Access Statistics for Denise Osborn

Author contact details at EconPapers.

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 1 27 0 1 4 128
A Further Examination of the Expectations Hypothesis for the Term Structure 0 0 0 61 0 1 5 201
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests 1 1 1 48 1 3 3 230
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 0 0 204 0 3 10 600
Asymmetric Interest Rate Effects for the UK Real Economy 0 0 0 297 0 2 14 1,003
Asymmetric Interest Rates for the UK Real Economy 0 0 1 36 0 1 3 205
Bootstrap Unit Root Tests for Nonlinear Threshold Models 0 0 0 165 1 2 5 376
Business Cycle Affiliations in the Context of European Integration 0 0 1 128 1 3 8 477
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? 0 0 0 52 2 5 9 190
Business Cycle Linkages for the G7 Countries:Does the US Lead the World? 0 0 1 197 2 4 10 900
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 1 7 16 95
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 2 159 0 3 15 459
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 1 112 0 1 5 417
Changes in International Business Cycle Affiliations 0 0 0 28 1 3 7 85
Changes in International Business Cycle Affiliations 0 0 0 72 1 4 7 271
Changes in Variability of the Business Cycle in the G7 Countries 0 0 0 129 1 5 6 411
Changes in the global oil market 0 1 3 69 0 5 12 107
Changes in the order of integration of US and UK inflation 0 0 1 155 2 5 11 414
Changes in variability of the business cycle in the G7 countries 0 0 0 13 1 6 7 77
Changes in variability of the business cycle in the G7 countries 0 0 0 65 2 5 7 258
China's Increasing Global Influence: Changes in International Growth Spillovers 1 2 2 60 2 8 12 92
Classical Business Cycles for G7 and European Countries 0 0 6 278 2 2 12 828
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations 0 0 0 7 1 4 5 63
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations 0 0 1 141 0 0 6 433
Cointegration for Periodically Integrated Processes 0 0 0 51 0 1 3 191
Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations 0 1 3 179 1 3 8 518
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 1 2 3 266
Constructing Historical Euro Area Data 0 0 1 124 3 5 16 501
Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series 0 0 0 30 0 3 4 187
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 131 0 1 4 383
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series 0 0 0 124 0 1 8 545
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 1 1 50 0 3 4 130
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory 0 0 1 13 0 1 3 50
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 257 0 2 10 1,526
Domestic and International Influences on Business Cycle Regimes in Europe 0 0 0 96 0 0 2 460
Empirical Evidence on Growth Spillovers from China to New Zealand 0 3 8 32 2 11 27 89
Expectations Hypothesis Tests in the Presence of Model Uncertainty 0 0 0 100 3 4 7 256
Explaining Movements in UK Stock Prices: How Important is the US Market? 0 0 2 86 0 1 9 379
Explaining movements in UK stock prices 0 0 1 74 1 3 4 260
Explaining movements in UK stock prices: How important is the US market? 0 0 1 225 0 2 5 797
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 0 62 1 5 10 178
Forecasting UK Industrial Production Over the Business Cycle 0 0 1 321 1 2 4 690
HEGY Tests in the Presence of Moving Averages 0 0 0 43 2 5 5 138
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation 0 0 1 83 0 2 4 258
Inference on Structural Breaks using Information Criteria 0 0 0 152 1 3 10 134
Is the Growth Effect of Financial Development Conditional on Technological Innovation? 1 4 18 117 1 13 37 237
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 97 0 4 8 377
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 1 45 0 1 6 132
Modelling Real Exchange Rate Effects On Growth In Latin America 0 0 0 47 0 0 0 139
Modelling Real Exchange Rate Effects on Output Performance in Latin America 0 0 1 500 2 3 6 1,218
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy 0 0 2 490 2 5 10 1,231
New Evidence on the Expectations Theory for UK Term Structure 0 0 1 18 0 2 4 68
New Evidence on the Expectations Theory for UK Term Structure 0 0 0 68 0 1 3 160
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 2 2 62 0 3 10 192
Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany 0 0 0 242 0 2 5 696
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 98 1 3 8 333
Nonlinearity in the Fed's Monetary Policy Rule 0 0 0 61 0 2 5 230
Nonlinearity in the Fed's Monetary Policy Rule 0 0 2 145 0 2 7 440
Observed Inflation Forecasts and the New Keynesian Phillips Curve 1 1 2 112 2 9 18 359
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 0 37 0 4 6 180
Observed Inflation Forecasts and the New Keynesian Phillips Curve 0 0 2 208 5 12 17 524
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 1 183 0 2 7 512
On the Expectations Hypothesis in US Term Structure 0 0 1 103 2 3 8 320
On trend-cycle-seasonal interactions 0 0 1 79 1 1 8 107
PREDICTING UK BUSINESS CYCLE REGIMES 0 0 0 320 0 2 2 796
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 3 18 674
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 1 59 1 6 8 233
Predicting Growth Cycle Regimes for European Countries 0 0 1 142 0 2 7 425
Predicting UK Business Cycle Regimes 0 0 0 162 1 3 7 753
Public Expenditure and Growth in Developing Countries: Education is the Key 3 14 25 1,515 29 127 348 6,028
Public expenditure and growth in developing countries: education is the key 0 0 1 404 2 7 12 973
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 97 1 2 3 309
Seasonal Adjustment and the Detection of Business Cycle Phases 0 0 0 114 0 4 8 478
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 0 2 6 1,205
Seasonal adjustment and the detection of business cycle phases 0 0 0 87 1 4 6 433
Smooth Transition Regression Models in UK Stock Returns 0 1 1 666 2 6 7 1,185
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 34 0 6 11 185
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 1 3 4 131
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 256 0 2 5 943
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 42 0 5 8 69
Structural Breaks in International Inflation Linkages for OECD Countries 0 0 2 35 1 5 17 22
Structural Breaks in the International Transmission of Inflation 0 0 0 210 0 0 2 459
Testing for causality in variance in the presence of breaks 0 0 0 15 0 3 6 70
Testing for causality in variance in the presence of breaks 0 0 0 152 0 3 8 350
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points 0 0 0 31 0 3 9 42
The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes 0 0 1 96 0 5 9 271
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production 0 0 0 89 1 1 2 627
The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks 0 0 0 173 2 5 7 393
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks 0 0 0 139 1 3 4 561
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 1 85 2 5 11 406
The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks 0 0 0 0 3 7 8 20
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 161 3 8 10 497
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 0 1 1 86 2 7 10 293
The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices 1 4 7 392 9 24 56 1,330
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 59 2 8 14 110
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 3 6 430 1 19 62 2,284
The gains from catch-up for China and the US: An empirical framework 2 6 38 38 5 16 35 35
Threshold Effects of Inequality on the Process of Economic Growth 0 3 12 81 2 17 52 208
Trend-cycle-seasonal interactions: identification and estimation 0 0 1 63 0 3 7 34
UK inflation: persistance, seasonality and monetary policy 0 0 1 71 1 4 9 198
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 157 0 1 4 373
Weighted smooth transition regressions 0 0 1 80 0 0 4 176
What is the Globalisation of Inflation? 0 1 3 45 0 1 6 47
Total Working Papers 10 49 180 14,685 126 547 1,334 47,337


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 1 2 113 0 3 5 357
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 1 3 64
A survey of seasonality in UK macroeconomic variables 0 2 3 190 0 3 6 526
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates 0 3 5 39 0 6 20 131
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 87 0 2 2 331
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 1 166 0 0 1 928
Business Cycles for G7 and European Countries 1 3 9 318 2 5 24 947
Business cycle affiliations in the context of European integration 0 0 1 39 1 6 9 174
Business cycle non-linearities in UK consumption and production 0 1 2 239 0 4 13 680
Business cycle synchronization of the euro area with the new and negotiating member countries 0 1 4 43 0 3 13 164
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES 0 0 0 20 0 1 1 77
Causality Testing and Its Implications for Dynamic Econometric Models 0 0 0 32 0 2 2 119
Changes in the global oil market 1 2 10 31 2 12 26 91
Changes in the order of integration of US and UK inflation 0 0 0 51 0 4 7 181
China's increasing global influence: Changes in international growth linkages 0 1 6 9 2 6 32 46
Choosing between Macroeconometric Models: An Illustration of the Problems 0 0 0 0 0 2 2 75
Co-movements between US and UK stock prices: the role of time-varying conditional correlations 0 0 1 42 0 2 6 159
Does seasonality change over the business cycle? An investigation using monthly industrial production series 0 0 0 48 0 0 4 200
Domestic and international influences on business cycle regimes in Europe 0 0 0 69 2 3 4 474
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 2 31 1 1 6 132
Forecasting UK Industrial Production over the Business Cycle 0 0 0 1 0 2 4 549
Growth in China and the US: Effects on a small commodity exporter economy 0 0 1 21 0 1 11 77
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 0 3 7 77
Inference on Structural Breaks using Information Criteria 0 0 0 5 0 3 4 36
International Transmissions to Australia: The Roles of the USA and Euro Area 0 0 0 5 0 1 3 39
Introduction to the JTSA John Nankervis Memorial Issue 0 0 0 2 1 2 2 18
Linear versus neural network forecasts for European industrial production series 0 1 1 42 0 1 3 179
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 1 1 1 17 2 3 6 60
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 2 3 14 245
Modelling real exchange rate effects on output performance in Latin America 1 2 2 55 1 3 5 161
Moving Average Detrending and the Analysis of Business Cycles 0 0 0 3 3 19 49 1,227
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 3 5 478
Nonparametric Tests for Periodic Integration 0 0 0 20 0 3 5 60
Non‐parametric testing for seasonally and periodically integrated processes 0 0 0 5 0 2 2 30
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 18 0 0 1 68
Observed Inflation Forecasts and the New Keynesian Phillips Curve* 0 0 1 56 2 7 12 173
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* 3 7 16 293 7 25 69 830
Performance of seasonal unit root tests for monthly data 0 2 2 330 1 6 13 762
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 2 2 123
Predicting UK Business Cycle Regimes 0 0 0 134 0 0 3 910
Ratio-based estimators for a change point in persistence 0 0 0 19 0 0 1 92
Seasonal cointegration 0 0 0 252 0 1 2 482
Seasonal unit roots and forecasts of two-digit European industrial production 0 0 0 39 0 0 4 129
Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n 0 1 1 90 0 1 2 272
Seasonality and the Order of Integration for Consumption 0 0 0 0 0 2 25 461
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 43 0 2 4 183
Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares 0 0 0 5 0 2 3 25
Structural Breaks in the International Dynamics of Inflation 0 0 7 51 1 4 19 165
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 0 3 8 195
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 0 0 0 78 2 5 8 334
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices 0 0 0 117 1 5 10 366
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 1 1 5 0 1 1 55
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption 0 0 0 0 0 2 4 253
The Prediction of Business Cycle Phases: Financial Variables and International Linkages 0 0 1 5 1 1 4 26
The asymptotic behaviour of the residual sum of squares in models with multiple break points 0 0 0 1 0 0 6 9
The consequences of seasonal adjustment for periodic autoregressive processes 0 0 0 67 0 0 1 289
The effect of seasonal adjustment on the properties of business cycle regimes 0 0 2 91 3 6 10 430
The implications of periodically varying coefficients for seasonal time-series processes 0 0 1 72 2 3 8 176
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY 0 0 0 33 0 5 6 87
WEIGHTED SMOOTH TRANSITION REGRESSIONS 0 0 0 0 1 1 2 66
What is the Globalisation of Inflation? 0 0 4 9 1 5 19 33
What is the globalisation of inflation? 1 2 9 29 3 12 36 105
Total Journal Articles 8 31 100 3,973 44 216 589 16,687


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 16 177
The Econometric Analysis of Seasonal Time Series 0 0 0 0 3 9 47 246
Total Books 0 0 0 0 4 13 63 423


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 3 6 16 3,779
Maximum Likelihood Estimation of Moving Average Processes 0 1 1 1 0 2 2 2
Total Chapters 0 1 1 800 3 8 18 3,781


Statistics updated 2020-01-03