Details about Denise Osborn

Access statistics for papers by Denise Osborn.

Last updated 2009-08-16. Update your information in the RePEc Author Service.

Short-id: pos5

Working Papers

2009

1. Structural Breaks in the International Transmission of Inflation
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester

2008

2. Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester
   Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2008)
3. Comparing Seasonal Forecasts of Industrial Production
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester
4. Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester
5. Observed Inflation Forecasts and the New Keynesian Phillips Curve
   Discussion Paper Series, Institute of Economic Research, Korea University
   Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) View citations
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006) View citations
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)

2007

6. Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries
   University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics
   Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2007) View citations
7. CONSTRUCTING HISTORICAL EURO AREA DATA
   CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis View citations
   Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations
8. Changes in the order of integration of US and UK inflation
   The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
   See also Journal Article in Economics Letters (2009)
9. Expectations Hypothesis Tests in the Presence of Model Uncertainty
   Discussion Paper Series, Institute of Economic Research, Korea University
10. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices
    Discussion Paper Series, Institute of Economic Research, Korea University View citations
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) View citations
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006) View citations
    See also Journal Article in Journal of Money, Credit and Banking (2008)
11. UK inflation: persistance, seasonality and monetary policy
    The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
    See also Journal Article in Scottish Journal of Political Economy (2009)
12. Weighted smooth transition regressions
    The School of Economics Discussion Paper Series, Economics, The University of Manchester

2006

13. A Further Examination of the Expectations Hypothesis for the Term Structure
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006)
14. A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
15. Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006)
16. New Evidence on the Expectations Theory for UK Term Structure
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006)
17. On the Expectations Hypothesis in US Term Structure
    Computing in Economics and Finance 2006, Society for Computational Economics
18. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006)
    See also Journal Article in Journal of Financial Econometrics (2008)

2005

19. Business Cycle Linkages for the G7 Countries: Does the US Lead the World?
    The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2005) View citations
20. Cointegration for Periodically Integrated Processes
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article in Econometric Theory (2008)
21. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro
    The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2005) View citations
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2005) View citations
22. The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti"
    See also Journal Article in Journal of Applied Econometrics (2008)
23. Volatility, spillover Effects and Correlations in US and Major European Markets
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations

2004

24. Modelling Real Exchange Rate Effects On Growth In Latin America
    Royal Economic Society Annual Conference 2004, Royal Economic Society
25. Modelling Real Exchange Rate Effects on Output Performance in Latin America
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
26. Modelling UK Inflation: Persistence, Seasonality and Monetary Policy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
27. Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2004) View citations
28. Public expenditure and growth in developing countries: education is the key
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) View citations
29. Seasonal adjustment and the detection of business cycle phases
    Working Paper Series, European Central Bank View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) View citations
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2003) View citations
30. Testing for causality in variance in the presence of breaks
    Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2004)
    See also Journal Article in Economics Letters (2005)
31. The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) View citations
32. The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Open Economies Review (2006)

2003

33. Business Cycle Affiliations in the Context of European Integration
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
    See also Journal Article in Applied Economics (2007)
34. Explaining Movements in UK Stock Prices: How Important is the US Market?
    The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) View citations
35. Explaining movements in UK stock prices
    Working Papers, University of Crete, Department of Economics
36. Nonlinearity in the Fed's Monetary Policy Rule
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2002) View citations
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
37. Predicting Growth Cycle Regimes for European Countries
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
38. The Extent of Seasonal/Business Cycle Interactions in European Industrial Production
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations

2002

39. Asymmetric Interest Rate Effects for the UK Real Economy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2002)
40. Changes in Variability of the Business Cycle in the G7 Countries
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
    Also in Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (2002) View citations
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations
    Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (2002) View citations
41. Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2001)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001)
    See also Journal Article in European Economic Review (2004)
42. Domestic and International Influences on Business Cycle Regimes in Europe
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations
    See also Journal Article in International Journal of Forecasting (2004)
43. Smooth Transition Regression Models in UK Stock Returns
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
44. The Prediction of Business Cycle Phases: Financial Variables and International Linkages
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations

2001

45. Asymmetric Interest Rates for the UK Real Economy
    The School of Economics Discussion Paper Series, Economics, The University of Manchester

2000

46. Forecasting UK Industrial Production Over the Business Cycle
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
    See also Journal Article in Journal of Forecasting (2001)
47. PREDICTING UK BUSINESS CYCLE REGIMES
    Computing in Economics and Finance 2000, Society for Computational Economics View citations
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2000)
    See also Journal Article in Scottish Journal of Political Economy (2001)

1999

48. Seasonal Nonstationarity and Near-Nonstationarity
    CIRANO Working Papers, CIRANO View citations

1995

49. Classical Business Cycles for G7 and European Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

Journal Articles

2009

1. Changes in the order of integration of US and UK inflation
   Economics Letters, 2009, 102, (1), 30-32 View citations
   See also Working Paper (2007)
2. Observed Inflation Forecasts and the New Keynesian Phillips Curve
   Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 375-398
   See also Working Paper (2008)
3. UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY
   Scottish Journal of Political Economy, 2009, 56, (1), 24-44
   See also Working Paper (2007)

2008

4. COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
   Econometric Theory, 2008, 24, (01), 109-142
   See also Working Paper (2005)
5. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
   Journal of Financial Econometrics, 2008, 6, (3), 307-325
   See also Working Paper (2006)
6. TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
   Econometric Theory, 2008, 24, (04), 1093-1129 View citations
7. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices
   Journal of Money, Credit and Banking, 2008, 40, (4), 667-699 View citations
   See also Working Paper (2007)
8. The effect of seasonal adjustment on the properties of business cycle regimes
   Journal of Applied Econometrics, 2008, 23, (2), 257-278
   See also Working Paper (2005)

2007

9. Business cycle affiliations in the context of European integration
   Applied Economics, 2007, 39, (2), 199-214 View citations
   See also Working Paper (2003)
10. PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES
    Manchester School, 2007, 75, (5), 533-556 View citations

2006

11. The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7
    Open Economies Review, 2006, 17, (3), 255-279 View citations
    See also Working Paper (2004)

2005

12. Nonlinearity in the Fed's monetary policy rule
    Journal of Applied Econometrics, 2005, 20, (5), 621-639 View citations
    See also Working Paper (2003)
13. Testing for causality in variance in the presence of breaks
    Economics Letters, 2005, 89, (2), 193-199 View citations
    See also Working Paper (2004)

2004

14. Does seasonality change over the business cycle? An investigation using monthly industrial production series
    European Economic Review, 2004, 48, (6), 1309-1332 View citations
    See also Working Paper (2002)
15. Domestic and international influences on business cycle regimes in Europe
    International Journal of Forecasting, 2004, 20, (2), 343-357 View citations
    See also Working Paper (2002)
16. Linear versus neural network forecasts for European industrial production series
    International Journal of Forecasting, 2004, 20, (3), 435-446 View citations
17. The consequences of seasonal adjustment for periodic autoregressive processes
    Econometrics Journal, 2004, 7, (2), 307-321 View citations

2002

18. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
    Econometric Reviews, 2002, 21, (2), 221-241 View citations
19. Asymmetric Interest Rate Effects for the UK Real Economy
    Oxford Bulletin of Economics and Statistics, 2002, 64, (4), 315-39 View citations
    See also Working Paper (2002)

2001

20. Forecasting UK Industrial Production over the Business Cycle
    Journal of Forecasting, 2001, 20, (6), 405-24 View citations
    See also Working Paper (2000)
21. Modelling Business Cycle Movements in the UK Economy
    Economica, 2001, 68, (270), 243-67 View citations
22. Predicting UK Business Cycle Regimes
    Scottish Journal of Political Economy, 2001, 48, (2), 179-95 View citations
    See also Working Paper (2000)

2000

23. A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle
    Manchester School, 2000, 68, (4), 396-418 View citations
24. Business cycle non-linearities in UK consumption and production
    Journal of Applied Econometrics, 2000, 15, (1), 27-43 View citations

1999

25. Performance of seasonal unit root tests for monthly data
    Journal of Applied Statistics, 1999, 26, (8), 985-1004 View citations
26. Seasonal unit roots and forecasts of two-digit European industrial production
    International Journal of Forecasting, 1999, 15, (1), 27-47 View citations

1997

27. Business Cycles for G7 and European Countries
    Journal of Business, 1997, 70, (2), 249-79 View citations

1995

28. Moving Average Detrending and the Analysis of Business Cycles
    Oxford Bulletin of Economics and Statistics, 1995, 57, (4), 547-58 View citations

1993

29. Seasonal cointegration
    Journal of Econometrics, 1993, 55, (1-2), 299-303 View citations

1991

30. The implications of periodically varying coefficients for seasonal time-series processes
    Journal of Econometrics, 1991, 48, (3), 373-384 View citations

1990

31. A survey of seasonality in UK macroeconomic variables
    International Journal of Forecasting, 1990, 6, (3), 327-336 View citations
32. 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
    International Journal of Forecasting, 1990, 6, (1), 140-141

1989

33. The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
    Journal of Business & Economic Statistics, 1989, 7, (1), 117-27 View citations

1988

34. Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n
    Journal of Applied Econometrics, 1988, 3, (4), 255-66 View citations
35. Seasonality and the Order of Integration for Consumption
    Oxford Bulletin of Economics and Statistics, 1988, 50, (4), 361-77 View citations

1986

36. A Note on Error Correction Mechanisms and Steady-State Error
    Economic Journal, 1986, 96, (381), 208-11

1984

37. Causality Testing and Its Implications for Dynamic Econometric Models
    Economic Journal, 1984, 94, (376a), 82-96 View citations

1979

38. Choosing between Macroeconometric Models: An Illustration of the Problems
    The Manchester School of Economic & Social Studies, 1979, 47, (1), 63-75

Chapters

2006

1. Forecasting Seasonal Time Series
   Elsevier View citations