Denise Osborn
Personal Details
First Name: | Denise |
Middle Name: | |
Last Name: | Osborn |
Suffix: | |
RePEc Short-ID: | pos5 |
[This author has chosen not to make the email address public] | |
Economics, School of Social Sciences University of Manchester Manchester M13 9PL UK | |
Terminal Degree: | 1976 London School of Economics (LSE) (from RePEc Genealogy) |
Affiliation
Department of Economics
School of Social Sciences
University of Manchester
Manchester, United Kingdomhttps://www.socialsciences.manchester.ac.uk/economics/
RePEc:edi:semanuk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
- Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2021. "Multivariate decompositions and seasonal gender employment," CAMA Working Papers 2021-72, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020.
"On cointegration for processes integrated at different frequencies,"
MPRA Paper
102611, University Library of Munich, Germany.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022. "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2020. "On Cointegration for Processes Integrated at Different Frequencies," CEIS Research Paper 502, Tor Vergata University, CEIS, revised 11 Sep 2020.
- Mardi Dungey & Denise R. Osborn, 2019.
"The gains from catch-up for China and the US: An empirical framework,"
CAMA Working Papers
2019-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Denise R. Osborn, 2020. "The Gains from Catch‐up for China and the USA: An Empirical Framework," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 350-365, September.
- Gantungalag Altansukh & Ralf Becker & George Bratsiotis & Denise R. Osborn, 2018. "Structural Breaks in International Inflation Linkages for OECD Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 240, Economics, The University of Manchester.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017.
"Trend-cycle-seasonal interactions: identification and estimation,"
CAMA Working Papers
2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019. "Trend–Cycle–Seasonal Interactions: Identification And Estimation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
- Erdenebat Bataa & Denise R.Osborn & Marianne Sensier, 2016. "China's Increasing Global Influence: Changes in International Growth Spillovers," Centre for Growth and Business Cycle Research Discussion Paper Series 221, Economics, The University of Manchester.
- Gantungalag Altansukha & Ralf Becker & George Bratsiotis & Denise R. Osborn, 2016.
"What is the Globalisation of Inflation? ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
224, Economics, The University of Manchester.
- Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George & Osborn, Denise R., 2017. "What is the globalisation of inflation?," Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 1-27.
- Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George J. & Osborn, Denise R., 2017. "What is the Globalisation of Inflation?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 74, pages 1-27.
- Arshad Ali Bhatti & M. Emranul Haque & Denise R. Osborn, 2015. "Threshold Effects of Inequality on the Process of Economic Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 205, Economics, The University of Manchester.
- Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015.
"Changes in the global oil market,"
Working Papers
75761696, Lancaster University Management School, Economics Department.
- Bataa, Erdenebat & Izzeldin, Marwan & Osborn, Denise R., 2016. "Changes in the global oil market," Energy Economics, Elsevier, vol. 56(C), pages 161-176.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015.
"The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points,"
Economics Discussion Paper Series
1504, Economics, The University of Manchester.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017. "The asymptotic behaviour of the residual sum of squares in models with multiple break points," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Denise R Osborn & Tugrul Vehbi, 2013. "Empirical Evidence on Growth Spillovers from China to New Zealand," Treasury Working Paper Series 13/17, New Zealand Treasury.
- Arshad Ali Bhatti & M. Emranul Haque & Denise R. Osborn, 2013. "Is the Growth Effect of Financial Development Conditional on Technological Innovation?," Centre for Growth and Business Cycle Research Discussion Paper Series 188, Economics, The University of Manchester.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013.
"Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares,"
Economics Discussion Paper Series
1328, Economics, The University of Manchester.
- Neil Kellard & Denise Osborn & Jerry Coakley & Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 741-762, September.
- Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2012.
"The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests,"
Economics Discussion Paper Series
1228, Economics, The University of Manchester.
- Tom�s del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.
- Alastair R. Hall & Denise R. Osborn & Nikolaos D. Sakkas, 2012.
"Inference on Structural Breaks using Information Criteria,"
Centre for Growth and Business Cycle Research Discussion Paper Series
173, Economics, The University of Manchester.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013. "Inference on Structural Breaks using Information Criteria," Manchester School, University of Manchester, vol. 81, pages 54-81, October.
- Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011.
"On Augmented HEGY Tests for Seasonal Unit Roots,"
Economics Discussion Paper Series
1121, Economics, The University of Manchester.
- Castro, Tomás del Barrio & Osborn, Denise R. & Taylor, A.M. Robert, 2012. "On Augmented Hegy Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, vol. 28(5), pages 1121-1143, October.
- Tomás del Barrio Castro & Denise R. Osborn, 2010.
"HEGY Tests in the Presence of Moving Averages,"
DEA Working Papers
42, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Tomás Del Barrio Castro & Denise R. Osborn, 2011. "HEGY Tests in the Presence of Moving Averages," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 691-704, October.
- Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010.
"Financial Integration and the Construction of Historical Financial Data for the Euro Area,"
Centre for Growth and Business Cycle Research Discussion Paper Series
152, Economics, The University of Manchester.
- Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011. "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, vol. 28(4), pages 1498-1509, July.
- Ralf Becker & Denise R Osborn & Dilem Yildirim, 2010.
"A threshold cointegration analysis of interest rate pass-through to UK mortgage rates,"
Centre for Growth and Business Cycle Research Discussion Paper Series
141, Economics, The University of Manchester.
- Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem, 2012. "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Economic Modelling, Elsevier, vol. 29(6), pages 2504-2513.
- Mardi Dungey & Denise Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area,"
CAMA Working Papers
2009-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Denise R Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 121, Economics, The University of Manchester.
- Dilem Yildirim & Ralf Becker & Denise R Osborn, 2009. "Bootstrap Unit Root Tests for Nonlinear Threshold Models," Economics Discussion Paper Series 0915, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009.
"Changes in International Business Cycle Affiliations,"
Centre for Growth and Business Cycle Research Discussion Paper Series
132, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Changes in International Business Cycle Affiliations," Economics Discussion Paper Series 0924, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009. "Structural Breaks in the International Transmission of Inflation," Centre for Growth and Business Cycle Research Discussion Paper Series 119, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 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
109, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014. "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, vol. 76(3), pages 360-388, June.
- Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 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
96, Economics, The University of Manchester.
- Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2008. "Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations," Economics Discussion Paper Series 0805, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"Observed Inflation Forecasts and the New Keynesian Phillips Curve,"
Discussion Paper Series
0801, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Economics Discussion Paper Series 0632, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The University of Manchester.
- Pedro M.D.C.B. Gouveia & Denise R. Osborn & Paulo M.M. Rodrigues, 2008. "Comparing Seasonal Forecasts of Industrial Production," Centre for Growth and Business Cycle Research Discussion Paper Series 102, Economics, The University of Manchester.
- Aslanidis, Nektarios & Osborn, Denise R. & Sensier, Marianne, 2008. "Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations," Working Papers 2072/8950, Universitat Rovira i Virgili, Department of Economics.
- Andreea Halunga & Denise Osborn & Marianne Sensier, 2007.
"Changes in the order of integration of US and UK inflation,"
Economics Discussion Paper Series
0715, Economics, The University of Manchester.
- Halunga, Andreea G. & Osborn, Denise R. & Sensier, Marianne, 2009. "Changes in the order of integration of US and UK inflation," Economics Letters, Elsevier, vol. 102(1), pages 30-32, January.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series 0631, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The University of Manchester.
- Denise Osborn & Marianne Sensier, 2007.
"UK inflation: persistance, seasonality and monetary policy,"
Economics Discussion Paper Series
0716, Economics, The University of Manchester.
- Denise R. Osborn & Marianne Sensier, 2009. "Uk Inflation: Persistence, Seasonality And Monetary Policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(1), pages 24-44, February.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
- Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007.
"Constructing Historical Euro Area Data,"
CAMA Working Papers
2007-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," Money Macro and Finance (MMF) Research Group Conference 2006 99, Money Macro and Finance Research Group.
- Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007.
"Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries,"
Centre for Growth and Business Cycle Research Discussion Paper Series
91, Economics, The University of Manchester.
- Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2010. "Business cycle synchronization of the euro area with the new and negotiating member countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 288-306.
- Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007. "Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries," University of Cyprus Working Papers in Economics 7-2007, University of Cyprus Department of Economics.
- Ralf Becker & Denise Osborn, 2007.
"Weighted smooth transition regressions,"
Economics Discussion Paper Series
0724, Economics, The University of Manchester.
- Ralf Becker & Denise R. Osborn, 2012. "Weighted Smooth Transition Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 795-811, August.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006.
"Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory,"
Centre for Growth and Business Cycle Research Discussion Paper Series
84, Economics, The University of Manchester.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory," Economics Discussion Paper Series 0641, Economics, The University of Manchester.
- E Bataa & D R Osborn & D H Kim, 2006.
"A Further Examination of the Expectations Hypothesis for the Term Structure,"
Centre for Growth and Business Cycle Research Discussion Paper Series
72, Economics, The University of Manchester.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Economics Discussion Paper Series 0611, Economics, The University of Manchester.
- Christos S. Savva & Denise R. Osborn & Len Gill, 2006.
"Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US,"
Centre for Growth and Business Cycle Research Discussion Paper Series
77, Economics, The University of Manchester.
- Denise R. Osborn & Christos S. Savva & Len Gill, 2008. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 307-325, Summer.
- Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Economics Discussion Paper Series 0629, Economics, The University of Manchester.
- Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn, 2006. "On the Expectations Hypothesis in US Term Structure," Computing in Economics and Finance 2006 508, Society for Computational Economics.
- Tomas del Barrio Castro & Denise R. Osborn, 2006. "A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests," Economics Discussion Paper Series 0612, Economics, The University of Manchester.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006.
"New Evidence on the Expectations Theory for UK Term Structure,"
Centre for Growth and Business Cycle Research Discussion Paper Series
85, Economics, The University of Manchester.
- Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "New Evidence on the Expectations Theory for UK Term Structure," Economics Discussion Paper Series 0642, Economics, The University of Manchester.
- D R Osborn & P J Perez & M Sensier, 2005.
"Business Cycle Linkages for the G7 Countries:Does the US Lead the World?,"
Centre for Growth and Business Cycle Research Discussion Paper Series
50, Economics, The University of Manchester.
- Denise R Osborn & Pedro J Perez & Marianne Sensier, 2005. "Business Cycle Linkages for the G7 Countries: Does the US Lead the World?," Economics Discussion Paper Series 0527, Economics, The University of Manchester.
- Christos Savva & Denise R Osborn & Len Gill, 2005. "Volatility, spillover Effects and Correlations in US and Major European Markets," Money Macro and Finance (MMF) Research Group Conference 2005 23, Money Macro and Finance Research Group.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005.
"The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes,"
Econometrics Working Papers Archive
wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008. "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
- Tomas del Barrio Castro & Denise R Osborn, 2005.
"Cointegration for Periodically Integrated Processes,"
Economics Discussion Paper Series
0522, Economics, The University of Manchester.
- del Barrio Castro, Tomás & Osborn, Denise R., 2008. "Cointegration For Periodically Integrated Processes," Econometric Theory, Cambridge University Press, vol. 24(1), pages 109-142, February.
- C S Savva & D R Osborn & L Gill, 2005.
"Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro,"
Centre for Growth and Business Cycle Research Discussion Paper Series
64, Economics, The University of Manchester.
- Christos S. Savva & Denise R. Osborn & Len Gill, 2005. "Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro," Economics Discussion Paper Series 0541, Economics, The University of Manchester.
- C S Savva & D R Osborn & L Gill, 2005. "Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro," Economics Discussion Paper Series 0515, Economics, The University of Manchester.
- P Mejía-Reyes & D R Osborn & M Sensier, 2004.
"Modelling Real Exchange Rate Effects on Output Performance in Latin America,"
Centre for Growth and Business Cycle Research Discussion Paper Series
35, Economics, The University of Manchester.
- Pablo Mejia-Reyes & Denise Osborn & Marianne Sensier, 2010. "Modelling real exchange rate effects on output performance in Latin America," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2491-2503.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004.
"Testing for causality in variance in the presence of breaks,"
Econometric Institute Research Papers
EI 2004-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005. "Testing for causality in variance in the presence of breaks," Economics Letters, Elsevier, vol. 89(2), pages 193-199, November.
- D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The University of Manchester.
- M Kesriyeli & D R Osborn & M Sensier, 2004.
"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
44, Economics, The University of Manchester.
- Mehtap Kesriyeli & Denise R. Osborn & Marianne Sensier, 2006. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 283-310, Emerald Group Publishing Limited.
- Mehtap Kesriyeli & Denise R. Osborn & Marianne Sensier, 2004. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Working Papers 0414, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Artis, Michael & Osborn, Denise & Perez-Vazquez, Pedro, 2004.
"The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7,"
CEPR Discussion Papers
4652, C.E.P.R. Discussion Papers.
- Pedro Perez & Denise Osborn & Michael Artis, 2006. "The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7," Open Economies Review, Springer, vol. 17(3), pages 255-279, July.
- Marianne Sensier & Pablo Mejia-Reyes & Denise Osborn, 2004. "Modelling Real Exchange Rate Effects On Growth In Latin America," Royal Economic Society Annual Conference 2004 118, Royal Economic Society.
- Denise Osborn & Pedro Perez & Michael Artis, 2004.
"The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks,"
Royal Economic Society Annual Conference 2004
138, Royal Economic Society.
- Pedro PEREZ-VAZQUEZ & Denise OSBORN & Michael ARTIS, 2010. "The International Business Cycle in a Changing World:Volatility and the Propagation of Shocks," EcoMod2004 330600111, EcoMod.
- P J Perez & D R Osborn & M Artis, 2003. "The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks," Centre for Growth and Business Cycle Research Discussion Paper Series 37, Economics, The University of Manchester.
- D R Osborn & M Sensier, 2004. "Modelling UK Inflation: Persistence, Seasonality and Monetary Policy," Centre for Growth and Business Cycle Research Discussion Paper Series 46, Economics, The University of Manchester.
- Matas Mir, Antonio & Osborn, Denise R, 2004.
"Seasonal adjustment and the detection of business cycle phases,"
Working Paper Series
357, European Central Bank.
- A Matas-Mir & D R Osborn, 2003. "Seasonal Adjustment and the Detection of Business Cycle Phases," Centre for Growth and Business Cycle Research Discussion Paper Series 26, Economics, The University of Manchester.
- A Matas-Mir & D R Osborn, 2003. "Seasonal Adjustment and the Detection of Business Cycle Phases," Economics Discussion Paper Series 0304, Economics, The University of Manchester.
- N Aslanidis & D R Osborn & M Sensier, 2003.
"Explaining movements in UK stock prices: How important is the US market?,"
Centre for Growth and Business Cycle Research Discussion Paper Series
27, Economics, The University of Manchester.
- N Aslanidis & D R Osborn & M Sensier, 2003. "Explaining Movements in UK Stock Prices: How Important is the US Market?," Economics Discussion Paper Series 0305, Economics, The University of Manchester.
- D R Osborn & M Sensier & D van Dijk, 2003. "Predicting Growth Cycle Regimes for European Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 39, Economics, The University of Manchester.
- Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003.
"Nonlinearity in the Fed's Monetary Policy Rule,"
Royal Economic Society Annual Conference 2003
121, Royal Economic Society.
- Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005. "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
- D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The University of Manchester.
- D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series 0205, Economics, The University of Manchester.
- P J Perez & D R Osborn & M Sensier, 2003.
"Business Cycle Affiliations in the Context of European Integration,"
Centre for Growth and Business Cycle Research Discussion Paper Series
29, Economics, The University of Manchester.
- Pedro Perez & Denise Osborn & Marianne Sensier, 2007. "Business cycle affiliations in the context of European integration," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 199-214.
- D R Osborn & A Matas-Mir, 2003. "The Extent of Seasonal/Business Cycle Interactions in European Industrial Production," Centre for Growth and Business Cycle Research Discussion Paper Series 38, Economics, The University of Manchester.
- N Bose & M E Haque & D R Osborn, 2003.
"Public Expenditure and Growth in Developing Countries: Education is the Key,"
Centre for Growth and Business Cycle Research Discussion Paper Series
30, Economics, The University of Manchester.
- Mohammad Haque & Niloy Bose & Denise R. Osborn, 2004. "Public expenditure and growth in developing countries: education is the key," Money Macro and Finance (MMF) Research Group Conference 2003 41, Money Macro and Finance Research Group.
- Nektarios Aslanidis & Denise Osborn & Marianne Sensier, 2003. "Explaining movements in UK stock prices:," Working Papers 0302, University of Crete, Department of Economics.
- Matas-Mir, Antoni & Denise R Osborn, 2002.
"Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series,"
Royal Economic Society Annual Conference 2002
139, Royal Economic Society.
- Matas-Mir, Antonio & Osborn, Denise R., 2004. "Does seasonality change over the business cycle? An investigation using monthly industrial production series," European Economic Review, Elsevier, vol. 48(6), pages 1309-1332, December.
- A Matas-Mir & D R Osborn, 2001. "Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series," Economics Discussion Paper Series 0110, Economics, The University of Manchester.
- D R Osborn & A Matas-Mir, 2001. "Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series," Centre for Growth and Business Cycle Research Discussion Paper Series 09, Economics, The University of Manchester.
- M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002.
"Domestic and International Influences on Business Cycle Regimes in Europe,"
Centre for Growth and Business Cycle Research Discussion Paper Series
11, Economics, The University of Manchester.
- Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris, 2004. "Domestic and international influences on business cycle regimes in Europe," International Journal of Forecasting, Elsevier, vol. 20(2), pages 343-357.
- M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Economics Discussion Paper Series 0202, Economics, The University of Manchester.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries,"
Econometric Institute Research Papers
EI 2002-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in variability of the business cycle in the G7 countries," Economics Discussion Paper Series 0204, Economics, The University of Manchester.
- D van Dijk & D R Osborn & M Sensier, 2002. "Changes in Variability of the Business Cycle in the G7 Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 16, Economics, The University of Manchester.
- Aslanidis, Nektarios & Denise R. Osborn & Marianne Sensier, 2002. "Smooth Transition Regression Models in UK Stock Returns," Royal Economic Society Annual Conference 2002 11, Royal Economic Society.
- D R Osborn & M Sensier, 2002.
"The Prediction of Business Cycle Phases: Financial Variables and International Linkages,"
Centre for Growth and Business Cycle Research Discussion Paper Series
15, Economics, The University of Manchester.
- Osborn, Denise R. & Sensier, Marianne, 2002. "The Prediction of Business Cycle Phases: Financial Variables and International Linkages," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182, pages 96-105, October.
- Denise R. Osborn & Marianne Sensier, 2002. "The Prediction of Business Cycle Phases: Financial Variables and International Linkages," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182(1), pages 96-105, October.
- M Sensier & D R Osborn & N Öcal, 2002.
"Asymmetric Interest Rate Effects for the UK Real Economy,"
Centre for Growth and Business Cycle Research Discussion Paper Series
10, Economics, The University of Manchester.
- Marianne Sensier & Denise R. Osborn & Nadir Öcal, 2002. "Asymmetric Interest Rate Effects for the UK Real Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 315-339, September.
- M Sensier & D R Osborn & N Öcal, 2001. "Asymmetric Interest Rates for the UK Real Economy," Economics Discussion Paper Series 0109, Economics, The University of Manchester.
- Denise R. Osborn & Paul W. Simpson, 2000.
"Forecasting UK Industrial Production Over the Business Cycle,"
Econometric Society World Congress 2000 Contributed Papers
1059, Econometric Society.
- Simpson, Paul W & Osborn, Denise R & Sensier, Marianne, 2001. "Forecasting UK Industrial Production over the Business Cycle," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 405-424, September.
- C R Birchenhall & D R Osborn & M Sensier, 2000.
"Predicting UK Business Cycle Regimes,"
Centre for Growth and Business Cycle Research Discussion Paper Series
02, Economics, The University of Manchester.
- Chris Birchenhall & Denise Osborn & Marianne Sensier, 2001. "Predicting UK Business Cycle Regimes," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(2), pages 179-195, May.
- Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
- Chris Birchenhall & Marianne Sensier, 2000. "Predicting UK Business Cycle Regimes," Econometric Society World Congress 2000 Contributed Papers 0953, Econometric Society.
- Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
- Artis, Michael J & Kontolemis, Zenon G & Osborn, Denise, 1995. "Classical Business Cycles for G7 and European Countries," CEPR Discussion Papers 1137, C.E.P.R. Discussion Papers.
Articles
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022.
"On cointegration for processes integrated at different frequencies,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
- Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2020. "On Cointegration for Processes Integrated at Different Frequencies," CEIS Research Paper 502, Tor Vergata University, CEIS, revised 11 Sep 2020.
- del Barrio Castro, Tomás & Cubada, Ginaluca & Osborn, Denise R., 2020. "On cointegration for processes integrated at different frequencies," MPRA Paper 102611, University Library of Munich, Germany.
- Gantungalag Altansukh & Denise R. Osborn, 2022. "Using structural break inference for forecasting time series," Empirical Economics, Springer, vol. 63(1), pages 1-41, July.
- Mardi Dungey & Denise R. Osborn, 2020.
"The Gains from Catch‐up for China and the USA: An Empirical Framework,"
The Economic Record, The Economic Society of Australia, vol. 96(314), pages 350-365, September.
- Mardi Dungey & Denise R. Osborn, 2019. "The gains from catch-up for China and the US: An empirical framework," CAMA Working Papers 2019-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry‐McKibbin & Denise Osborn, 2019. "News and Notices," The Economic Record, The Economic Society of Australia, vol. 95(310), pages 401-405, September.
- Hindrayanto, Irma & Jacobs, Jan P.A.M. & Osborn, Denise R. & Tian, Jing, 2019.
"Trend–Cycle–Seasonal Interactions: Identification And Estimation,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3163-3188, December.
- Irma Hindrayanto & Jan P.A.M. Jacobs & Denise R. Osborn & Jing Tian, 2017. "Trend-cycle-seasonal interactions: identification and estimation," CAMA Working Papers 2017-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bataa, Erdenebat & Osborn, Denise R. & Sensier, Marianne, 2018. "China's increasing global influence: Changes in international growth linkages," Economic Modelling, Elsevier, vol. 74(C), pages 194-206.
- Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George & Osborn, Denise R., 2017.
"What is the globalisation of inflation?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 1-27.
- Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George J. & Osborn, Denise R., 2017. "What is the Globalisation of Inflation?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 74, pages 1-27.
- Gantungalag Altansukha & Ralf Becker & George Bratsiotis & Denise R. Osborn, 2016. "What is the Globalisation of Inflation? ," Centre for Growth and Business Cycle Research Discussion Paper Series 224, Economics, The University of Manchester.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Bataa, Erdenebat & Izzeldin, Marwan & Osborn, Denise R., 2016.
"Changes in the global oil market,"
Energy Economics, Elsevier, vol. 56(C), pages 161-176.
- Erdenebat Bataa & Marwan Izzeldin & Denise Osborn, 2015. "Changes in the global oil market," Working Papers 75761696, Lancaster University Management School, Economics Department.
- Tom�s del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2016.
"The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.
- Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2012. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Economics Discussion Paper Series 1228, Economics, The University of Manchester.
- Neil Kellard & Denise Osborn & Jerry Coakley & Neil Kellard & Denise Osborn & Jerry Coakley, 2015. "Introduction to the JTSA John Nankervis Memorial Issue," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 601-602, September.
- Osborn, Denise R. & Vehbi, Tugrul, 2015. "Growth in China and the US: Effects on a small commodity exporter economy," Economic Modelling, Elsevier, vol. 45(C), pages 268-277.
- Neil Kellard & Denise Osborn & Jerry Coakley & Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015.
"Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 741-762, September.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013. "Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares," Economics Discussion Paper Series 1328, Economics, The University of Manchester.
- Mardi Dungey & Denise R. Osborn, 2014. "Modelling Large Open Economies With International Linkages: The Usa And Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 377-393, April.
- Mardi Dungey & Denise Osborn & Mala Raghavan, 2014.
"International Transmissions to Australia: The Roles of the USA and Euro Area,"
The Economic Record, The Economic Society of Australia, vol. 90(291), pages 421-446, December.
- Dungey, Mardi & Osborne, Denise, 2013. "International Transmissions to Australia: The Roles of the US and Euro Area," Working Papers 17208, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2014.
"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, vol. 76(3), pages 360-388, June.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 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 109, Economics, The University of Manchester.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2013.
"Inference on Structural Breaks using Information Criteria,"
Manchester School, University of Manchester, vol. 81, pages 54-81, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos D. Sakkas, 2012. "Inference on Structural Breaks using Information Criteria," Centre for Growth and Business Cycle Research Discussion Paper Series 173, Economics, The University of Manchester.
- Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2013. "Structural Breaks in the International Dynamics of Inflation," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 646-659, May.
- Alastair R. Hall & Denise R. Osborn & Chris Orme, 2013. "Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy," Manchester School, University of Manchester, vol. 81, pages 1-2, October.
- Ralf Becker & Denise R. Osborn, 2012.
"Weighted Smooth Transition Regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 795-811, August.
- Ralf Becker & Denise Osborn, 2007. "Weighted smooth transition regressions," Economics Discussion Paper Series 0724, Economics, The University of Manchester.
- Castro, Tomás del Barrio & Osborn, Denise R. & Taylor, A.M. Robert, 2012.
"On Augmented Hegy Tests For Seasonal Unit Roots,"
Econometric Theory, Cambridge University Press, vol. 28(5), pages 1121-1143, October.
- Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011. "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series 1121, Economics, The University of Manchester.
- Tomás del Barrio Castro & Denise R. Osborn, 2012. "Non‐parametric testing for seasonally and periodically integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(3), pages 424-437, May.
- Halunga, Andreea G. & Osborn, Denise R., 2012. "Ratio-based estimators for a change point in persistence," Journal of Econometrics, Elsevier, vol. 171(1), pages 24-31.
- Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem, 2012.
"A threshold cointegration analysis of interest rate pass-through to UK mortgage rates,"
Economic Modelling, Elsevier, vol. 29(6), pages 2504-2513.
- Ralf Becker & Denise R Osborn & Dilem Yildirim, 2010. "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Centre for Growth and Business Cycle Research Discussion Paper Series 141, Economics, The University of Manchester.
- Denise R. Osborn, 2012. "A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.)," Econometrics Journal, Royal Economic Society, vol. 15(2), pages 1-3, June.
- del Barrio Castro Tomás & Osborn Denise R, 2011. "Nonparametric Tests for Periodic Integration," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-35, February.
- Tomás Del Barrio Castro & Denise R. Osborn, 2011.
"HEGY Tests in the Presence of Moving Averages,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 691-704, October.
- Tomás del Barrio Castro & Denise R. Osborn, 2010. "HEGY Tests in the Presence of Moving Averages," DEA Working Papers 42, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011.
"Financial integration and the construction of historical financial data for the Euro Area,"
Economic Modelling, Elsevier, vol. 28(4), pages 1498-1509, July.
- Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 152, Economics, The University of Manchester.
- Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2010.
"Business cycle synchronization of the euro area with the new and negotiating member countries,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 288-306.
- Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007. "Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries," University of Cyprus Working Papers in Economics 7-2007, University of Cyprus Department of Economics.
- Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007. "Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries," Centre for Growth and Business Cycle Research Discussion Paper Series 91, Economics, The University of Manchester.
- Pablo Mejia-Reyes & Denise Osborn & Marianne Sensier, 2010.
"Modelling real exchange rate effects on output performance in Latin America,"
Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2491-2503.
- P Mejía-Reyes & D R Osborn & M Sensier, 2004. "Modelling Real Exchange Rate Effects on Output Performance in Latin America," Centre for Growth and Business Cycle Research Discussion Paper Series 35, Economics, The University of Manchester.
- Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2010. "Co-movements between US and UK stock prices: the role of time-varying conditional correlations," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 366-380.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2009.
"Observed Inflation Forecasts and the New Keynesian Phillips Curve,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 375-398, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Economics Discussion Paper Series 0632, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series 79, Economics, The University of Manchester.
- Denise R. Osborn & Marianne Sensier, 2009.
"Uk Inflation: Persistence, Seasonality And Monetary Policy,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(1), pages 24-44, February.
- Denise Osborn & Marianne Sensier, 2007. "UK inflation: persistance, seasonality and monetary policy," Economics Discussion Paper Series 0716, Economics, The University of Manchester.
- Halunga, Andreea G. & Osborn, Denise R. & Sensier, Marianne, 2009.
"Changes in the order of integration of US and UK inflation,"
Economics Letters, Elsevier, vol. 102(1), pages 30-32, January.
- Andreea Halunga & Denise Osborn & Marianne Sensier, 2007. "Changes in the order of integration of US and UK inflation," Economics Discussion Paper Series 0715, Economics, The University of Manchester.
- Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008.
"The effect of seasonal adjustment on the properties of business cycle regimes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
- Antonio Matas-Mir & Denise R. Osborn & Marco Lombardi, 2005. "The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes," Econometrics Working Papers Archive wp2005_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Castro, Tomas del Barrio & Osborn, Denise R., 2008. "Testing For Seasonal Unit Roots In Periodic Integrated Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 24(4), pages 1093-1129, August.
- del Barrio Castro, Tomás & Osborn, Denise R., 2008.
"Cointegration For Periodically Integrated Processes,"
Econometric Theory, Cambridge University Press, vol. 24(1), pages 109-142, February.
- Tomas del Barrio Castro & Denise R Osborn, 2005. "Cointegration for Periodically Integrated Processes," Economics Discussion Paper Series 0522, Economics, The University of Manchester.
- Denise R. Osborn & Christos S. Savva & Len Gill, 2008.
"Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 307-325, Summer.
- Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Economics Discussion Paper Series 0629, Economics, The University of Manchester.
- Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Centre for Growth and Business Cycle Research Discussion Paper Series 77, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 667-699, June.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Economics Discussion Paper Series 0631, Economics, The University of Manchester.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007. "The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices," Discussion Paper Series 0715, Institute of Economic Research, Korea University.
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The University of Manchester.
- Pedro Perez & Denise Osborn & Marianne Sensier, 2007.
"Business cycle affiliations in the context of European integration,"
Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 199-214.
- P J Perez & D R Osborn & M Sensier, 2003. "Business Cycle Affiliations in the Context of European Integration," Centre for Growth and Business Cycle Research Discussion Paper Series 29, Economics, The University of Manchester.
- Niloy Bose & M. Emranul Haque & Denise R. Osborn, 2007. "Public Expenditure And Economic Growth: A Disaggregated Analysis For Developing Countries," Manchester School, University of Manchester, vol. 75(5), pages 533-556, September.
- Pedro Perez & Denise Osborn & Michael Artis, 2006.
"The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7,"
Open Economies Review, Springer, vol. 17(3), pages 255-279, July.
- Artis, Michael & Osborn, Denise & Perez-Vazquez, Pedro, 2004. "The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7," CEPR Discussion Papers 4652, C.E.P.R. Discussion Papers.
- Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005.
"Nonlinearity in the Fed's monetary policy rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 621-639.
- Kim, Dong Heon & Denise R Osborn & Marianne Sensier, 2003. "Nonlinearity in the Fed's Monetary Policy Rule," Royal Economic Society Annual Conference 2003 121, Royal Economic Society.
- D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series 18, Economics, The University of Manchester.
- D H Kim & D R Osborn & M Sensier, 2002. "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series 0205, Economics, The University of Manchester.
- van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005.
"Testing for causality in variance in the presence of breaks,"
Economics Letters, Elsevier, vol. 89(2), pages 193-199, November.
- van Dijk, D.J.C. & Osborn, D.R. & Sensier, M., 2004. "Testing for causality in variance in the presence of breaks," Econometric Institute Research Papers EI 2004-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The University of Manchester.
- Heravi, Saeed & Osborn, Denise R. & Birchenhall, C. R., 2004. "Linear versus neural network forecasts for European industrial production series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 435-446.
- Matas-Mir, Antonio & Osborn, Denise R., 2004.
"Does seasonality change over the business cycle? An investigation using monthly industrial production series,"
European Economic Review, Elsevier, vol. 48(6), pages 1309-1332, December.
- A Matas-Mir & D R Osborn, 2001. "Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series," Economics Discussion Paper Series 0110, Economics, The University of Manchester.
- D R Osborn & A Matas-Mir, 2001. "Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series," Centre for Growth and Business Cycle Research Discussion Paper Series 09, Economics, The University of Manchester.
- Matas-Mir, Antoni & Denise R Osborn, 2002. "Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series," Royal Economic Society Annual Conference 2002 139, Royal Economic Society.
- Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris, 2004.
"Domestic and international influences on business cycle regimes in Europe,"
International Journal of Forecasting, Elsevier, vol. 20(2), pages 343-357.
- M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Economics Discussion Paper Series 0202, Economics, The University of Manchester.
- M Sensier & M Artis & C R Birchenhall & D R Osborn, 2002. "Domestic and International Influences on Business Cycle Regimes in Europe," Centre for Growth and Business Cycle Research Discussion Paper Series 11, Economics, The University of Manchester.
- Tomas del Barrio Castro & Denise R. Osborn, 2004. "The consequences of seasonal adjustment for periodic autoregressive processes," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 307-321, December.
- Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 221-241.
- Osborn, Denise R. & Sensier, Marianne, 2002.
"The Prediction of Business Cycle Phases: Financial Variables and International Linkages,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 182, pages 96-105, October.
- Denise R. Osborn & Marianne Sensier, 2002. "The Prediction of Business Cycle Phases: Financial Variables and International Linkages," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182(1), pages 96-105, October.
- D R Osborn & M Sensier, 2002. "The Prediction of Business Cycle Phases: Financial Variables and International Linkages," Centre for Growth and Business Cycle Research Discussion Paper Series 15, Economics, The University of Manchester.
- Marianne Sensier & Denise R. Osborn & Nadir Öcal, 2002.
"Asymmetric Interest Rate Effects for the UK Real Economy,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 315-339, September.
- M Sensier & D R Osborn & N Öcal, 2002. "Asymmetric Interest Rate Effects for the UK Real Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 10, Economics, The University of Manchester.
- Simpson, Paul W & Osborn, Denise R & Sensier, Marianne, 2001.
"Forecasting UK Industrial Production over the Business Cycle,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 405-424, September.
- Denise R. Osborn & Paul W. Simpson, 2000. "Forecasting UK Industrial Production Over the Business Cycle," Econometric Society World Congress 2000 Contributed Papers 1059, Econometric Society.
- Paul W. Simpson & Denise R. Osborn & Marianne Sensier, 2001. "Modelling Business Cycle Movements in the UK Economy," Economica, London School of Economics and Political Science, vol. 68(270), pages 243-267, May.
- Chris Birchenhall & Denise Osborn & Marianne Sensier, 2001.
"Predicting UK Business Cycle Regimes,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(2), pages 179-195, May.
- C R Birchenhall & D R Osborn & M Sensier, 2000. "Predicting UK Business Cycle Regimes," Centre for Growth and Business Cycle Research Discussion Paper Series 02, Economics, The University of Manchester.
- Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
- Chris Birchenhall & Marianne Sensier, 2000. "Predicting UK Business Cycle Regimes," Econometric Society World Congress 2000 Contributed Papers 0953, Econometric Society.
- Nadir Ocal & Denise R. Osborn, 2000. "Business cycle non-linearities in UK consumption and production," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 27-43.
- Elena Andreou & Denise R. Osborn & Marianne Sensier, 2000. "A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle," Manchester School, University of Manchester, vol. 68(4), pages 396-418, June.
- Osborn, Denise R. & Heravi, Saeed & Birchenhall, C. R., 1999. "Seasonal unit roots and forecasts of two-digit European industrial production," International Journal of Forecasting, Elsevier, vol. 15(1), pages 27-47, February.
- Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.
- Artis, Michael J & Kontolemis, Zenon G & Osborn, Denise R, 1997. "Business Cycles for G7 and European Countries," The Journal of Business, University of Chicago Press, vol. 70(2), pages 249-279, April.
- Osborn, Denise R, 1995. "Moving Average Detrending and the Analysis of Business Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(4), pages 547-558, November.
- Osborn, Denise R., 1993. "Seasonal cointegration," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 299-303.
- Osborn, Denise R., 1991. "The implications of periodically varying coefficients for seasonal time-series processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 373-384, June.
- Osborn, Denise R., 1990. "A survey of seasonality in UK macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 6(3), pages 327-336, October.
- Osborn, Denise R., 1990. "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, Elsevier, vol. 6(1), pages 140-141.
- Osborn, Denise R & Smith, Jeremy P, 1989. "The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 117-127, January.
- Osborn, Denise R, et al, 1988. "Seasonality and the Order of Integration for Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(4), pages 361-377, November.
- Osborn, Denise R, 1988. "Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 255-266, October-D.
- Osborn, Denise R, 1986. "A Note on Error Correction Mechanisms and Steady-State Error," Economic Journal, Royal Economic Society, vol. 96(381), pages 208-211, March.
- Osborn, Denise R, 1984. "Causality Testing and Its Implications for Dynamic Econometric Models," Economic Journal, Royal Economic Society, vol. 94(376a), pages 82-96, Supplemen.
- Osborn, Denise R. & Teal, Francis, 1979.
"An Assessment and Comparison of Two Niesr Econometric Model Forecasts,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 88, pages 50-62, May.
- Denise R. Osborn & Francis Teal, 1979. "An Assessment and Comparison of Two Niesr Econometric Model Forecasts," National Institute Economic Review, National Institute of Economic and Social Research, vol. 88(1), pages 50-62, May.
- Osborn, Denise R & Teal, Francis, 1979. "Choosing between Macroeconometric Models: An Illustration of the Problems," The Manchester School of Economic & Social Studies, University of Manchester, vol. 47(1), pages 63-75, March.
- Osborn, Denise R., 1979.
"National Institute Gross Output Forecasts: A Comparison With US Performance,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 88, pages 40-49, May.
- Denise R. Osborn, 1979. "National Institute Gross Output Forecasts: a Comparison With US Performance," National Institute Economic Review, National Institute of Economic and Social Research, vol. 88(1), pages 40-49, May.
RePEc:taf:apfiec:v:19:y:2009:i:19:p:1595-1604 is not listed on IDEAS
Chapters
- Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M.M., 2006. "Forecasting Seasonal Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 13, pages 659-711, Elsevier.
- Mehtap Kesriyeli & Denise R. Osborn & Marianne Sensier, 2006.
"Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 283-310,
Emerald Group Publishing Limited.
- M Kesriyeli & D R Osborn & M Sensier, 2004. "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 44, Economics, The University of Manchester.
- Mehtap Kesriyeli & Denise R. Osborn & Marianne Sensier, 2004. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Working Papers 0414, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Denise R. Osborn, 1976. "Maximum Likelihood Estimation of Moving Average Processes," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 75-87, National Bureau of Economic Research, Inc.
Books
- Ghysels,Eric & Osborn,Denise R., 2001.
"The Econometric Analysis of Seasonal Time Series,"
Cambridge Books,
Cambridge University Press, number 9780521562607, September.
- Ghysels,Eric & Osborn,Denise R., 2001. "The Econometric Analysis of Seasonal Time Series," Cambridge Books, Cambridge University Press, number 9780521565882, September.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 62 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (35) 2003-03-03 2003-03-03 2003-03-03 2003-03-03 2003-03-03 2004-09-30 2005-01-23 2005-02-13 2005-04-03 2006-05-27 2006-07-15 2007-01-28 2007-03-03 2007-03-03 2007-03-03 2007-04-09 2007-10-06 2007-11-10 2007-11-10 2008-02-09 2008-02-09 2008-02-09 2008-02-16 2008-02-23 2008-03-25 2008-05-31 2009-06-10 2009-12-11 2010-01-10 2013-07-20 2015-02-28 2016-09-25 2017-09-10 2018-05-21 2021-08-23. Author is listed
- NEP-ECM: Econometrics (21) 1999-05-17 2003-03-11 2005-01-23 2006-05-27 2007-01-28 2007-03-03 2007-04-09 2007-11-10 2008-02-09 2008-05-31 2009-09-26 2010-07-17 2011-09-22 2012-09-16 2012-11-11 2014-01-17 2015-04-02 2017-09-10 2020-09-14 2021-08-23 2023-08-21. Author is listed
- NEP-ETS: Econometric Time Series (18) 1999-05-17 2002-07-08 2002-07-08 2005-01-23 2006-03-05 2007-01-28 2007-03-03 2008-02-09 2009-06-10 2009-09-26 2010-07-17 2011-09-22 2012-11-11 2015-04-02 2017-09-10 2020-09-14 2021-08-23 2023-08-21. Author is listed
- NEP-CBA: Central Banking (17) 2005-01-23 2007-03-03 2007-03-03 2007-04-09 2007-10-06 2007-11-10 2008-02-09 2008-02-09 2008-02-09 2008-02-16 2008-02-23 2008-03-25 2009-06-10 2009-09-26 2009-12-11 2011-01-03 2018-05-21. Author is listed
- NEP-MON: Monetary Economics (16) 2003-06-16 2005-01-23 2006-05-27 2006-07-15 2007-03-03 2007-03-03 2007-03-03 2007-03-03 2007-10-06 2007-11-10 2008-02-09 2008-02-09 2008-03-25 2010-05-29 2011-01-03 2016-09-25. Author is listed
- NEP-EEC: European Economics (9) 2005-04-03 2005-12-01 2006-03-05 2007-03-03 2007-04-09 2007-10-06 2009-09-26 2009-12-11 2011-01-03. Author is listed
- NEP-FOR: Forecasting (4) 2007-03-03 2007-03-03 2007-03-03 2008-05-31
- NEP-OPM: Open Economy Macroeconomics (4) 2008-02-09 2009-09-26 2011-01-03 2019-02-04
- NEP-FIN: Finance (3) 2002-07-08 2004-09-30 2006-07-15
- NEP-FMK: Financial Markets (3) 2002-07-08 2006-03-05 2006-05-27
- NEP-CNA: China (2) 2016-07-16 2019-02-04
- NEP-CSE: Economics of Strategic Management (2) 2013-08-23 2016-07-16
- NEP-FDG: Financial Development and Growth (2) 2013-07-20 2015-04-11
- NEP-HIS: Business, Economic and Financial History (2) 2007-04-09 2007-10-06
- NEP-CWA: Central and Western Asia (1) 2013-07-20
- NEP-ENE: Energy Economics (1) 2015-02-28
- NEP-GER: German Papers (1) 2016-07-16
- NEP-GRO: Economic Growth (1) 2015-04-11
- NEP-HRM: Human Capital and Human Resource Management (1) 2015-04-11
- NEP-IFN: International Finance (1) 2004-09-30
- NEP-INO: Innovation (1) 2013-08-23
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2013-08-23
- NEP-LAM: Central and South America (1) 2004-09-30
- NEP-ORE: Operations Research (1) 2021-08-23
- NEP-SBM: Small Business Management (1) 2013-08-23
- NEP-TRA: Transition Economics (1) 2019-02-04
- NEP-URE: Urban and Real Estate Economics (1) 2009-06-10
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