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 1 1 1 27 1 1 1 125
A Further Examination of the Expectations Hypothesis for the Term Structure 0 0 0 61 0 0 1 196
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests 0 0 0 47 0 0 0 227
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 0 204 0 1 12 594
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 297 1 2 8 992
Asymmetric Interest Rates for the UK Real Economy 0 1 1 36 1 2 3 204
Bootstrap Unit Root Tests for Nonlinear Threshold Models 0 0 2 165 0 2 5 374
Business Cycle Affiliations in the Context of European Integration 0 0 2 128 0 2 6 473
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 0 0 0 52 0 1 3 182
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 0 1 1 197 1 2 6 892
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 2 2 8 83
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 1 1 4 159 1 2 13 451
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 1 112 0 0 1 413
Changes in International Business Cycle Affiliations 0 0 0 28 0 1 2 79
Changes in International Business Cycle Affiliations 0 0 0 72 1 1 4 266
Changes in Variability of the Business Cycle in the G7 Countries 0 0 0 129 0 0 1 405
Changes in the global oil market 0 1 3 68 0 1 15 100
Changes in the order of integration of US and UK inflation 1 1 1 155 1 2 6 408
Changes in variability of the business cycle in the G7 countries 0 0 0 13 0 0 2 70
Changes in variability of the business cycle in the G7 countries 0 0 0 65 0 0 1 251
China's Increasing Global Influence: Changes in International Growth Spillovers 0 0 8 58 0 0 19 82
Classical Business Cycles for G7 and European Countries 1 2 3 275 1 3 8 821
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations 0 0 0 7 0 0 6 58
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 0 0 2 141 1 3 10 432
Cointegration for Periodically Integrated Processes 0 0 1 51 0 0 4 190
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 0 0 3 177 0 1 8 512
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 0 0 1 263
Constructing Historical Euro Area Data 0 0 0 123 0 1 2 486
Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series 0 0 0 30 0 0 0 183
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 124 0 1 3 539
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 131 0 1 5 380
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 1 1 1 13 2 2 2 49
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 49 1 1 2 127
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 1 96 0 0 5 458
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 4 257 0 1 11 1,518
Empirical Evidence on Growth Spillovers from China to New Zealand 2 2 5 28 4 6 12 73
Expectations Hypothesis Tests in the Presence of Model Uncertainty 0 0 1 100 1 1 8 250
Explaining Movements in UK Stock Prices: How Important is the US Market? 0 1 1 85 1 2 2 372
Explaining movements in UK stock prices 0 1 1 74 0 1 1 257
Explaining movements in UK stock prices: How important is the US market? 0 1 1 225 0 1 1 793
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 0 4 170
Forecasting UK Industrial Production Over the Business Cycle 0 0 2 321 0 0 3 688
HEGY Tests in the Presence of Moving Averages 0 0 0 43 0 0 4 133
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 2 83 1 1 5 256
Inference on Structural Breaks using Information Criteria 0 0 1 152 0 2 8 127
Is the Growth Effect of Financial Development Conditional on Technological Innovation? 1 6 16 112 5 11 30 220
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 44 0 1 5 129
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 97 0 0 2 369
Modelling Real Exchange Rate Effects On Growth In Latin America 0 0 0 47 0 0 1 139
Modelling Real Exchange Rate Effects on Output Performance in Latin America 0 0 0 499 0 0 6 1,213
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 0 1 2 490 0 1 6 1,225
New Evidence on the Expectations Theory for UK Term Structure 1 1 1 18 1 1 3 66
New Evidence on the Expectations Theory for UK Term Structure 0 0 1 68 0 0 2 157
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 60 3 3 6 187
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 1 242 0 0 6 692
Nonlinearity in the Fed's Monetary Policy Rule 1 1 1 144 1 2 4 435
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 61 0 1 3 227
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 98 2 3 5 330
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 1 1 111 0 3 6 347
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 37 0 0 1 174
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 1 2 208 0 2 9 510
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 0 182 1 2 7 509
On the Expectations Hypothesis in US Term Structure 0 1 2 103 0 2 5 315
On trend-cycle-seasonal interactions 0 1 2 79 0 3 7 102
PREDICTING UK BUSINESS CYCLE REGIMES 0 0 0 320 0 0 2 794
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 1 2 59 0 1 4 227
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 1 3 13 664
Predicting Growth Cycle Regimes for European Countries 0 0 0 141 0 0 2 419
Predicting UK Business Cycle Regimes 0 0 1 162 0 2 11 749
Public Expenditure and Growth in Developing Countries: Education is the Key 2 2 12 1,497 17 58 251 5,816
Public expenditure and growth in developing countries: education is the key 0 0 1 404 0 1 8 965
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 97 0 0 1 307
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 114 0 0 3 470
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 0 0 7 1,203
Seasonal adjustment and the detection of business cycle phases 0 0 0 87 0 1 1 428
Smooth Transition Regression Models in UK Stock Returns 0 0 0 665 0 0 1 1,178
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 0 0 127
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 34 0 1 2 175
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 256 0 0 2 939
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 42 0 1 5 63
Structural Breaks in International Inflation Linkages for OECD Countries 2 2 4 35 3 4 5 9
Structural Breaks in the International Transmission of Inflation 0 0 0 210 1 1 2 458
Testing for causality in variance in the presence of breaks 0 0 0 15 0 0 0 64
Testing for causality in variance in the presence of breaks 0 0 0 152 0 1 4 346
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points 0 0 0 31 2 2 6 37
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 1 2 96 0 2 4 264
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production 0 0 0 89 0 0 2 625
The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks 0 0 0 173 0 1 2 387
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks 0 0 0 139 0 0 2 557
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 84 2 4 7 399
The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks 0 0 0 0 0 0 1 13
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 161 0 0 4 488
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 1 2 387 3 14 42 1,301
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 0 85 0 2 5 286
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 59 0 1 4 99
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 1 16 426 2 9 83 2,251
The gains from catch-up for China and the US: An empirical framework 0 5 30 30 1 7 14 14
Threshold Effects of Inequality on the Process of Economic Growth 1 5 14 77 5 17 47 182
Trend-cycle-seasonal interactions: identification and estimation 0 0 2 63 0 0 11 30
UK inflation: persistance, seasonality and monetary policy 0 0 1 71 0 0 2 190
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 157 0 1 3 372
Weighted smooth transition regressions 0 0 1 80 0 0 2 174
What is the Globalisation of Inflation? 0 1 3 44 0 1 10 44
Total Working Papers 15 46 175 14,613 71 220 921 46,462


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 2 112 0 0 4 354
A Note on Error Correction Mechanisms and Steady-State Error 0 0 0 28 0 0 0 338
A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) 0 0 0 0 0 0 4 63
A survey of seasonality in UK macroeconomic variables 0 0 1 187 0 0 1 520
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 1 1 3 36 2 4 18 121
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 87 0 0 4 329
An Assessment and Comparison of Two Niesr Econometric Model Forecasts 0 0 0 0 0 0 0 11
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 1 165 0 0 4 927
Business Cycles for G7 and European Countries 0 2 7 314 0 8 19 938
Business cycle affiliations in the context of European integration 0 0 1 39 0 0 2 166
Business cycle non-linearities in UK consumption and production 0 1 1 238 0 2 6 673
Business cycle synchronization of the euro area with the new and negotiating member countries 1 1 3 42 1 3 9 157
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES 0 0 0 20 0 0 0 76
Causality Testing and Its Implications for Dynamic Econometric Models 0 0 0 32 0 0 0 117
Changes in the global oil market 4 4 6 25 4 4 17 71
Changes in the order of integration of US and UK inflation 0 0 0 51 0 0 0 174
China's increasing global influence: Changes in international growth linkages 0 1 8 8 2 7 33 33
Choosing between Macroeconometric Models: An Illustration of the Problems 0 0 0 0 0 0 0 73
Co-movements between US and UK stock prices: the role of time-varying conditional correlations 0 0 1 42 0 1 4 155
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 0 0 48 0 1 1 197
Domestic and international influences on business cycle regimes in Europe 0 0 1 69 0 0 6 471
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 1 15
Financial integration and the construction of historical financial data for the Euro Area 0 0 1 30 0 0 6 129
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 0 0 1 546
Growth in China and the US: Effects on a small commodity exporter economy 0 0 1 20 0 2 8 70
HEGY Tests in the Presence of Moving Averages 0 0 0 8 0 0 3 51
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 2 21 0 0 6 72
Inference on Structural Breaks using Information Criteria 0 0 0 5 0 0 2 32
International Transmissions to Australia: The Roles of the USA and Euro Area 0 0 0 5 0 0 2 36
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 2 0 0 0 16
Linear versus neural network forecasts for European industrial production series 0 0 0 41 0 1 2 178
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 1 16 0 1 4 56
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 1 57 0 3 16 238
Modelling Business Cycle Movements in the UK Economy 0 0 1 214 0 0 4 810
Modelling real exchange rate effects on output performance in Latin America 0 0 0 53 0 0 6 158
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 3 12 29 1,201
National Institute Gross Output Forecasts: a Comparison With US Performance 0 0 0 0 0 0 0 11
Nonlinearity in the Fed's monetary policy rule 0 0 0 169 0 0 1 474
Nonparametric Tests for Periodic Integration 0 0 2 20 0 0 4 55
Non‐parametric testing for seasonally and periodically integrated processes 0 0 0 5 0 0 0 28
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 18 0 0 0 67
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 2 56 0 1 6 164
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES 0 3 17 284 3 19 66 798
Performance of seasonal unit root tests for monthly data 0 0 2 328 1 3 10 753
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 0 2 121
Predicting UK Business Cycle Regimes 0 0 0 134 0 0 2 908
Ratio-based estimators for a change point in persistence 0 0 0 19 1 1 2 92
Seasonal cointegration 0 0 0 252 0 0 2 480
Seasonal unit roots and forecasts of two-digit European industrial production 0 0 1 39 0 1 3 126
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 0 0 1 89 0 0 1 270
Seasonality and the Order of Integration for Consumption 0 0 0 0 5 14 23 453
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 43 0 0 4 179
Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares 0 0 0 5 0 0 2 23
Structural Breaks in the International Dynamics of Inflation 1 2 9 51 1 4 18 158
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES 0 0 0 15 0 0 0 70
Testing for causality in variance in the presence of breaks 0 2 3 65 0 3 7 191
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 78 0 2 8 328
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 117 0 1 4 359
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 4 0 0 1 54
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption 0 0 0 0 0 0 2 251
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 2 5 0 0 6 24
The asymptotic behaviour of the residual sum of squares in models with multiple break points 0 0 0 1 0 1 4 6
The consequences of seasonal adjustment for periodic autoregressive processes 0 0 0 67 0 0 3 288
The effect of seasonal adjustment on the properties of business cycle regimes 0 2 2 91 0 3 5 423
The implications of periodically varying coefficients for seasonal time-series processes 0 1 1 72 0 1 3 169
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 0 0 0 33 0 0 1 82
WEIGHTED SMOOTH TRANSITION REGRESSIONS 0 0 0 0 0 0 1 64
What is the Globalisation of Inflation? 0 0 5 7 1 3 17 25
What is the globalisation of inflation? 1 3 14 26 2 5 29 82
Total Journal Articles 8 23 103 4,142 26 111 459 17,148


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 0 0 13 168
The Econometric Analysis of Seasonal Time Series 0 0 0 0 7 21 46 228
Total Books 0 0 0 0 7 21 59 396


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 1 799 0 5 16 3,773
Maximum Likelihood Estimation of Moving Average Processes 0 0 0 0 0 0 0 0
Total Chapters 0 0 1 799 0 5 16 3,773


Statistics updated 2019-07-03