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

Working Papers

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
   Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2008)
2. 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

3. 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. UK inflation: persistance, seasonality and monetary policy
   The School of Economics Discussion Paper Series, Economics, The University of Manchester View citations

2005

5. 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

6. Modelling Real Exchange Rate Effects On Growth In Latin America
   Royal Economic Society Annual Conference 2004, Royal Economic Society
7. 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
8. 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
9. 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
10. 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

11. 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
12. 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
13. Explaining movements in UK stock prices
    Working Papers, University of Crete, Department of Economics
14. 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)
15. Predicting Growth Cycle Regimes for European Countries
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester View citations
16. 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)
17. 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

18. 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)
19. 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)
20. 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
21. 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)
22. 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
23. Smooth Transition Regression Models in UK Stock Returns
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
24. 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

25. Asymmetric Interest Rates for the UK Real Economy
    The School of Economics Discussion Paper Series, Economics, The University of Manchester
26. Short-term volatility versus long-term growth
    Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute View citations

2000

27. 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

28. Inventories and Asymmetric Business Cycle Fluctuations in the UK
    Economics Series Working Papers, University of Oxford, Department of Economics View citations

Undated

29. Business cycles and the labour market can theory fit the facts?
    Bank of England working papers, Bank of England View citations

Journal Articles

2005

1. Nonlinearity in the Fed's monetary policy rule
   Journal of Applied Econometrics, 2005, 20, (5), 621-639 View citations
   See also Working Paper (2003)
2. 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

3. 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)
4. 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

5. 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)
6. 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
7. Inventories and asymmetric business cycle fluctuations in the UK: a structural approach
   Applied Economics, 2003, 35, (4), 387-402 View citations

2002

8. 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

9. Forecasting UK Industrial Production over the Business Cycle
   Journal of Forecasting, 2001, 20, (6), 405-24 View citations
10. Modelling Business Cycle Movements in the UK Economy
    Economica, 2001, 68, (270), 243-67 View citations
11. Predicting UK Business Cycle Regimes
    Scottish Journal of Political Economy, 2001, 48, (2), 179-95 View citations
    See also Working Paper (2000)
12. 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

13. 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
14. A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing
    Manchester School, 2000, 68, (4), 442-60 View citations

1997

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