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 1 2 197
A Further Examination of the Expectations Hypothesis for the Term Structure 0 1 1 27 0 1 1 125
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 3 3 12 597
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 297 3 5 10 996
Asymmetric Interest Rates for the UK Real Economy 0 0 1 36 0 1 3 204
Bootstrap Unit Root Tests for Nonlinear Threshold Models 0 0 1 165 0 0 4 374
Business Cycle Affiliations in the Context of European Integration 0 0 2 128 1 1 7 474
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 0 0 0 52 1 2 5 184
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 0 0 1 197 3 5 10 896
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 3 6 12 87
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 1 2 159 2 4 14 454
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 1 112 1 2 3 415
Changes in International Business Cycle Affiliations 0 0 0 72 1 2 5 267
Changes in International Business Cycle Affiliations 0 0 0 28 1 2 4 81
Changes in Variability of the Business Cycle in the G7 Countries 0 0 0 129 1 1 1 406
Changes in the global oil market 0 0 3 68 0 1 12 101
Changes in the order of integration of US and UK inflation 0 1 1 155 0 2 7 409
Changes in variability of the business cycle in the G7 countries 0 0 0 13 1 1 2 71
Changes in variability of the business cycle in the G7 countries 0 0 0 65 1 1 1 252
China's Increasing Global Influence: Changes in International Growth Spillovers 0 0 5 58 0 0 15 82
Classical Business Cycles for G7 and European Countries 2 3 5 277 3 4 11 824
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 0 58
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 0 0 1 141 0 1 9 432
Cointegration for Periodically Integrated Processes 0 0 0 51 0 0 3 190
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 1 1 2 178 3 3 8 515
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 0 0 1 263
Constructing Historical Euro Area Data 0 1 1 124 4 5 6 491
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 1 2 5 541
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 131 0 1 2 381
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 1 1 13 0 2 2 49
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 0 49 0 1 1 127
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 1 96 1 1 4 459
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 257 5 5 11 1,523
Empirical Evidence on Growth Spillovers from China to New Zealand 0 3 6 29 2 8 16 77
Expectations Hypothesis Tests in the Presence of Model Uncertainty 0 0 1 100 1 2 4 251
Explaining Movements in UK Stock Prices: How Important is the US Market? 1 1 2 86 3 5 6 376
Explaining movements in UK stock prices 0 0 1 74 0 0 1 257
Explaining movements in UK stock prices: How important is the US market? 0 0 1 225 2 2 3 795
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 1 83 0 1 4 256
Inference on Structural Breaks using Information Criteria 0 0 1 152 2 2 9 129
Is the Growth Effect of Financial Development Conditional on Technological Innovation? 0 1 15 112 1 7 29 222
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 97 1 1 2 370
Modelling International Linkages for Large Open Economies: US and Euro Area 0 1 1 45 1 2 7 131
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 1 1 1 500 1 1 6 1,214
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 0 0 2 490 1 1 7 1,226
New Evidence on the Expectations Theory for UK Term Structure 0 1 1 18 0 1 3 66
New Evidence on the Expectations Theory for UK Term Structure 0 0 1 68 0 2 4 159
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 60 1 4 7 188
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 242 1 1 4 693
Nonlinearity in the Fed's Monetary Policy Rule 1 2 2 145 2 4 7 438
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 61 1 1 4 228
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 98 0 2 5 330
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 1 111 0 1 7 348
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 37 1 1 1 175
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 2 208 0 0 6 510
On Augmented HEGY Tests for Seasonal Unit Roots 0 1 1 183 0 2 7 510
On the Expectations Hypothesis in US Term Structure 0 0 2 103 2 2 6 317
On trend-cycle-seasonal interactions 0 0 2 79 2 3 9 105
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 0 0 194 4 6 15 669
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 2 59 0 0 3 227
Predicting Growth Cycle Regimes for European Countries 1 1 1 142 2 2 4 421
Predicting UK Business Cycle Regimes 0 0 1 162 0 1 12 750
Public Expenditure and Growth in Developing Countries: Education is the Key 1 5 15 1,500 28 83 304 5,882
Public expenditure and growth in developing countries: education is the key 0 0 1 404 1 1 7 966
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 1 1 4 471
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 0 0 6 1,203
Seasonal adjustment and the detection of business cycle phases 0 0 0 87 0 0 1 428
Smooth Transition Regression Models in UK Stock Returns 0 0 0 665 0 0 0 1,178
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 34 1 1 3 176
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 0 256 1 1 3 940
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 42 0 0 4 63
Structural Breaks in International Inflation Linkages for OECD Countries 0 2 2 35 1 6 7 12
Structural Breaks in the International Transmission of Inflation 0 0 0 210 1 2 3 459
Testing for causality in variance in the presence of breaks 0 0 0 152 0 0 4 346
Testing for causality in variance in the presence of breaks 0 0 0 15 1 2 2 66
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points 0 0 0 31 1 3 6 38
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 1 96 0 0 2 264
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 0 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 1 1 85 0 3 8 400
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 1 1 4 489
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 0 0 85 0 0 4 286
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 1 1 3 388 4 7 44 1,305
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 59 1 1 4 100
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 1 1 14 427 6 9 86 2,258
The gains from catch-up for China and the US: An empirical framework 0 1 31 31 0 5 18 18
Threshold Effects of Inequality on the Process of Economic Growth 0 1 12 77 1 12 45 189
Trend-cycle-seasonal interactions: identification and estimation 0 0 1 63 0 0 8 30
UK inflation: persistance, seasonality and monetary policy 0 0 1 71 1 1 3 191
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 157 0 0 3 372
Weighted smooth transition regressions 0 0 1 80 0 1 3 175
What is the Globalisation of Inflation? 0 0 2 44 2 2 9 46
Total Working Papers 10 33 166 14,631 123 273 1,008 46,664


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 1 112 0 0 3 354
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 1 1 1 188 2 2 2 522
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 1 3 36 1 4 18 123
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 87 0 0 2 329
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 0 165 0 0 1 927
Business Cycles for G7 and European Countries 0 1 8 315 1 3 21 941
Business cycle affiliations in the context of European integration 0 0 1 39 1 1 3 167
Business cycle non-linearities in UK consumption and production 0 0 1 238 1 2 8 675
Business cycle synchronization of the euro area with the new and negotiating member countries 0 1 3 42 3 5 12 161
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 0 4 6 25 1 5 15 72
Changes in the order of integration of US and UK inflation 0 0 0 51 2 3 3 177
China's increasing global influence: Changes in international growth linkages 0 0 8 8 0 7 38 38
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 3 156
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 0 0 48 2 2 3 199
Domestic and international influences on business cycle regimes in Europe 0 0 0 69 0 0 3 471
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 1 2 31 0 2 8 131
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 1 1 2 547
Growth in China and the US: Effects on a small commodity exporter economy 0 1 2 21 1 4 12 74
HEGY Tests in the Presence of Moving Averages 0 0 0 8 0 0 1 51
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 2 21 0 0 4 72
Inference on Structural Breaks using Information Criteria 0 0 0 5 0 1 2 33
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 0 2 178
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 1 16 0 0 3 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 1 2 15 240
Modelling real exchange rate effects on output performance in Latin America 0 0 0 53 0 0 5 158
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 2 7 30 1,205
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 0 20 0 0 1 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 1 1 1 68
Observed Inflation Forecasts and the New Keynesian Phillips Curve* 0 0 2 56 0 0 5 164
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* 1 1 17 285 4 7 61 802
Performance of seasonal unit root tests for monthly data 0 0 2 328 2 4 12 756
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 1 908
Ratio-based estimators for a change point in persistence 0 0 0 19 0 1 2 92
Seasonal cointegration 0 0 0 252 0 0 1 480
Seasonal unit roots and forecasts of two-digit European industrial production 0 0 1 39 0 0 3 126
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 0 0 1 89 1 1 2 271
Seasonality and the Order of Integration for Consumption 0 0 0 0 2 9 25 457
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 43 2 2 5 181
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 0 1 9 51 0 1 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 0 3 65 1 1 6 192
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 78 1 1 9 329
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 117 1 1 4 360
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 1 1 7 25
The asymptotic behaviour of the residual sum of squares in models with multiple break points 0 0 0 1 1 2 6 8
The consequences of seasonal adjustment for periodic autoregressive processes 0 0 0 67 0 0 2 288
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 2 91 1 1 6 424
The implications of periodically varying coefficients for seasonal time-series processes 0 0 1 72 1 1 4 170
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 0 0 0 33 0 0 1 82
WEIGHTED SMOOTH TRANSITION REGRESSIONS 0 0 0 0 0 1 1 65
What is the Globalisation of Inflation? 1 1 5 8 1 3 17 27
What is the globalisation of inflation? 0 2 12 27 4 8 28 88
Total Journal Articles 3 15 98 3,935 43 98 461 16,410
1 registered items for which data could not be found


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 5 5 16 173
The Econometric Analysis of Seasonal Time Series 0 0 0 0 5 14 49 235
Total Books 0 0 0 0 10 19 65 408


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 0 799 0 0 13 3,773
Maximum Likelihood Estimation of Moving Average Processes 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 799 0 0 13 3,773


Statistics updated 2019-09-09