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Details about Marianne Sensier

E-mail:
Homepage:http://staffprofiles.humanities.manchester.ac.uk/StaffDetails.aspx?ou=I4035&ProfileId=5068292
Postal address:Institute of Political and Economic Governance and Economics, School of Social Sciences, University of Manchester, Oxford Road, Manchester, M13 9PL UK
Workplace:Macroeconomics Growth and Development Research Group, School of Economics, University of Manchester, (more information at EDIRC)

Access statistics for papers by Marianne Sensier.

Last updated 2010-09-08. Update your information in the RePEc Author Service.

Short-id: pse50


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Working Papers

2010

  1. Tracking Unemployment in the North West Through Recession and Forecasting Recovery
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (1)

2009

  1. 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
  2. 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-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)
  2. 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)
  3. Is Volatility Good for Growth? Evidence from the G7
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (5)
    Also in wp.comunite, Department of Communication, University of Teramo (2008) Downloads View citations (7)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2008) Downloads View citations (1)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2008) Downloads View citations (1)

2007

  1. 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)
  2. 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)

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)

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. 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
    See also Journal Article in Economics Letters (2005)

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 The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) Downloads View citations (14)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy 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. Testing for Volatility Changes in US Macroeconomic Time Series
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (4)
    See also Journal Article in The Review of Economics and Statistics (2004)
  7. The effect of nominal shock uncertainty on output growth
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (1)

2002

  1. 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 Downloads View citations (6)
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2001) Downloads View citations (1)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) Downloads View citations (2)

    See also Journal Article in Manchester School (2003)
  2. 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)
  3. 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 The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) Downloads View citations (15)
  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. Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (1)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2001) Downloads View citations (7)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) Downloads View citations (9)
  6. Smooth Transition Regression Models in UK Stock Returns
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (5)
  7. 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)

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. 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
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads

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

1999

  1. Business cycles and the labour market can theory fit the facts?
    Bank of England working papers, Bank of England Downloads View citations (8)

1997

  1. Inventories and Asymmetric Business Cycle Fluctuations in the UK
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
  2. The Labour Market over the Business Cycle: Can Theory Fit the Facts?
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (33)
    See also Journal Article in Oxford Review of Economic Policy (1997)

Journal Articles

2010

  1. 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. 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)

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)

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. 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)
  2. Testing for Volatility Changes in U.S. Macroeconomic Time Series
    The Review of Economics and Statistics, 2004, 86, (3), 833-839 Downloads View citations (96)
    See also Working Paper (2003)

2003

  1. A Tale of Two Cycles: Co-Fluctuations Between UK Regions and the Euro Zone
    Manchester School, 2003, 71, (3), 265-292 Downloads View citations (18)
    See also Working Paper (2002)
  2. 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 Downloads View citations (12)
  3. Inventories and asymmetric business cycle fluctuations in the UK: a structural approach
    Applied Economics, 2003, 35, (4), 387-402 Downloads View citations (4)

2002

  1. 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)

2001

  1. Forecasting UK Industrial Production over the Business Cycle
    Journal of Forecasting, 2001, 20, (6), 405-24 View citations (13)
  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 (14)
    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. A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing
    Manchester School, 2000, 68, (4), 442-60 Downloads View citations (11)

1997

  1. The Labour Market over the Business Cycle: Can Theory Fit the Facts?
    Oxford Review of Economic Policy, 1997, 13, (3), 70-92 View citations (30)
    See also Working Paper (1997)
 
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