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Details about Denise Osborn

E-mail:
Homepage:http://www.ses.man.ac.uk/osborn/
Postal address:Economic Studies School of Social Sciences University of Manchester Manchester M13 9PL UK
Workplace:School of Economics, University of Manchester, (more information at EDIRC)

Access statistics for papers by Denise Osborn.

Last updated 2016-07-01. Update your information in the RePEc Author Service.

Short-id: pos5


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Working Papers

2015

  1. Changes in the global oil market
    Working Papers, Lancaster University Management School, Economics Department Downloads
    See also Journal Article in Energy Economics (2016)
  2. The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
  3. Threshold Effects of Inequality on the Process of Economic Growth
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads

2014

  1. On trend-cycle-seasonal interactions
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2013

  1. Empirical Evidence on Growth Spillovers from China to New Zealand
    Treasury Working Paper Series, New Zealand Treasury Downloads View citations (4)
  2. Is the Growth Effect of Financial Development Conditional on Technological Innovation?
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
  3. Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Journal of Time Series Analysis (2015)

2012

  1. Inference on Structural Breaks using Information Criteria
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Manchester School (2013)
  2. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Reviews (2016)

2011

  1. On Augmented HEGY Tests for Seasonal Unit Roots
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Theory (2012)

2010

  1. A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (1)
    See also Journal Article in Economic Modelling (2012)
  2. Financial Integration and the Construction of Historical Financial Data for the Euro Area
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (2)
    See also Journal Article in Economic Modelling (2011)
  3. HEGY Tests in the Presence of Moving Averages
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)

2009

  1. Bootstrap Unit Root Tests for Nonlinear Threshold Models
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (3)
  2. Changes in International Business Cycle Affiliations
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2009) Downloads
  3. Modelling International Linkages for Large Open Economies: US and Euro Area
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2009) Downloads
  4. Structural Breaks in the International Transmission of Inflation
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (3)

2008

  1. Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads View citations (1)
  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 Downloads View citations (1)
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2008) Downloads View citations (1)
  3. Comparing Seasonal Forecasts of Industrial Production
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
  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 Downloads View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  5. Observed Inflation Forecasts and the New Keynesian Phillips Curve
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006) Downloads View citations (1)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads View citations (7)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2009)

2007

  1. 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 Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2007) Downloads View citations (2)

    See also Journal Article in International Journal of Finance & Economics (2010)
  2. CONSTRUCTING HISTORICAL EURO AREA DATA
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) Downloads View citations (9)
  3. Changes in the order of integration of US and UK inflation
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (5)
    See also Journal Article in Economics Letters (2009)
  4. Expectations Hypothesis Tests in the Presence of Model Uncertainty
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
  5. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (1)
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads View citations (14)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006) Downloads View citations (1)

    See also Journal Article in Journal of Money, Credit and Banking (2008)
  6. UK inflation: persistance, seasonality and monetary policy
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Scottish Journal of Political Economy (2009)
  7. Weighted smooth transition regressions
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Journal of Applied Econometrics (2012)

2006

  1. A Further Examination of the Expectations Hypothesis for the Term Structure
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads
  2. 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 Downloads
  3. 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 Downloads View citations (1)
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads
  4. New Evidence on the Expectations Theory for UK Term Structure
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads
  5. On the Expectations Hypothesis in US Term Structure
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  6. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2006) Downloads

    See also Journal Article in Journal of Financial Econometrics (2008)

2005

  1. 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 Downloads View citations (5)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2005) Downloads View citations (2)
  2. Cointegration for Periodically Integrated Processes
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Theory (2008)
  3. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (2)
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2005) Downloads View citations (2)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2005) Downloads View citations (5)

    See also Journal Article in Applied Financial Economics (2009)
  4. The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" Downloads
    See also Journal Article in Journal of Applied Econometrics (2008)
  5. 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 Downloads View citations (10)

2004

  1. Modelling Real Exchange Rate Effects On Growth In Latin America
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads
  2. 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 Downloads View citations (4)
    See also Journal Article in Applied Economics (2010)
  3. Modelling UK Inflation: Persistence, Seasonality and Monetary Policy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (1)
  4. 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 Downloads View citations (5)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2004) Downloads View citations (18)
  5. 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 Downloads
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) Downloads View citations (3)
  6. Seasonal adjustment and the detection of business cycle phases
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) Downloads View citations (6)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2003) Downloads
  7. Testing for causality in variance in the presence of breaks
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2004) Downloads

    See also Journal Article in Economics Letters (2005)
  8. The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (3)
    Also in EcoMod2004, EcoMod Downloads View citations (2)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) Downloads View citations (18)
  9. 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 Downloads View citations (2)
    See also Journal Article in Open Economies Review (2006)

2003

  1. Business Cycle Affiliations in the Context of European Integration
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (4)
    See also Journal Article in Applied Economics (2007)
  2. Explaining Movements in UK Stock Prices: How Important is the US Market?
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (2)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) Downloads View citations (2)
  3. Explaining movements in UK stock prices
    Working Papers, University of Crete, Department of Economics Downloads
  4. Nonlinearity in the Fed's Monetary Policy Rule
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (15)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2002) Downloads View citations (14)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) Downloads View citations (14)

    See also Journal Article in Journal of Applied Econometrics (2005)
  5. Predicting Growth Cycle Regimes for European Countries
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
  6. 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 Downloads View citations (3)

2002

  1. Asymmetric Interest Rate Effects for the UK Real Economy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (53)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2002)
  2. 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 Downloads View citations (17)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2002) Downloads View citations (15)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) Downloads View citations (15)
  3. Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (9)
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) Downloads
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2001) Downloads

    See also Journal Article in European Economic Review (2004)
  4. 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 Downloads View citations (6)
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) Downloads View citations (6)

    See also Journal Article in International Journal of Forecasting (2004)
  5. Smooth Transition Regression Models in UK Stock Returns
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (5)
  6. 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 Downloads View citations (3)
    See also Journal Article in National Institute Economic Review (2002)

2001

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

2000

  1. Forecasting UK Industrial Production Over the Business Cycle
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2001)
  2. PREDICTING UK BUSINESS CYCLE REGIMES
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (17)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2000) Downloads

    See also Journal Article in Scottish Journal of Political Economy (2001)

1999

  1. Seasonal Nonstationarity and Near-Nonstationarity
    CIRANO Working Papers, CIRANO Downloads View citations (7)

1995

  1. Classical Business Cycles for G7 and European Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)

Journal Articles

2016

  1. Changes in the global oil market
    Energy Economics, 2016, 56, (C), 161-176 Downloads View citations (2)
    See also Working Paper (2015)
  2. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    Econometric Reviews, 2016, 35, (1), 122-168 Downloads View citations (5)
    See also Working Paper (2012)

2015

  1. Growth in China and the US: Effects on a small commodity exporter economy
    Economic Modelling, 2015, 45, (C), 268-277 Downloads View citations (4)
  2. Introduction to the JTSA John Nankervis Memorial Issue
    Journal of Time Series Analysis, 2015, 36, (5), 601-602 Downloads
  3. Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares
    Journal of Time Series Analysis, 2015, 36, (5), 741-762 Downloads
    See also Working Paper (2013)

2014

  1. Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation
    Oxford Bulletin of Economics and Statistics, 2014, 76, (3), 360-388 Downloads View citations (13)
    See also Working Paper (2008)
  2. International Transmissions to Australia: The Roles of the USA and Euro Area
    The Economic Record, 2014, 90, (291), 421-446 Downloads
  3. MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA
    Journal of Applied Econometrics, 2014, 29, (3), 377-393 Downloads View citations (4)

2013

  1. Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy
    Manchester School, 2013, 81, 1-2 Downloads
  2. Inference on Structural Breaks using Information Criteria
    Manchester School, 2013, 81, 54-81 Downloads View citations (5)
    See also Working Paper (2012)
  3. Structural Breaks in the International Dynamics of Inflation
    The Review of Economics and Statistics, 2013, 95, (2), 646-659 Downloads View citations (13)

2012

  1. A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.)
    Econometrics Journal, 2012, 15, (2), B1-B3
  2. A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
    Economic Modelling, 2012, 29, (6), 2504-2513 Downloads View citations (13)
    See also Working Paper (2010)
  3. Non‐parametric testing for seasonally and periodically integrated processes
    Journal of Time Series Analysis, 2012, 33, (3), 424-437 Downloads View citations (2)
  4. ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
    Econometric Theory, 2012, 28, (05), 1121-1143 Downloads View citations (5)
    See also Working Paper (2011)
  5. Ratio-based estimators for a change point in persistence
    Journal of Econometrics, 2012, 171, (1), 24-31 Downloads View citations (1)
  6. WEIGHTED SMOOTH TRANSITION REGRESSIONS
    Journal of Applied Econometrics, 2012, 27, (5), 795-811 View citations (6)
    See also Working Paper (2007)

2011

  1. Financial integration and the construction of historical financial data for the Euro Area
    Economic Modelling, 2011, 28, (4), 1498-1509 Downloads View citations (6)
    See also Working Paper (2010)
  2. HEGY Tests in the Presence of Moving Averages
    Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 691-704 Downloads View citations (2)
    See also Working Paper (2010)
  3. Nonparametric Tests for Periodic Integration
    Journal of Time Series Econometrics, 2011, 3, (1), 1-35 Downloads View citations (2)

2010

  1. Business cycle synchronization of the euro area with the new and negotiating member countries
    International Journal of Finance & Economics, 2010, 15, (3), 288-306 Downloads View citations (19)
    See also Working Paper (2007)
  2. Co-movements between US and UK stock prices: the role of time-varying conditional correlations
    International Journal of Finance & Economics, 2010, 15, (4), 366-380 Downloads View citations (2)
  3. Modelling real exchange rate effects on output performance in Latin America
    Applied Economics, 2010, 42, (19), 2491-2503 Downloads View citations (5)
    See also Working Paper (2004)

2009

  1. Changes in the order of integration of US and UK inflation
    Economics Letters, 2009, 102, (1), 30-32 Downloads View citations (12)
    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 Downloads View citations (13)
    See also Working Paper (2008)
  3. Spillovers and correlations between US and major European stock markets: the role of the euro
    Applied Financial Economics, 2009, 19, (19), 1595-1604 Downloads View citations (24)
    See also Working Paper (2005)
  4. UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY
    Scottish Journal of Political Economy, 2009, 56, (1), 24-44 Downloads View citations (11)
    See also Working Paper (2007)

2008

  1. COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
    Econometric Theory, 2008, 24, (01), 109-142 Downloads View citations (1)
    See also Working Paper (2005)
  2. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    Journal of Financial Econometrics, 2008, 6, (3), 307-325 Downloads View citations (9)
    See also Working Paper (2006)
  3. TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
    Econometric Theory, 2008, 24, (04), 1093-1129 Downloads View citations (5)
  4. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices
    Journal of Money, Credit and Banking, 2008, 40, (4), 667-699 Downloads View citations (44)
    See also Working Paper (2007)
  5. The effect of seasonal adjustment on the properties of business cycle regimes
    Journal of Applied Econometrics, 2008, 23, (2), 257-278 Downloads View citations (1)
    See also Working Paper (2005)

2007

  1. Business cycle affiliations in the context of European integration
    Applied Economics, 2007, 39, (2), 199-214 Downloads View citations (13)
    See also Working Paper (2003)
  2. PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES
    Manchester School, 2007, 75, (5), 533-556 Downloads View citations (172)

2006

  1. 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 Downloads View citations (17)
    See also Working Paper (2004)

2005

  1. Nonlinearity in the Fed's monetary policy rule
    Journal of Applied Econometrics, 2005, 20, (5), 621-639 Downloads View citations (32)
    See also Working Paper (2003)
  2. Testing for causality in variance in the presence of breaks
    Economics Letters, 2005, 89, (2), 193-199 Downloads View citations (24)
    See also Working Paper (2004)

2004

  1. Does seasonality change over the business cycle? An investigation using monthly industrial production series
    European Economic Review, 2004, 48, (6), 1309-1332 Downloads View citations (5)
    See also Working Paper (2002)
  2. Domestic and international influences on business cycle regimes in Europe
    International Journal of Forecasting, 2004, 20, (2), 343-357 Downloads View citations (26)
    See also Working Paper (2002)
  3. Linear versus neural network forecasts for European industrial production series
    International Journal of Forecasting, 2004, 20, (3), 435-446 Downloads View citations (12)
  4. The consequences of seasonal adjustment for periodic autoregressive processes
    Econometrics Journal, 2004, 7, (2), 307-321 Downloads View citations (3)

2002

  1. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
    Econometric Reviews, 2002, 21, (2), 221-241 Downloads View citations (13)
  2. Asymmetric Interest Rate Effects for the UK Real Economy
    Oxford Bulletin of Economics and Statistics, 2002, 64, (4), 315-39 Downloads View citations (48)
    See also Working Paper (2002)
  3. The Prediction of Business Cycle Phases: Financial Variables and International Linkages
    National Institute Economic Review, 2002, 182, (1), 96-105 Downloads View citations (1)
    See also Working Paper (2002)

2001

  1. Forecasting UK Industrial Production over the Business Cycle
    Journal of Forecasting, 2001, 20, (6), 405-24 View citations (13)
    See also Working Paper (2000)
  2. Modelling Business Cycle Movements in the UK Economy
    Economica, 2001, 68, (270), 243-67 Downloads View citations (14)
  3. Predicting UK Business Cycle Regimes
    Scottish Journal of Political Economy, 2001, 48, (2), 179-95 Downloads View citations (13)
    See also Working Paper (2000)

2000

  1. 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 Downloads View citations (24)
  2. Business cycle non-linearities in UK consumption and production
    Journal of Applied Econometrics, 2000, 15, (1), 27-43 Downloads View citations (40)

1999

  1. Performance of seasonal unit root tests for monthly data
    Journal of Applied Statistics, 1999, 26, (8), 985-1004 Downloads View citations (16)
  2. Seasonal unit roots and forecasts of two-digit European industrial production
    International Journal of Forecasting, 1999, 15, (1), 27-47 Downloads View citations (33)

1997

  1. Business Cycles for G7 and European Countries
    The Journal of Business, 1997, 70, (2), 249-79 Downloads View citations (130)

1995

  1. Moving Average Detrending and the Analysis of Business Cycles
    Oxford Bulletin of Economics and Statistics, 1995, 57, (4), 547-58 View citations (17)

1993

  1. Seasonal cointegration
    Journal of Econometrics, 1993, 55, (1-2), 299-303 Downloads View citations (17)

1991

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

1990

  1. A survey of seasonality in UK macroeconomic variables
    International Journal of Forecasting, 1990, 6, (3), 327-336 Downloads View citations (41)
  2. 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 Downloads

1989

  1. The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
    Journal of Business & Economic Statistics, 1989, 7, (1), 117-27 View citations (18)

1988

  1. Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n
    Journal of Applied Econometrics, 1988, 3, (4), 255-66 Downloads View citations (47)
  2. Seasonality and the Order of Integration for Consumption
    Oxford Bulletin of Economics and Statistics, 1988, 50, (4), 361-77 View citations (65)

1986

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

1984

  1. Causality Testing and Its Implications for Dynamic Econometric Models
    Economic Journal, 1984, 94, (376a), 82-96 Downloads View citations (2)

1979

  1. An Assessment and Comparison of Two Niesr Econometric Model Forecasts
    National Institute Economic Review, 1979, 88, (1), 50-62 Downloads
  2. Choosing between Macroeconometric Models: An Illustration of the Problems
    The Manchester School of Economic & Social Studies, 1979, 47, (1), 63-75
  3. National Institute Gross Output Forecasts: a Comparison With US Performance
    National Institute Economic Review, 1979, 88, (1), 40-49 Downloads

Books

2001

  1. The Econometric Analysis of Seasonal Time Series
    Cambridge Books, Cambridge University Press View citations (119)
    Also in Cambridge Books, Cambridge University Press (2001) View citations (119)

Chapters

2006

  1. Forecasting Seasonal Time Series
    Elsevier Downloads View citations (8)
 
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