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:	Centre for Growth and Business Cycle Research, 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

Jump to Journal Articles

Working Papers

2010

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

2009

Changes in International Business Cycle Affiliations
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 (2009)
Structural Breaks in the International Transmission of Inflation
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations (2)

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)
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 View citations (3)
Is Volatility Good for Growth?
Working Paper Series, The Rimini Centre for Economic Analysis View citations (1)
Is Volatility Good for Growth? Evidence from the G7
CEIS Research Paper, Tor Vergata University, CEIS View citations (4)
Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2008) View citations (5)
wp.comunite, Department of Communication, University of Teramo (2008) View citations (6)
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2008) View citations (4)

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 (4)
See also Journal Article in Economics Letters (2009)
UK inflation: persistance, seasonality and monetary policy
The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
See also Journal Article in Scottish Journal of Political Economy (2009)

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 (5)
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2005) View citations (5)

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 (2)
See also Journal Article in Applied Economics (2010)
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 (3)
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 (7)
Also in Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2004) View citations (4)
Testing for causality in variance in the presence of breaks
Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute View citations (1)
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2004) View citations (2)
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 (8)
See also Journal Article in Applied Economics (2007)
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 (1)
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2003) View citations (1)
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 (12)
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2002) View citations (12)
The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations (12)
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 (1)
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 (13)
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 (1)

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 (15)
Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2001) View citations (1)
The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) View citations (2)
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 (24)
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 (11)
Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations (16)
Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (2002) View citations (10)
Domestic and International Influences on Business Cycle Regimes in Europe
The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations (7)
Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2002) View citations (6)
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 View citations (1)
Also in Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (2001) View citations (4)
The School of Economics Discussion Paper Series, Economics, The University of Manchester (2001) View citations (7)
Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2001) View citations (6)
Smooth Transition Regression Models in UK Stock Returns
Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (4)
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 (4)

2001

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

2000

PREDICTING UK BUSINESS CYCLE REGIMES
Computing in Economics and Finance 2000, Society for Computational Economics View citations (23)
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)

1999

Business cycles and the labour market can theory fit the facts?
Bank of England working papers, Bank of England View citations (9)

1997

Inventories and Asymmetric Business Cycle Fluctuations in the UK
Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)
The Labour Market over the Business Cycle: Can Theory Fit the Facts?
CEP Discussion Papers, Centre for Economic Performance, LSE View citations (24)
See also Journal Article in Oxford Review of Economic Policy (1997)

Journal Articles

2010

Modelling real exchange rate effects on output performance in Latin America
Applied Economics, 2010, 42, (19), 2491-2503
See also Working Paper (2004)

2009

Changes in the order of integration of US and UK inflation
Economics Letters, 2009, 102, (1), 30-32 View citations (5)
See also Working Paper (2007)
UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY
Scottish Journal of Political Economy, 2009, 56, (1), 24-44
See also Working Paper (2007)

2002

Asymmetric Interest Rate Effects for the UK Real Economy
Oxford Bulletin of Economics and Statistics, 2002, 64, (4), 315-39 View citations (23)
See also Working Paper (2002)

2001

Forecasting UK Industrial Production over the Business Cycle
Journal of Forecasting, 2001, 20, (6), 405-24 View citations (7)
Modelling Business Cycle Movements in the UK Economy
Economica, 2001, 68, (270), 243-67 View citations (13)
Predicting UK Business Cycle Regimes
Scottish Journal of Political Economy, 2001, 48, (2), 179-95 View citations (8)
See also Working Paper (2000)

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 (19)
A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing
Manchester School, 2000, 68, (4), 442-60 View citations (11)

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 (23)
See also Working Paper (1997)