All Stories

  1. Using structural break inference for forecasting time series

    Article • Empirical Economics, November 2021, Springer Science + Business Media

    Professor Denise Osborn

  2. The Gains from Catch‐up for China and the USA: An Empirical Framework

    Article • Economic Record, February 2020, Wiley

    Professor Denise Osborn

  3. China's increasing global influence: Changes in international growth linkages

    Article • Economic Modelling, August 2018, Elsevier

    Professor Denise Osborn

  4. The asymptotic behaviour of the residual sum of squares in models with multiple break points

    Article • Econometric Reviews, April 2017, Taylor & Francis

    Professor Denise Osborn

  5. What is the globalisation of inflation?

    Article • Journal of Economic Dynamics and Control, January 2017, Elsevier

    Professor Denise Osborn

  6. Changes in the global oil market

    Article • Energy Economics, May 2016, Elsevier

    Professor Denise Osborn

  7. Introduction to the JTSA John Nankervis Memorial Issue

    Article • Journal of Time Series Analysis, April 2015, Wiley

    Professor Denise Osborn

  8. Growth in China and the US: Effects on a small commodity exporter economy

    Article • Economic Modelling, February 2015, Elsevier

    Professor Denise Osborn

  9. Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares

    Article • Journal of Time Series Analysis, January 2015, Wiley

    Professor Denise Osborn

  10. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

    Article • Econometric Reviews, August 2014, Taylor & Francis

    Professor Robert Taylor , Professor Denise Osborn

  11. International Transmissions to Australia: The Roles of the USA and Euro Area

    Article • Economic Record, June 2014, Wiley

    Professor Denise Osborn

  12. Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy

    Article • Manchester School, October 2013, Wiley

    Professor Denise Osborn

  13. Inference on Structural Breaks using Information Criteria

    Article • Manchester School, July 2013, Wiley

    Professor Denise Osborn

  14. Structural Breaks in the International Dynamics of Inflation

    Article • The Review of Economics and Statistics, May 2013, The MIT Press

    Professor Denise Osborn

  15. MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA

    Article • Journal of Applied Econometrics, April 2013, Wiley

    Professor Denise Osborn

  16. Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation*

    Article • Oxford Bulletin of Economics and Statistics, January 2013, Wiley

    Professor Denise Osborn

  17. Ratio-based estimators for a change point in persistence

    Article • Journal of Econometrics, November 2012, Elsevier

    Professor Denise Osborn

  18. A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

    Article • Economic Modelling, November 2012, Elsevier

    Professor Denise Osborn

  19. ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS

    Article • Econometric Theory, April 2012, Cambridge University Press

    Professor Denise Osborn

  20. Non‐parametric testing for seasonally and periodically integrated processes

    Article • Journal of Time Series Analysis, January 2012, Wiley

    Professor Denise Osborn

  21. Financial integration and the construction of historical financial data for the Euro Area

    Article • Economic Modelling, July 2011, Elsevier

    Professor Denise Osborn

  22. HEGY Tests in the Presence of Moving Averages*

    Article • Oxford Bulletin of Economics and Statistics, April 2011, Wiley

    Professor Denise Osborn

  23. WEIGHTED SMOOTH TRANSITION REGRESSIONS

    Article • Journal of Applied Econometrics, November 2010, Wiley

    Professor Denise Osborn

  24. Modelling real exchange rate effects on output performance in Latin America

    Article • Applied Economics, August 2010, Taylor & Francis

    Professor Denise Osborn

  25. Spillovers and correlations between US and major European stock markets: the role of the euro

    Article • Applied Financial Economics, October 2009, Taylor & Francis

    Dr Christos S Savva, Professor Denise Osborn

  26. Co‐movements between US and UK stock prices: the role of time‐varying conditional correlations

    Article • International Journal of Finance & Economics, August 2009, Wiley

    Professor Denise Osborn

  27. Observed Inflation Forecasts and the New Keynesian Phillips Curve

    Article • Oxford Bulletin of Economics and Statistics, June 2009, Wiley

    Professor Denise Osborn

  28. UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY

    Article • Scottish Journal of Political Economy, February 2009, Wiley

    Professor Denise Osborn

  29. Business cycle synchronization of the euro area with the new and negotiating member countries

    Article • International Journal of Finance & Economics, January 2009, Wiley

    Dr Christos S Savva, Professor Denise Osborn

  30. Changes in the order of integration of US and UK inflation

    Article • Economics Letters, January 2009, Elsevier

    Professor Denise Osborn

  31. The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices

    Article • Journal of money credit and banking, June 2008, Wiley

    Professor Denise Osborn

  32. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US

    Article • Journal of Financial Econometrics, May 2008, Oxford University Press (OUP)

    Professor Denise Osborn

  33. TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES

    Article • Econometric Theory, April 2008, Cambridge University Press

    Professor Denise Osborn

  34. The effect of seasonal adjustment on the properties of business cycle regimes

    Article • Journal of Applied Econometrics, February 2008, Wiley

    Professor Denise Osborn

  35. COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES

    Article • Econometric Theory, September 2007, Cambridge University Press

    Professor Denise Osborn

  36. PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES*

    Article • Manchester School, August 2007, Wiley

    Professor Denise Osborn

  37. Business cycle affiliations in the context of European integration

    Article • Applied Economics, February 2007, Taylor & Francis

    Professor Denise Osborn

  38. The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7

    Article • Open Economies Review, July 2006, Springer Science + Business Media

    Professor Denise Osborn

  39. Chapter 13 Forecasting Seasonal Time Series

    Article • January 2006, Elsevier

    Professor Denise Osborn

  40. Testing for causality in variance in the presence of breaks

    Article • Economics Letters, November 2005, Elsevier

    Professor Denise Osborn

  41. Nonlinearity in the Fed's monetary policy rule

    Article • Journal of Applied Econometrics, January 2005, Wiley

    Professor Denise Osborn

  42. Does seasonality change over the business cycle? An investigation using monthly industrial production series

    Article • European Economic Review, December 2004, Elsevier

    Professor Denise Osborn

  43. Linear versus neural network forecasts for European industrial production series

    Article • International Journal of Forecasting, July 2004, Elsevier

    Professor Denise Osborn

  44. Domestic and international influences on business cycle regimes in Europe

    Article • International Journal of Forecasting, April 2004, Elsevier

    Professor Denise Osborn

  45. The Prediction of Business Cycle Phases: Financial Variables and International Linkages

    Article • National Institute Economic Review, October 2002, Cambridge University Press

    Professor Denise Osborn

  46. Asymmetric Interest Rate Effects for the UK Real Economy*

    Article • Oxford Bulletin of Economics and Statistics, September 2002, Wiley

    Professor Denise Osborn

  47. ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH

    Article • Econometric Reviews, January 2002, Taylor & Francis

    Professor Denise Osborn

  48. Modelling Property Crime Using the British Crime Survey. What Have We Learnt?

    Article • The British Journal of Criminology, January 2002, Oxford University Press (OUP)

    Professor Denise Osborn

  49. The Phenomena of Multiple Victimization. The Relationship between Personal and Property Crime Risk

    Article • The British Journal of Criminology, September 2001, Oxford University Press (OUP)

    Professor Denise Osborn

  50. Forecasting UK industrial production over the business cycle

    Article • Journal of Forecasting, August 2001, Wiley

    Professor Denise Osborn

  51. Predicting UK Business Cycle Regimes

    Article • Scottish Journal of Political Economy, May 2001, Wiley

    Professor Denise Osborn

  52. Modelling Business Cycle Movements in the UK Economy

    Article • Economica, May 2001, Wiley

    Professor Denise Osborn

  53. Performance of seasonal unit root tests for monthly data

    Article • Journal of Applied Statistics, December 1999, Taylor & Francis

    Professor Denise Osborn

  54. Predicting U.S. Business-Cycle Regimes

    Article • Journal of Business and Economic Statistics, July 1999, Taylor & Francis

    Professor Denise Osborn

  55. Seasonal unit roots and forecasts of two-digit European industrial production

    Article • International Journal of Forecasting, February 1999, Elsevier

    Professor Denise Osborn

  56. The Distribution of Household Property Crimes

    Article • Journal of Quantitative Criminology, September 1998, Springer Science + Business Media

    Professor Denise Osborn

  57. Business Cycles for G7 and European Countries

    Article • The Journal of Business, April 1997, University of Chicago Press

    Professor Denise Osborn

  58. Are repeatedly victimized households different?

    Article • Journal of Quantitative Criminology, June 1996, Springer Science + Business Media

    Professor Denise Osborn

  59. Predicting Turning Points in the UK Inflation Cycle

    Article • The Economic Journal, September 1995, Oxford University Press (OUP)

    Professor Denise Osborn

  60. TURNING POINT PREDICTION FOR THE UK USING CSO LEADING INDICATORS

    Article • Oxford Economic Papers, July 1995, Oxford University Press (OUP)

    Professor Denise Osborn

  61. Property Crime Victimisation: The Roles of Individual and Area Influences

    Article • International Review of Victimology, January 1995, SAGE Publications

    Professor Denise Osborn

  62. The Modelling of Threats: Evidence from the British Crime Survey

    Article • International Review of Victimology, September 1994, SAGE Publications

    Professor Denise Osborn

  63. Seasonal cointegration

    Article • Journal of Econometrics, January 1993, Elsevier

    Professor Denise Osborn

  64. Area characteristics and regional variates as determinants of area property crime levels

    Article • Journal of Quantitative Criminology, September 1992, Springer Science + Business Media

    Professor Denise Osborn

  65. WHAT IS DIFFERENT ABOUT HIGH CRIME AREAS?

    Article • The British Journal of Criminology, January 1992, Oxford University Press (OUP)

    Professor Denise Osborn

  66. The implications of periodically varying coefficients for seasonal time-series processes

    Article • Journal of Econometrics, June 1991, Elsevier

    Professor Denise Osborn

  67. A survey of seasonality in UK macroeconomic variables

    Article • International Journal of Forecasting, October 1990, Elsevier

    Professor Denise Osborn

  68. The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption

    Article • Journal of Business and Economic Statistics, January 1989, Taylor & Francis

    Professor Denise Osborn

  69. SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*

    Article • Oxford Bulletin of Economics and Statistics, November 1988, Wiley

    Professor Denise Osborn

  70. Seasonality and habit persistence in a life cycle model of consumption

    Article • Journal of Applied Econometrics, October 1988, Wiley

    Professor Denise Osborn