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 62 0 0 1 208
A Further Examination of the Expectations Hypothesis for the Term Structure 0 0 0 30 0 0 2 148
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests 0 0 0 51 0 0 2 240
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 2 210 0 0 3 620
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 301 0 1 2 1,024
Asymmetric Interest Rates for the UK Real Economy 0 0 0 36 0 1 3 210
Bootstrap Unit Root Tests for Nonlinear Threshold Models 0 0 0 167 0 0 2 390
Business Cycle Affiliations in the Context of European Integration 0 0 0 128 0 0 0 483
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 0 0 1 55 0 0 4 203
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 0 0 0 197 0 0 0 914
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 1 1 2 202
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 1 166 4 4 7 526
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 0 2 433
Changes in International Business Cycle Affiliations 0 0 0 73 0 0 0 282
Changes in International Business Cycle Affiliations 0 0 1 31 0 0 2 99
Changes in Variability of the Business Cycle in the G7 Countries 0 0 0 131 0 0 0 427
Changes in the global oil market 0 0 0 75 0 0 2 133
Changes in the order of integration of US and UK inflation 0 0 0 155 0 0 1 429
Changes in variability of the business cycle in the G7 countries 0 0 0 66 0 0 0 277
Changes in variability of the business cycle in the G7 countries 0 0 0 14 0 0 0 84
China's Increasing Global Influence: Changes in International Growth Spillovers 0 0 0 62 0 0 0 111
Classical Business Cycles for G7 and European Countries 0 0 2 292 0 0 5 860
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations 0 0 0 10 0 0 0 73
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 0 0 0 144 0 0 1 450
Cointegration for Periodically Integrated Processes 0 0 0 53 0 0 2 208
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 0 0 0 182 1 1 2 532
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 0 0 0 273
Constructing Historical Euro Area Data 0 0 0 125 0 0 0 514
Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series 0 0 0 30 0 0 0 207
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 131 1 3 3 392
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 126 0 0 0 554
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 50 0 0 1 141
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 16 0 0 0 56
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 96 0 0 1 470
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 1 258 0 1 2 1,541
Empirical Evidence on Growth Spillovers from China to New Zealand 0 0 2 42 0 1 5 125
Expectations Hypothesis Tests in the Presence of Model Uncertainty 0 0 0 102 0 0 0 269
Explaining Movements in UK Stock Prices: How Important is the US Market? 0 0 0 86 0 0 4 400
Explaining movements in UK stock prices 0 0 2 76 0 0 3 269
Explaining movements in UK stock prices: How important is the US market? 0 0 0 225 0 0 2 802
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 1 2 195
Forecasting UK Industrial Production Over the Business Cycle 0 0 0 322 0 0 0 701
HEGY Tests in the Presence of Moving Averages 0 0 0 47 0 0 1 170
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 87 0 0 2 276
Inference on Structural Breaks using Information Criteria 0 0 0 152 0 0 0 145
Is the Growth Effect of Financial Development Conditional on Technological Innovation? 0 0 0 129 0 0 1 279
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 100 0 0 3 392
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 46 0 0 1 146
Modelling Real Exchange Rate Effects On Growth In Latin America 0 0 0 47 0 1 1 147
Modelling Real Exchange Rate Effects on Output Performance in Latin America 0 0 1 502 0 0 2 1,228
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 0 0 1 493 0 0 1 1,251
Multivariate decompositions and seasonal gender employment 0 0 0 23 1 2 2 22
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 20 0 0 1 75
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 68 0 0 1 163
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 244 0 0 0 716
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 62 0 0 0 202
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 99 0 0 0 351
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 61 0 1 1 250
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 146 0 0 1 453
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 40 0 0 0 256
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 1 119 1 1 3 391
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 211 0 1 1 614
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 0 183 0 0 0 525
On Cointegration for Processes Integrated at Different Frequencies 0 0 0 12 0 0 2 28
On cointegration for processes integrated at different frequencies 0 0 0 53 0 0 0 43
On the Expectations Hypothesis in US Term Structure 0 0 0 106 0 1 1 336
PREDICTING UK BUSINESS CYCLE REGIMES 0 0 0 321 1 1 1 804
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 0 1 727
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 1 61 1 2 3 290
Periodic Integration and Seasonal Unit Roots 0 0 1 34 0 1 5 15
Predicting Growth Cycle Regimes for European Countries 0 0 0 143 0 0 0 438
Predicting UK Business Cycle Regimes 0 0 0 165 0 0 1 765
Public Expenditure and Growth in Developing Countries: Education is the Key 0 2 4 1,542 3 6 19 6,731
Public expenditure and growth in developing countries: education is the key 0 0 1 420 0 0 11 1,123
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 114 0 0 1 480
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 97 0 0 1 315
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 1 1 4 1,224
Seasonal adjustment and the detection of business cycle phases 0 0 0 87 0 0 3 441
Smooth Transition Regression Models in UK Stock Returns 0 0 4 678 0 0 5 1,220
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 0 0 2 242
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 0 1 178
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 257 0 0 1 1,003
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 0 0 1 106
Structural Breaks in International Inflation Linkages for OECD Countries 0 0 0 44 0 0 1 52
Structural Breaks in the International Transmission of Inflation 0 0 0 210 0 0 1 465
Testing for causality in variance in the presence of breaks 0 0 0 16 0 0 0 75
Testing for causality in variance in the presence of breaks 0 0 0 154 1 2 3 371
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points 0 0 1 33 0 1 4 62
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 0 97 0 0 3 283
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production 0 0 0 89 0 0 1 637
The Gains from Catch-up for China and the US: An Empirical Framework 0 0 0 47 0 1 2 71
The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks 0 0 0 173 0 0 0 402
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks 0 0 0 139 0 0 1 574
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 1 87 0 0 1 415
The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks 0 0 0 1 0 0 1 33
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 1 2 164 0 1 4 573
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 0 399 0 0 3 1,479
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 0 90 0 1 7 374
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 0 0 2 130
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 0 439 1 1 3 2,336
Threshold Effects of Inequality on the Process of Economic Growth 0 0 1 99 0 1 5 273
Trend-cycle-seasonal interactions: identification and estimation 0 0 0 64 0 1 1 48
UK inflation: persistance, seasonality and monetary policy 0 0 0 75 0 0 1 219
Volatility, spillover Effects and Correlations in US and Major European Markets 0 1 1 162 0 1 3 498
Weighted smooth transition regressions 0 0 0 82 1 1 1 185
What is the Globalisation of Inflation? 0 0 0 50 1 1 2 77
Total Working Papers 0 4 32 15,035 19 44 203 50,668


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 0 1 1 377
A Note on Error Correction Mechanisms and Steady-State Error 0 0 0 28 0 0 0 339
A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) 0 0 0 0 0 0 1 70
A survey of seasonality in UK macroeconomic variables 0 1 2 206 0 2 4 557
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 1 45 0 0 4 159
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 89 1 1 2 341
An Assessment and Comparison of Two Niesr Econometric Model Forecasts 0 0 0 0 0 0 0 3
An Assessment and Comparison of Two Niesr Econometric Model Forecasts 0 0 0 0 0 0 1 16
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 3 0 1 1 9
Business Cycles for G7 and European Countries 0 0 3 350 0 0 6 1,018
Business cycle affiliations in the context of European integration 0 0 0 39 0 0 2 180
Business cycle non-linearities in UK consumption and production 0 0 0 242 0 1 3 705
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 0 0 2 230
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES 0 0 2 25 0 0 2 86
Causality Testing and Its Implications for Dynamic Econometric Models 0 0 0 32 0 0 0 124
Changes in the global oil market 0 0 1 59 0 0 2 137
Changes in the order of integration of US and UK inflation 0 0 0 51 0 1 1 189
China's increasing global influence: Changes in international growth linkages 0 0 0 12 0 0 2 75
Choosing between Macroeconometric Models: An Illustration of the Problems 0 0 0 0 0 0 1 76
Co-movements between US and UK stock prices: the role of time-varying conditional correlations 0 0 0 42 0 0 2 183
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 0 0 51 0 1 2 213
Domestic and international influences on business cycle regimes in Europe 0 0 1 72 1 1 3 488
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 0 16
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 1 1 145
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 0 0 1 553
Growth in China and the US: Effects on a small commodity exporter economy 0 0 1 28 0 0 2 104
HEGY Tests in the Presence of Moving Averages 0 0 0 8 0 0 0 53
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 1 23 0 0 1 85
Inference on Structural Breaks using Information Criteria 0 0 0 6 0 0 0 48
International Transmissions to Australia: The Roles of the USA and Euro Area 0 0 0 6 0 1 2 52
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 3 0 0 0 21
Linear versus neural network forecasts for European industrial production series 0 0 0 45 0 1 3 195
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 0 20 0 1 2 71
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 1 290
Modelling Business Cycle Movements in the UK Economy 0 0 0 1 0 0 0 6
Modelling real exchange rate effects on output performance in Latin America 0 0 1 59 0 1 3 186
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 1 1 6 1,387
National Institute Gross Output Forecasts: A Comparison With US Performance 0 0 0 0 0 0 0 5
National Institute Gross Output Forecasts: a Comparison With US Performance 0 0 0 0 0 0 1 18
News and Notices 0 0 0 2 0 0 0 10
Nonlinearity in the Fed's monetary policy rule 0 0 0 173 0 0 0 495
Nonparametric Tests for Periodic Integration 0 0 1 23 1 1 2 67
Non‐parametric testing for seasonally and periodically integrated processes 0 0 1 6 0 0 1 33
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 0 0 0 84
Observed Inflation Forecasts and the New Keynesian Phillips Curve* 0 0 0 62 0 0 2 214
On cointegration for processes integrated at different frequencies 0 0 0 3 0 0 4 17
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* 0 7 27 433 12 31 86 1,294
Performance of seasonal unit root tests for monthly data 0 0 1 345 1 2 8 811
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 0 1 174
Predicting UK Business Cycle Regimes 0 0 0 0 0 0 1 5
Ratio-based estimators for a change point in persistence 0 0 0 20 1 1 2 101
Seasonal cointegration 0 0 0 252 0 0 0 491
Seasonal unit roots and forecasts of two-digit European industrial production 1 1 1 48 1 1 2 148
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 0 0 0 96 0 1 2 285
Seasonality and the Order of Integration for Consumption 0 0 0 0 1 7 26 606
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 1 48 1 1 4 240
Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares 0 0 0 6 0 0 1 32
Structural Breaks in the International Dynamics of Inflation 0 0 2 68 0 0 4 212
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES 0 0 0 15 0 0 2 75
TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION 0 0 0 1 0 0 0 13
Testing for causality in variance in the presence of breaks 0 0 0 66 0 0 1 203
The Gains from Catch‐up for China and the USA: An Empirical Framework 0 0 0 5 0 0 1 11
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 82 0 0 1 346
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 117 0 0 6 447
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 4 0 1 8 26
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 1 1 3 71
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption 0 0 0 0 0 0 0 264
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 0 1 0 0 1 5
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 0 7 0 0 0 31
The asymptotic behaviour of the residual sum of squares in models with multiple break points 0 0 0 1 0 1 2 18
The consequences of seasonal adjustment for periodic autoregressive processes 0 0 0 67 0 0 1 294
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 0 92 0 0 5 447
The implications of periodically varying coefficients for seasonal time-series processes 0 0 0 79 0 0 1 191
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 0 0 0 34 0 0 1 100
Using structural break inference for forecasting time series 0 0 0 4 0 1 4 23
WEIGHTED SMOOTH TRANSITION REGRESSIONS 0 0 0 0 1 1 1 71
What is the Globalisation of Inflation? 0 1 2 16 0 2 3 76
What is the globalisation of inflation? 0 0 0 36 0 0 9 167
Total Journal Articles 1 10 49 4,078 24 68 261 17,008


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 4 15 386
The Econometric Analysis of Seasonal Time Series 0 0 0 0 0 3 9 259
Total Books 0 0 0 0 0 7 24 645


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 6 820 1 1 12 3,878
Maximum Likelihood Estimation of Moving Average Processes 0 0 0 9 0 0 1 20
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 0 0 0 2 3
Total Chapters 0 0 6 829 1 1 15 3,901


Statistics updated 2025-07-04