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 61 1 3 4 205
A Further Examination of the Expectations Hypothesis for the Term Structure 0 0 0 27 2 3 7 134
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests 0 0 1 48 1 2 3 232
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 1 205 0 0 8 608
Asymmetric Interest Rate Effects for the UK Real Economy 1 1 2 299 3 3 7 1,009
Asymmetric Interest Rates for the UK Real Economy 0 0 0 36 0 1 1 206
Bootstrap Unit Root Tests for Nonlinear Threshold Models 0 0 1 166 0 1 7 382
Business Cycle Affiliations in the Context of European Integration 0 0 0 128 0 1 5 480
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 1 1 1 53 1 1 8 195
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 0 0 0 197 0 2 10 907
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 1 3 10 102
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 0 159 0 1 2 461
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 0 2 8 424
Changes in International Business Cycle Affiliations 1 1 1 29 2 2 7 91
Changes in International Business Cycle Affiliations 0 0 0 72 1 2 6 275
Changes in Variability of the Business Cycle in the G7 Countries 0 0 1 130 0 2 10 418
Changes in the global oil market 0 0 2 71 0 2 9 115
Changes in the order of integration of US and UK inflation 0 0 0 155 0 3 13 422
Changes in variability of the business cycle in the G7 countries 1 1 1 66 2 2 12 267
Changes in variability of the business cycle in the G7 countries 0 0 1 14 0 0 6 79
China's Increasing Global Influence: Changes in International Growth Spillovers 0 0 3 61 1 1 11 97
Classical Business Cycles for G7 and European Countries 0 0 7 285 0 1 15 841
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 2 63
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 0 0 1 142 0 0 5 438
Cointegration for Periodically Integrated Processes 0 2 2 53 1 4 7 197
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 0 0 2 180 0 2 8 524
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 0 1 7 271
Constructing Historical Euro Area Data 0 0 0 124 0 0 8 505
Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series 0 0 0 30 1 4 11 197
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 1 1 125 0 2 3 548
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 131 0 1 2 385
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 13 1 1 3 53
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 50 0 1 7 135
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 257 0 2 7 1,531
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 96 1 1 4 464
Empirical Evidence on Growth Spillovers from China to New Zealand 1 2 7 36 1 4 23 104
Expectations Hypothesis Tests in the Presence of Model Uncertainty 0 0 0 100 1 3 7 260
Explaining Movements in UK Stock Prices: How Important is the US Market? 0 0 0 86 0 1 5 384
Explaining movements in UK stock prices 0 0 0 74 0 0 3 262
Explaining movements in UK stock prices: How important is the US market? 0 0 0 225 0 0 1 797
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 0 0 6 182
Forecasting UK Industrial Production Over the Business Cycle 0 0 0 321 1 2 4 693
HEGY Tests in the Presence of Moving Averages 0 0 1 44 0 0 8 143
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 83 0 0 4 262
Inference on Structural Breaks using Information Criteria 0 0 0 152 0 2 8 141
Is the Growth Effect of Financial Development Conditional on Technological Innovation? 0 0 7 121 0 3 18 249
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 97 0 0 5 380
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 45 0 1 5 137
Modelling Real Exchange Rate Effects On Growth In Latin America 0 0 0 47 0 0 3 142
Modelling Real Exchange Rate Effects on Output Performance in Latin America 0 0 0 500 0 0 5 1,220
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 0 0 0 490 1 2 9 1,238
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 18 0 2 5 72
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 68 0 2 2 162
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 1 62 0 2 8 198
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 2 2 2 244 3 5 10 706
Nonlinearity in the Fed's Monetary Policy Rule 1 1 1 146 1 2 6 446
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 61 0 0 5 235
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 98 1 3 7 339
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 208 5 12 22 540
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 1 112 2 6 15 370
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 37 1 4 9 189
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 0 183 0 0 4 514
On the Expectations Hypothesis in US Term Structure 0 0 1 104 1 2 9 327
On trend-cycle-seasonal interactions 0 0 1 80 1 3 9 115
PREDICTING UK BUSINESS CYCLE REGIMES 0 0 0 320 1 1 3 798
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 0 2 675
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 59 0 2 5 237
Predicting Growth Cycle Regimes for European Countries 0 0 0 142 0 2 9 434
Predicting UK Business Cycle Regimes 0 0 1 163 0 0 4 755
Public Expenditure and Growth in Developing Countries: Education is the Key 0 2 11 1,520 18 56 317 6,279
Public expenditure and growth in developing countries: education is the key 0 1 4 408 6 12 33 1,003
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 97 0 0 2 310
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 114 0 0 0 478
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 1 1 4 1,209
Seasonal adjustment and the detection of business cycle phases 0 0 0 87 1 1 3 435
Smooth Transition Regression Models in UK Stock Returns 0 0 1 666 1 3 9 1,190
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 34 0 0 5 188
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 256 0 3 7 949
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 0 5 135
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 42 0 0 6 73
Structural Breaks in International Inflation Linkages for OECD Countries 1 1 3 38 1 1 12 31
Structural Breaks in the International Transmission of Inflation 0 0 0 210 0 1 2 461
Testing for causality in variance in the presence of breaks 0 0 0 152 0 2 9 359
Testing for causality in variance in the presence of breaks 0 0 0 15 0 1 2 72
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points 0 0 0 31 0 1 5 46
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 0 96 1 1 5 274
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production 0 0 0 89 0 1 7 633
The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks 0 0 0 173 0 0 7 397
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks 0 0 0 139 0 2 8 567
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 1 86 0 1 7 410
The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks 0 0 0 0 1 1 7 23
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 1 162 1 1 12 504
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 6 395 2 9 54 1,368
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 1 1 1 87 2 4 14 304
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 2 61 0 0 10 117
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 1 4 432 3 9 37 2,310
The gains from catch-up for China and the US: An empirical framework 0 0 6 41 0 1 26 52
Threshold Effects of Inequality on the Process of Economic Growth 1 2 9 89 2 6 40 238
Trend-cycle-seasonal interactions: identification and estimation 0 0 0 63 0 2 7 40
UK inflation: persistance, seasonality and monetary policy 0 0 1 72 0 1 4 201
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 0 157 0 1 3 376
Weighted smooth transition regressions 0 0 1 81 0 0 5 181
What is the Globalisation of Inflation? 0 0 2 46 0 2 9 55
Total Working Papers 11 20 104 14,760 79 247 1,174 48,235


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 2 114 0 0 6 361
A Note on Error Correction Mechanisms and Steady-State Error 0 0 0 28 0 0 1 339
A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) 0 0 0 0 1 1 5 69
A survey of seasonality in UK macroeconomic variables 0 0 3 192 0 2 11 535
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 2 40 1 1 13 141
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 1 2 89 0 2 6 336
An Assessment and Comparison of Two Niesr Econometric Model Forecasts 0 0 0 0 0 0 2 13
Business Cycles for G7 and European Countries 3 4 9 326 3 10 24 969
Business cycle affiliations in the context of European integration 0 0 0 39 0 0 6 177
Business cycle non-linearities in UK consumption and production 0 1 1 240 0 2 6 685
Business cycle synchronization of the euro area with the new and negotiating member countries 1 1 1 44 2 3 5 169
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES 0 0 1 21 0 0 1 78
Causality Testing and Its Implications for Dynamic Econometric Models 0 0 0 32 1 1 4 121
Changes in the global oil market 1 4 18 48 4 10 30 116
Changes in the order of integration of US and UK inflation 0 0 0 51 0 0 3 184
China's increasing global influence: Changes in international growth linkages 0 0 2 10 1 2 14 55
Choosing between Macroeconometric Models: An Illustration of the Problems 0 0 0 0 0 0 0 75
Co-movements between US and UK stock prices: the role of time-varying conditional correlations 0 0 0 42 1 1 4 162
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 1 1 49 0 1 1 201
Domestic and international influences on business cycle regimes in Europe 0 0 0 69 0 0 5 476
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 0 15
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 5 136
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 0 1 1 550
Growth in China and the US: Effects on a small commodity exporter economy 0 0 1 22 0 1 7 83
HEGY Tests in the Presence of Moving Averages 0 0 0 8 0 0 0 51
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 0 21 1 1 4 81
Inference on Structural Breaks using Information Criteria 0 1 1 6 0 1 7 42
International Transmissions to Australia: The Roles of the USA and Euro Area 0 0 0 5 1 2 5 44
Introduction to the JTSA John Nankervis Memorial Issue 0 1 1 3 0 1 3 19
Linear versus neural network forecasts for European industrial production series 0 1 2 43 0 2 4 182
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 1 17 0 0 5 63
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 58 2 2 10 253
Modelling real exchange rate effects on output performance in Latin America 0 0 4 57 0 0 7 166
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 1 4 39 1,252
National Institute Gross Output Forecasts: a Comparison With US Performance 0 0 0 0 0 0 5 16
Nonlinearity in the Fed's monetary policy rule 1 1 1 170 1 1 6 483
Nonparametric Tests for Periodic Integration 0 0 1 21 0 0 3 62
Non‐parametric testing for seasonally and periodically integrated processes 0 0 0 5 0 0 0 30
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 2 20 0 0 4 72
Observed Inflation Forecasts and the New Keynesian Phillips Curve* 0 0 0 56 1 3 11 182
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* 2 6 20 309 5 16 77 891
Performance of seasonal unit root tests for monthly data 0 1 5 333 0 3 13 770
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 0 0 123
Ratio-based estimators for a change point in persistence 0 0 0 19 0 0 4 96
Seasonal cointegration 0 0 0 252 0 0 1 482
Seasonal unit roots and forecasts of two-digit European industrial production 1 3 4 43 1 3 4 133
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 0 0 4 93 0 0 6 277
Seasonality and the Order of Integration for Consumption 0 0 0 0 1 2 13 473
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 2 45 0 0 5 188
Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares 0 0 1 6 0 0 3 28
Structural Breaks in the International Dynamics of Inflation 1 1 1 52 5 7 14 177
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES 0 0 0 15 0 0 1 71
Testing for causality in variance in the presence of breaks 0 0 0 65 0 0 0 195
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 78 0 1 6 337
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 117 2 3 7 372
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 6 0 0 6 61
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption 0 0 0 0 0 0 3 256
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 0 5 0 0 2 27
The asymptotic behaviour of the residual sum of squares in models with multiple break points 0 0 0 1 2 3 4 13
The consequences of seasonal adjustment for periodic autoregressive processes 0 0 0 67 0 0 1 290
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 0 91 0 0 6 433
The implications of periodically varying coefficients for seasonal time-series processes 0 0 2 74 0 0 6 180
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 0 0 0 33 0 2 5 91
WEIGHTED SMOOTH TRANSITION REGRESSIONS 0 0 0 0 0 0 1 66
What is the Globalisation of Inflation? 0 0 3 12 0 2 20 48
What is the globalisation of inflation? 0 0 4 31 0 1 22 119
Total Journal Articles 10 27 104 3,758 37 98 503 15,241


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 4 19 194
The Econometric Analysis of Seasonal Time Series 0 0 0 0 3 7 34 276
Total Books 0 0 0 0 4 11 53 470


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Seasonal Time Series 0 1 3 802 3 7 28 3,803
Maximum Likelihood Estimation of Moving Average Processes 1 1 2 3 1 1 4 6
Total Chapters 1 2 5 805 4 8 32 3,809


Statistics updated 2020-11-03