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Details about Marianne Sensier
Access statistics for papers by Marianne Sensier.
Last updated 2008-06-05. Update your information in the RePEc Author Service.
Short-id: pse50
Jump to Journal Articles
Working Papers
2008
- 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)
- Is Volatility Good for Growth? Evidence from the G7
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 (2008) View citations wp.comunite, Department of Communication, University of Teramo (2008) View citations
2007
- 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
- UK inflation: persistance, seasonality and monetary policy
The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations
2005
- 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
2004
- Modelling Real Exchange Rate Effects On Growth In Latin America
Royal Economic Society Annual Conference 2004, Royal Economic Society
- 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
- 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
- Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
Also in Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2004) View citations
- 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 
See also Journal Article in Economics Letters (2005)
2003
- 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
- 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
- Explaining movements in UK stock prices
Working Papers, University of Crete, Department of Economics
- 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)
- Predicting Growth Cycle Regimes for European Countries
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
- Testing for Volatility Changes in US Macroeconomic Time Series
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
See also Journal Article in The Review of Economics and Statistics (2004)
- The effect of nominal shock uncertainty on output growth
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
2002
- A Tale of Two Cycles: Co-fluctuations Between UK Regions and the Euro Zone
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2001)  The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) View citations
See also Journal Article in Manchester School (2003)
- 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)
- 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
- Domestic and International Influences on Business Cycle Regimes in Europe
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 (2002) View citations
See also Journal Article in International Journal of Forecasting (2004)
- Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series
Royal Economic Society Annual Conference 2002, Royal Economic Society 
Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) View citations Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2001) View citations
- Smooth Transition Regression Models in UK Stock Returns
Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
- 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
- Asymmetric Interest Rates for the UK Real Economy
The School of Economics Discussion Paper Series, Economics, The University of Manchester
- Short-term volatility versus long-term growth
Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute View citations
2000
- PREDICTING UK BUSINESS CYCLE REGIMES
Computing in Economics and Finance 2000, Society for Computational Economics View citations
Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)  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)
1997
- Inventories and Asymmetric Business Cycle Fluctuations in the UK
Economics Series Working Papers, University of Oxford, Department of Economics View citations
Undated
- Business cycles and the labour market can theory fit the facts?
Bank of England working papers, Bank of England View citations
Journal Articles
2005
- Nonlinearity in the Fed's monetary policy rule
Journal of Applied Econometrics, 2005, 20, (5), 621-639 View citations
See also Working Paper (2003)
- 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
- 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)
- Testing for Volatility Changes in U.S. Macroeconomic Time Series
The Review of Economics and Statistics, 2004, 86, (3), 833-839 View citations
See also Working Paper (2003)
2003
- A Tale of Two Cycles: Co-Fluctuations Between UK Regions and the Euro Zone
Manchester School, 2003, 71, (3), 265-292 View citations
See also Working Paper (2002)
- Asymmetric output-gap effects in Phillips Curve and mark-up pricing models: Evidence for the US and the UK
Scottish Journal of Political Economy, 2003, 50, (4), 359-374 View citations
- Inventories and asymmetric business cycle fluctuations in the UK: a structural approach
Applied Economics, 2003, 35, (4), 387-402 View citations
2002
- 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
- Forecasting UK Industrial Production over the Business Cycle
Journal of Forecasting, 2001, 20, (6), 405-24 View citations
- Modelling Business Cycle Movements in the UK Economy
Economica, 2001, 68, (270), 243-67 View citations
- Predicting UK Business Cycle Regimes
Scottish Journal of Political Economy, 2001, 48, (2), 179-95 View citations
See also Working Paper (2000)
- The Behavior of Stock Returns and Interest Rates over the Business Cycle in the US and UK
Applied Economics Letters, 2001, 8, (4), 233-38
2000
- 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
- A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing
Manchester School, 2000, 68, (4), 442-60 View citations
1997
- The Labour Market over the Business Cycle: Can Theory Fit the Facts?
Oxford Review of Economic Policy, 1997, 13, (3), 70-92 View citations
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