Details about Denise Osborn

Postal address:	Economics, School of Social Sciences University of Manchester Manchester M13 9PL UK
Workplace:	Department of Economics, School of Social Sciences, University of Manchester, (more information at EDIRC)

Access statistics for papers by Denise Osborn.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: pos5

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Working Papers

2023

1. Periodic Integration and Seasonal Unit Roots
   MPRA Paper, University Library of Munich, Germany

2021

2. Multivariate decompositions and seasonal gender employment
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2020

3. On Cointegration for Processes Integrated at Different Frequencies
   CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (2)
   See also Journal Article On cointegration for processes integrated at different frequencies, Journal of Time Series Analysis, Wiley Blackwell (2022) View citations (3) (2022)

2019

4. The gains from catch-up for China and the US: An empirical framework
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article The Gains from Catch‐up for China and the USA: An Empirical Framework, The Economic Record, The Economic Society of Australia (2020) (2020)

2018

5. Structural Breaks in International Inflation Linkages for OECD Countries
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (2)

2017

6. Trend-cycle-seasonal interactions: identification and estimation
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   See also Journal Article TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (3) (2019)

2016

7. China's Increasing Global Influence: Changes in International Growth Spillovers
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (2)
8. What is the Globalisation of Inflation?
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
   See also Journal Article What is the Globalisation of Inflation?, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2017) View citations (20) (2017)

2015

9. Changes in the global oil market
   Working Papers, Lancaster University Management School, Economics Department
   See also Journal Article Changes in the global oil market, Energy Economics, Elsevier (2016) View citations (21) (2016)
10. The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article The asymptotic behaviour of the residual sum of squares in models with multiple break points, Econometric Reviews, Taylor & Francis Journals (2017) View citations (1) (2017)
11. Threshold Effects of Inequality on the Process of Economic Growth
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (2)

2013

12. Empirical Evidence on Growth Spillovers from China to New Zealand
    Treasury Working Paper Series, New Zealand Treasury View citations (6)
13. Is the Growth Effect of Financial Development Conditional on Technological Innovation?
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (4)
14. Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares, Journal of Time Series Analysis, Wiley Blackwell (2015) View citations (2) (2015)

2012

15. Inference on Structural Breaks using Information Criteria
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article Inference on Structural Breaks using Information Criteria, Manchester School, University of Manchester (2013) View citations (17) (2013)
16. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
    See also Journal Article The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Econometric Reviews, Taylor & Francis Journals (2016) View citations (14) (2016)

2011

17. On Augmented HEGY Tests for Seasonal Unit Roots
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS, Econometric Theory, Cambridge University Press (2012) View citations (15) (2012)

2010

18. 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 University of Manchester View citations (6)
    See also Journal Article A threshold cointegration analysis of interest rate pass-through to UK mortgage rates, Economic Modelling, Elsevier (2012) View citations (38) (2012)
19. 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 University of Manchester View citations (2)
    See also Journal Article Financial integration and the construction of historical financial data for the Euro Area, Economic Modelling, Elsevier (2011) View citations (9) (2011)
20. HEGY Tests in the Presence of Moving Averages
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
    See also Journal Article HEGY Tests in the Presence of Moving Averages, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (5) (2011)
21. The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks
    EcoMod2004, EcoMod View citations (2)
    Also in Royal Economic Society Annual Conference 2004, Royal Economic Society (2004) View citations (9)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2003) View citations (22)

2009

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

2008

26. 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 View citations (2)
27. 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 University of Manchester View citations (3)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2008) View citations (1)
28. Comparing Seasonal Forecasts of Industrial Production
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
29. 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 University of Manchester View citations (5)
    See also Journal Article Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (27) (2014)
30. Observed Inflation Forecasts and the New Keynesian Phillips Curve
    Discussion Paper Series, Institute of Economic Research, Korea University
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2006) View citations (7)
    Economics Discussion Paper Series, Economics, The University of Manchester (2006) View citations (9)
    See also Journal Article Observed Inflation Forecasts and the New Keynesian Phillips Curve*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) View citations (25) (2009)

2007

31. 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 View citations (6)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2007) View citations (7)
    See also Journal Article Business cycle synchronization of the euro area with the new and negotiating member countries, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2010) View citations (43) (2010)
32. CONSTRUCTING HISTORICAL EURO AREA DATA
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (11)
33. Changes in the order of integration of US and UK inflation
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (10)
    See also Journal Article Changes in the order of integration of US and UK inflation, Economics Letters, Elsevier (2009) View citations (22) (2009)
34. Expectations Hypothesis Tests in the Presence of Model Uncertainty
    Discussion Paper Series, Institute of Economic Research, Korea University
35. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (3)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2006) View citations (5)
    Economics Discussion Paper Series, Economics, The University of Manchester (2006) View citations (16)
    See also Journal Article The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (10) (2008)
36. UK inflation: persistance, seasonality and monetary policy
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY, Scottish Journal of Political Economy, Scottish Economic Society (2009) View citations (31) (2009)
37. Weighted smooth transition regressions
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
    See also Journal Article WEIGHTED SMOOTH TRANSITION REGRESSIONS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (7) (2012)

2006

38. A Further Examination of the Expectations Hypothesis for the Term Structure
    Economics Discussion Paper Series, Economics, The University of Manchester
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2006)
39. A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests
    Economics Discussion Paper Series, Economics, The University of Manchester
40. 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 University of Manchester View citations (1)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006)
41. New Evidence on the Expectations Theory for UK Term Structure
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006)
42. On the Expectations Hypothesis in US Term Structure
    Computing in Economics and Finance 2006, Society for Computational Economics
43. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006)
    See also Journal Article Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US, Journal of Financial Econometrics, Oxford University Press (2008) View citations (16) (2008)

2005

44. Business Cycle Linkages for the G7 Countries: Does the US Lead the World?
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (10)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2005) View citations (6)
45. Cointegration for Periodically Integrated Processes
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES, Econometric Theory, Cambridge University Press (2008) View citations (8) (2008)
46. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (8)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2005) View citations (12)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2005) View citations (8)
    See also Journal Article Spillovers and correlations between US and major European stock markets: the role of the euro, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (43) (2009)
47. 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"
    See also Journal Article The effect of seasonal adjustment on the properties of business cycle regimes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2008) View citations (7) (2008)
48. 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 View citations (11)

2004

49. Modelling Real Exchange Rate Effects On Growth In Latin America
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (8)
50. Modelling Real Exchange Rate Effects on Output Performance in Latin America
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (8)
    See also Journal Article Modelling real exchange rate effects on output performance in Latin America, Applied Economics, Taylor & Francis Journals (2010) View citations (18) (2010)
51. Modelling UK Inflation: Persistence, Seasonality and Monetary Policy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (5)
52. 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 View citations (8)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2004) View citations (20)
    See also Chapter Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany, Contributions to Economic Analysis, Emerald Group Publishing Limited (2006) (2006)
53. 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 View citations (1)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2003) View citations (7)
54. Seasonal adjustment and the detection of business cycle phases
    Working Paper Series, European Central Bank View citations (7)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2003) View citations (1)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2003) View citations (9)
55. Testing for causality in variance in the presence of breaks
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2004)
    See also Journal Article Testing for causality in variance in the presence of breaks, Economics Letters, Elsevier (2005) View citations (42) (2005)
56. 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 View citations (3)
    See also Journal Article The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7, Open Economies Review, Springer (2006) View citations (26) (2006)

2003

57. Business Cycle Affiliations in the Context of European Integration
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (4)
    See also Journal Article Business cycle affiliations in the context of European integration, Applied Economics, Taylor & Francis Journals (2007) View citations (16) (2007)
58. Explaining Movements in UK Stock Prices: How Important is the US Market?
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (3)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2003) View citations (3)
59. Explaining movements in UK stock prices
    Working Papers, University of Crete, Department of Economics View citations (3)
60. Nonlinearity in the Fed's Monetary Policy Rule
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (16)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2002) View citations (16)
    Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations (16)
    See also Journal Article Nonlinearity in the Fed's monetary policy rule, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005) View citations (41) (2005)
61. Predicting Growth Cycle Regimes for European Countries
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
62. The Extent of Seasonal/Business Cycle Interactions in European Industrial Production
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (5)

2002

63. Asymmetric Interest Rate Effects for the UK Real Economy
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (70)
    See also Journal Article Asymmetric Interest Rate Effects for the UK Real Economy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2002) View citations (62) (2002)
64. Changes in Variability of the Business Cycle in the G7 Countries
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (33)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2002) View citations (33)
    Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations (34)
65. Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (9)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2001) View citations (2)
    Economics Discussion Paper Series, Economics, The University of Manchester (2001) View citations (2)
    See also Journal Article Does seasonality change over the business cycle? An investigation using monthly industrial production series, European Economic Review, Elsevier (2004) View citations (14) (2004)
66. Domestic and International Influences on Business Cycle Regimes in Europe
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (6)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2002) View citations (6)
    See also Journal Article Domestic and international influences on business cycle regimes in Europe, International Journal of Forecasting, Elsevier (2004) View citations (43) (2004)
67. Smooth Transition Regression Models in UK Stock Returns
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (11)
68. The Prediction of Business Cycle Phases: Financial Variables and International Linkages
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (7)
    See also Journal Article The Prediction of Business Cycle Phases: Financial Variables and International Linkages, National Institute Economic Review, National Institute of Economic and Social Research (2002) View citations (7) (2002)

2001

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

2000

70. Forecasting UK Industrial Production Over the Business Cycle
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
    See also Journal Article Forecasting UK Industrial Production over the Business Cycle, Journal of Forecasting, John Wiley & Sons, Ltd. (2001) View citations (16) (2001)
71. PREDICTING UK BUSINESS CYCLE REGIMES
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (18)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2000) View citations (1)
    See also Journal Article Predicting UK Business Cycle Regimes, Scottish Journal of Political Economy, Scottish Economic Society (2001) View citations (18) (2001)

1999

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

1995

73. Classical Business Cycles for G7 and European Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)

Journal Articles

2022

1. On cointegration for processes integrated at different frequencies
   Journal of Time Series Analysis, 2022, 43, (3), 412-435 View citations (3)
   See also Working Paper On Cointegration for Processes Integrated at Different Frequencies, CEIS Research Paper (2020) View citations (2) (2020)
2. Using structural break inference for forecasting time series
   Empirical Economics, 2022, 63, (1), 1-41 View citations (1)

2020

3. The Gains from Catch‐up for China and the USA: An Empirical Framework
   The Economic Record, 2020, 96, (314), 350-365
   See also Working Paper The gains from catch-up for China and the US: An empirical framework, CAMA Working Papers (2019) (2019)

2019

4. News and Notices
   The Economic Record, 2019, 95, (310), 401-405
5. TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION
   Macroeconomic Dynamics, 2019, 23, (8), 3163-3188 View citations (3)
   See also Working Paper Trend-cycle-seasonal interactions: identification and estimation, CAMA Working Papers (2017) View citations (1) (2017)

2018

6. China's increasing global influence: Changes in international growth linkages
   Economic Modelling, 2018, 74, (C), 194-206 View citations (6)

2017

7. The asymptotic behaviour of the residual sum of squares in models with multiple break points
   Econometric Reviews, 2017, 36, (6-9), 667-698 View citations (1)
   See also Working Paper The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points, Economics Discussion Paper Series (2015) (2015)
8. What is the Globalisation of Inflation?
   EconStor Open Access Articles and Book Chapters, 2017, 74, 1-27 View citations (20)
   Also in Journal of Economic Dynamics and Control, 2017, 74, (C), 1-27 (2017) View citations (18)
   See also Working Paper What is the Globalisation of Inflation?, Centre for Growth and Business Cycle Research Discussion Paper Series (2016) (2016)

2016

9. Changes in the global oil market
   Energy Economics, 2016, 56, (C), 161-176 View citations (21)
   See also Working Paper Changes in the global oil market, Working Papers (2015) (2015)
10. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    Econometric Reviews, 2016, 35, (1), 122-168 View citations (14)
    See also Working Paper The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Economics Discussion Paper Series (2012) View citations (1) (2012)

2015

11. Growth in China and the US: Effects on a small commodity exporter economy
    Economic Modelling, 2015, 45, (C), 268-277 View citations (10)
12. Introduction to the JTSA John Nankervis Memorial Issue
    Journal of Time Series Analysis, 2015, 36, (5), 601-602
13. Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares
    Journal of Time Series Analysis, 2015, 36, (5), 741-762 View citations (2)
    See also Working Paper Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares, Economics Discussion Paper Series (2013) (2013)

2014

14. 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 View citations (27)
    See also Working Paper Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation, Centre for Growth and Business Cycle Research Discussion Paper Series (2008) View citations (5) (2008)
15. International Transmissions to Australia: The Roles of the USA and Euro Area
    The Economic Record, 2014, 90, (291), 421-446 View citations (8)
16. MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA
    Journal of Applied Econometrics, 2014, 29, (3), 377-393 View citations (13)

2013

17. Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy
    Manchester School, 2013, 81, 1-2
18. Inference on Structural Breaks using Information Criteria
    Manchester School, 2013, 81, 54-81 View citations (17)
    See also Working Paper Inference on Structural Breaks using Information Criteria, Centre for Growth and Business Cycle Research Discussion Paper Series (2012) (2012)
19. Structural Breaks in the International Dynamics of Inflation
    The Review of Economics and Statistics, 2013, 95, (2), 646-659 View citations (38)

2012

20. 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
21. A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
    Economic Modelling, 2012, 29, (6), 2504-2513 View citations (38)
    See also Working Paper A threshold cointegration analysis of interest rate pass-through to UK mortgage rates, Centre for Growth and Business Cycle Research Discussion Paper Series (2010) View citations (6) (2010)
22. Non‐parametric testing for seasonally and periodically integrated processes
    Journal of Time Series Analysis, 2012, 33, (3), 424-437 View citations (3)
23. ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
    Econometric Theory, 2012, 28, (5), 1121-1143 View citations (15)
    See also Working Paper On Augmented HEGY Tests for Seasonal Unit Roots, Economics Discussion Paper Series (2011) (2011)
24. Ratio-based estimators for a change point in persistence
    Journal of Econometrics, 2012, 171, (1), 24-31 View citations (8)
25. WEIGHTED SMOOTH TRANSITION REGRESSIONS
    Journal of Applied Econometrics, 2012, 27, (5), 795-811 View citations (7)
    See also Working Paper Weighted smooth transition regressions, Economics Discussion Paper Series (2007) View citations (1) (2007)

2011

26. Financial integration and the construction of historical financial data for the Euro Area
    Economic Modelling, 2011, 28, (4), 1498-1509 View citations (9)
    See also Working Paper Financial Integration and the Construction of Historical Financial Data for the Euro Area, Centre for Growth and Business Cycle Research Discussion Paper Series (2010) View citations (2) (2010)
27. HEGY Tests in the Presence of Moving Averages
    Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 691-704 View citations (5)
    See also Working Paper HEGY Tests in the Presence of Moving Averages, DEA Working Papers (2010) (2010)
28. Nonparametric Tests for Periodic Integration
    Journal of Time Series Econometrics, 2011, 3, (1), 35 View citations (3)

2010

29. Business cycle synchronization of the euro area with the new and negotiating member countries
    International Journal of Finance & Economics, 2010, 15, (3), 288-306 View citations (43)
    See also Working Paper Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries, University of Cyprus Working Papers in Economics (2007) View citations (6) (2007)
30. 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 View citations (7)
31. Modelling real exchange rate effects on output performance in Latin America
    Applied Economics, 2010, 42, (19), 2491-2503 View citations (18)
    See also Working Paper Modelling Real Exchange Rate Effects on Output Performance in Latin America, Centre for Growth and Business Cycle Research Discussion Paper Series (2004) View citations (8) (2004)

2009

32. Changes in the order of integration of US and UK inflation
    Economics Letters, 2009, 102, (1), 30-32 View citations (22)
    See also Working Paper Changes in the order of integration of US and UK inflation, Economics Discussion Paper Series (2007) View citations (10) (2007)
33. Observed Inflation Forecasts and the New Keynesian Phillips Curve*
    Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 375-398 View citations (25)
    See also Working Paper Observed Inflation Forecasts and the New Keynesian Phillips Curve, Discussion Paper Series (2008) (2008)
34. Spillovers and correlations between US and major European stock markets: the role of the euro
    Applied Financial Economics, 2009, 19, (19), 1595-1604 View citations (43)
    See also Working Paper Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro, Economics Discussion Paper Series (2005) View citations (8) (2005)
35. UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY
    Scottish Journal of Political Economy, 2009, 56, (1), 24-44 View citations (31)
    See also Working Paper UK inflation: persistance, seasonality and monetary policy, Economics Discussion Paper Series (2007) (2007)

2008

36. COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
    Econometric Theory, 2008, 24, (1), 109-142 View citations (8)
    See also Working Paper Cointegration for Periodically Integrated Processes, Economics Discussion Paper Series (2005) (2005)
37. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    Journal of Financial Econometrics, 2008, 6, (3), 307-325 View citations (16)
    See also Working Paper Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US, Centre for Growth and Business Cycle Research Discussion Paper Series (2006) (2006)
38. TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
    Econometric Theory, 2008, 24, (4), 1093-1129 View citations (9)
39. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices
    Journal of Money, Credit and Banking, 2008, 40, (4), 667-699 View citations (10)
    Also in Journal of Money, Credit and Banking, 2008, 40, (4), 667-699 (2008) View citations (83)
    See also Working Paper The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices, Discussion Paper Series (2007) View citations (3) (2007)
40. The effect of seasonal adjustment on the properties of business cycle regimes
    Journal of Applied Econometrics, 2008, 23, (2), 257-278 View citations (7)
    See also Working Paper The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes, Econometrics Working Papers Archive (2005) (2005)

2007

41. Business cycle affiliations in the context of European integration
    Applied Economics, 2007, 39, (2), 199-214 View citations (16)
    See also Working Paper Business Cycle Affiliations in the Context of European Integration, Centre for Growth and Business Cycle Research Discussion Paper Series (2003) View citations (4) (2003)
42. PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES*
    Manchester School, 2007, 75, (5), 533-556 View citations (278)

2006

43. 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 View citations (26)
    See also Working Paper The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7, CEPR Discussion Papers (2004) View citations (3) (2004)

2005

44. Nonlinearity in the Fed's monetary policy rule
    Journal of Applied Econometrics, 2005, 20, (5), 621-639 View citations (41)
    See also Working Paper Nonlinearity in the Fed's Monetary Policy Rule, Royal Economic Society Annual Conference 2003 (2003) View citations (16) (2003)
45. Testing for causality in variance in the presence of breaks
    Economics Letters, 2005, 89, (2), 193-199 View citations (42)
    See also Working Paper Testing for causality in variance in the presence of breaks, Econometric Institute Research Papers (2004) (2004)

2004

46. Does seasonality change over the business cycle? An investigation using monthly industrial production series
    European Economic Review, 2004, 48, (6), 1309-1332 View citations (14)
    See also Working Paper Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series, Royal Economic Society Annual Conference 2002 (2002) View citations (9) (2002)
47. Domestic and international influences on business cycle regimes in Europe
    International Journal of Forecasting, 2004, 20, (2), 343-357 View citations (43)
    See also Working Paper Domestic and International Influences on Business Cycle Regimes in Europe, Centre for Growth and Business Cycle Research Discussion Paper Series (2002) View citations (6) (2002)
48. Linear versus neural network forecasts for European industrial production series
    International Journal of Forecasting, 2004, 20, (3), 435-446 View citations (25)
49. The consequences of seasonal adjustment for periodic autoregressive processes
    Econometrics Journal, 2004, 7, (2), 307-321 View citations (6)

2002

50. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
    Econometric Reviews, 2002, 21, (2), 221-241 View citations (14)
51. Asymmetric Interest Rate Effects for the UK Real Economy
    Oxford Bulletin of Economics and Statistics, 2002, 64, (4), 315-339 View citations (62)
    See also Working Paper Asymmetric Interest Rate Effects for the UK Real Economy, Centre for Growth and Business Cycle Research Discussion Paper Series (2002) View citations (70) (2002)
52. The Prediction of Business Cycle Phases: Financial Variables and International Linkages
    National Institute Economic Review, 2002, 182, (1), 96-105 View citations (7)
    Also in National Institute Economic Review, 2002, 182, 96-105 (2002) View citations (1)
    See also Working Paper The Prediction of Business Cycle Phases: Financial Variables and International Linkages, Centre for Growth and Business Cycle Research Discussion Paper Series (2002) View citations (7) (2002)

2001

53. Forecasting UK Industrial Production over the Business Cycle
    Journal of Forecasting, 2001, 20, (6), 405-24 View citations (16)
    See also Working Paper Forecasting UK Industrial Production Over the Business Cycle, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (1) (2000)
54. Modelling Business Cycle Movements in the UK Economy
    Economica, 2001, 68, (270), 243-267 View citations (14)
55. Predicting UK Business Cycle Regimes
    Scottish Journal of Political Economy, 2001, 48, (2), 179-195 View citations (18)
    See also Working Paper PREDICTING UK BUSINESS CYCLE REGIMES, Computing in Economics and Finance 2000 (2000) View citations (18) (2000)

2000

56. 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 (32)
57. Business cycle non-linearities in UK consumption and production
    Journal of Applied Econometrics, 2000, 15, (1), 27-43 View citations (48)

1999

58. Performance of seasonal unit root tests for monthly data
    Journal of Applied Statistics, 1999, 26, (8), 985-1004 View citations (20)
59. Seasonal unit roots and forecasts of two-digit European industrial production
    International Journal of Forecasting, 1999, 15, (1), 27-47 View citations (43)

1997

60. Business Cycles for G7 and European Countries
    The Journal of Business, 1997, 70, (2), 249-79 View citations (167)

1995

61. Moving Average Detrending and the Analysis of Business Cycles
    Oxford Bulletin of Economics and Statistics, 1995, 57, (4), 547-58 View citations (22)

1993

62. Seasonal cointegration
    Journal of Econometrics, 1993, 55, (1-2), 299-303 View citations (20)

1991

63. The implications of periodically varying coefficients for seasonal time-series processes
    Journal of Econometrics, 1991, 48, (3), 373-384 View citations (42)

1990

64. A survey of seasonality in UK macroeconomic variables
    International Journal of Forecasting, 1990, 6, (3), 327-336 View citations (50)
65. 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

1989

66. The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption
    Journal of Business & Economic Statistics, 1989, 7, (1), 117-27 View citations (44)

1988

67. Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n
    Journal of Applied Econometrics, 1988, 3, (4), 255-66 View citations (77)
68. Seasonality and the Order of Integration for Consumption
    Oxford Bulletin of Economics and Statistics, 1988, 50, (4), 361-77 View citations (97)

1986

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

1984

70. Causality Testing and Its Implications for Dynamic Econometric Models
    Economic Journal, 1984, 94, (376a), 82-96 View citations (4)

1979

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

Books

2001

1. The Econometric Analysis of Seasonal Time Series
   Cambridge Books, Cambridge University Press View citations (189)
   Also in Cambridge Books, Cambridge University Press (2001) View citations (186)

Chapters

2006

1. Forecasting Seasonal Time Series
   Elsevier View citations (27)
2. Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany
   A chapter in Nonlinear Time Series Analysis of Business Cycles, 2006, pp 283-310
   See also Working Paper Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2004) View citations (8) (2004)

1976

3. Maximum Likelihood Estimation of Moving Average Processes
   A chapter in Annals of Economic and Social Measurement, Volume 5, number 1, 1976, pp 75-87 View citations (5)