 2 214 2 2 26 644
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 1 184 1 1 16 541
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 1 16 45
On cointegration for processes integrated at different frequencies 0 0 0 53 3 4 15 58
On the Expectations Hypothesis in US Term Structure 0 0 0 106 1 1 14 350
PREDICTING UK BUSINESS CYCLE REGIMES 0 0 0 321 2 4 12 817
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 2 2 22 749
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 1 3 9 299
Periodic Integration and Seasonal Unit Roots 0 0 0 36 5 6 19 37
Predicting Growth Cycle Regimes for European Countries 0 0 0 143 1 1 11 452
Predicting UK Business Cycle Regimes 0 0 1 166 2 4 27 793
Public Expenditure and Growth in Developing Countries: Education is the Key 1 2 2 1,544 3 6 22 6,762
Public expenditure and growth in developing countries: education is the key 0 0 0 420 1 3 24 1,155
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 114 1 1 10 494
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 97 1 1 11 326
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 1 1 9 1,235
Seasonal adjustment and the detection of business cycle phases 0 0 0 87 3 3 12 453
Smooth Transition Regression Models in UK Stock Returns 0 0 0 678 3 4 9 1,229
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 1 258 4 7 25 1,030
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 1 13 193
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 8 8 19 263
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 2 2 9 116
Structural Breaks in International Inflation Linkages for OECD Countries 0 0 0 44 3 3 15 69
Structural Breaks in the International Transmission of Inflation 0 0 0 211 1 5 14 481
Testing for causality in variance in the presence of breaks 0 0 0 16 5 5 13 88
Testing for causality in variance in the presence of breaks 0 0 0 154 2 3 18 389
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points 0 0 0 33 3 3 15 77
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 1 1 1 98 5 7 17 302
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production 0 0 0 89 1 1 13 650
The Gains from Catch-up for China and the US: An Empirical Framework 0 0 0 47 1 4 19 90
The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks 0 0 0 173 2 2 11 416
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks 0 0 0 139 2 3 10 584
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 87 1 1 6 421
The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks 0 0 0 1 1 3 6 39
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 1 165 0 2 22 597
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 0 90 2 4 29 404
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 1 401 3 5 75 1,555
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 2 3 22 153
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 1 1 440 1 4 16 2,354
Threshold Effects of Inequality on the Process of Economic Growth 0 1 2 101 1 3 24 304
Trend-Cycle-Seasonal Interactions: Identification and Estimation 0 0 0 64 4 5 19 68
UK inflation: persistance, seasonality and monetary policy 0 0 0 75 3 4 10 230
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 0 162 4 5 15 514
Weighted smooth transition regressions 0 0 0 82 2 3 12 197
What is the Globalisation of Inflation? 0 0 0 50 2 5 14 93
Total Working Papers 6 10 23 15,069 220 331 1,648 52,504


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 0 0 0 117 6 7 17 397
A Note on Error Correction Mechanisms and Steady-State Error 0 0 0 28 1 1 1 340
A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) 0 0 0 0 2 2 4 75
A survey of seasonality in UK macroeconomic variables 0 0 0 206 1 1 10 567
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 0 46 0 2 12 173
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 90 0 1 17 361
An Assessment and Comparison of Two Niesr Econometric Model Forecasts 0 0 0 0 5 5 9 26
An Assessment and Comparison of Two Niesr Econometric Model Forecasts 0 0 0 0 3 3 3 7
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 3 5 6 13 22
Business Cycles for G7 and European Countries 0 0 0 350 3 4 16 1,036
Business cycle affiliations in the context of European integration 0 0 0 39 1 2 6 186
Business cycle non-linearities in UK consumption and production 0 0 0 242 3 4 14 720
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 1 2 15 246
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES 0 0 0 25 2 2 10 97
Causality Testing and Its Implications for Dynamic Econometric Models 0 0 0 32 1 2 5 130
Changes in the global oil market 0 0 0 59 3 3 15 153
Changes in the order of integration of US and UK inflation 0 0 0 51 1 2 11 202
China's increasing global influence: Changes in international growth linkages 0 0 0 12 2 3 10 86
Choosing between Macroeconometric Models: An Illustration of the Problems 0 0 0 0 3 3 10 86
Co-movements between US and UK stock prices: the role of time-varying conditional correlations 0 0 0 42 0 0 6 190
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 0 0 51 0 0 8 224
Domestic and international influences on business cycle regimes in Europe 0 0 0 72 3 5 22 510
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 2 3 5 21
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 1 1 6 151
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 1 1 6 561
Growth in China and the US: Effects on a small commodity exporter economy 0 1 2 30 2 3 16 120
HEGY Tests in the Presence of Moving Averages 0 0 0 8 3 3 9 63
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 1 24 1 1 17 102
Inference on Structural Breaks using Information Criteria 0 0 0 6 1 1 8 58
International Transmissions to Australia: The Roles of the USA and Euro Area 1 1 1 7 2 3 5 57
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 3 4 11 32
Linear versus neural network forecasts for European industrial production series 0 0 1 46 3 4 17 216
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 0 20 0 1 15 87
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 0 0 0 62 1 1 7 298
Modelling Business Cycle Movements in the UK Economy 0 1 1 3 0 1 6 16
Modelling real exchange rate effects on output performance in Latin America 0 0 0 59 3 3 14 202
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 4 5 10 1,401
National Institute Gross Output Forecasts: A Comparison With US Performance 0 0 0 0 3 3 8 13
National Institute Gross Output Forecasts: a Comparison With US Performance 0 0 0 0 1 2 6 24
News and Notices 0 0 0 2 0 0 2 12
Nonlinearity in the Fed's monetary policy rule 0 0 0 173 0 1 13 511
Nonparametric Tests for Periodic Integration 0 0 0 23 2 3 11 78
Non‐parametric testing for seasonally and periodically integrated processes 0 0 0 6 3 3 12 45
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 1 1 20 105
Observed Inflation Forecasts and the New Keynesian Phillips Curve* 0 0 1 63 2 2 12 229
On cointegration for processes integrated at different frequencies 0 0 0 4 2 2 11 30
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* 2 4 12 458 8 15 74 1,395
Performance of seasonal unit root tests for monthly data 0 0 1 347 0 1 13 826
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 2 14 191
Predicting UK Business Cycle Regimes 0 0 0 0 1 2 11 18
Ratio-based estimators for a change point in persistence 0 0 0 20 3 3 9 113
Seasonal cointegration 0 0 0 252 3 3 15 507
Seasonal unit roots and forecasts of two-digit European industrial production 0 0 0 48 4 4 13 164
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 0 0 0 96 1 2 13 298
Seasonality and the Order of Integration for Consumption 0 0 0 0 7 10 34 645
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 1 49 8 10 25 266
Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares 0 0 0 6 1 2 8 41
Structural Breaks in the International Dynamics of Inflation 0 0 1 69 2 3 10 223
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES 0 0 0 15 1 1 8 85
TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION 0 0 0 2 1 1 14 30
Testing for causality in variance in the presence of breaks 0 0 0 66 2 3 14 219
The Gains from Catch‐up for China and the USA: An Empirical Framework 0 0 0 5 2 2 11 23
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 82 2 3 11 357
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 1 5 2 4 26 53
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 117 0 0 11 458
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 2 2 19 91
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption 0 0 0 0 3 3 9 273
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 0 7 3 3 14 46
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 0 1 1 1 6 11
The asymptotic behaviour of the residual sum of squares in models with multiple break points 0 1 1 2 2 3 12 33
The consequences of seasonal adjustment for periodic autoregressive processes 0 0 0 67 0 0 6 300
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 1 93 2 4 14 462
The implications of periodically varying coefficients for seasonal time-series processes 0 0 0 79 2 3 10 204
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 0 0 0 34 2 2 10 113
Using structural break inference for forecasting time series 0 0 2 6 1 4 23 50
WEIGHTED SMOOTH TRANSITION REGRESSIONS 0 0 0 0 1 2 11 82
What is the Globalisation of Inflation? 0 0 0 16 2 4 16 94
What is the globalisation of inflation? 0 0 1 37 1 3 20 189
Total Journal Articles 3 8 28 4,125 157 217 985 18,126


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Econometric Analysis of Seasonal Time Series 0 0 0 0 1 2 27 291
The Econometric Analysis of Seasonal Time Series 0 0 0 0 0 0 17 405
Total Books 0 0 0 0 1 2 44 696


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Seasonal Time Series 0 0 4 829 0 1 22 3,908
Maximum Likelihood Estimation of Moving Average Processes 0 0 0 9 2 2 10 31
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 0 0 0 11 14
Total Chapters 0 0 4 838 2 3 43 3,953


Statistics updated 2026-11-12