Denise R. Osborn | Academic Influence

Denise R. Osborn's AcademicInfluence.com Rankings

Denise R. Osborn

Economics

#3684

World Rank

#4170

Historical Rank

Econometrics

#102

World Rank

#106

Historical Rank

Macroeconomics

#395

World Rank

#425

Historical Rank

economics Degrees

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Economics

Denise R. Osborn's Degrees

PhD Economics University of Manchester
Masters Econometrics University of Manchester
Bachelors Economics University of Manchester

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Why Is Denise R. Osborn Influential?

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According to Wikipedia, Denise Rae Osborn is an Australian and British economist who currently works as the Secretary-General at the Royal Economic Society and as an Emeritus Professor of Econometrics at the University of Manchester. Her principal research interests have been in applied Time-Series modelling, particularly in seasonality in economic variables and dynamic modelling of macroeconomic relationships. Osborn has over 70 research publications in referred academic journals including Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, Journal of the Royal Statistical Society, and Journal of the American Statistical Association.

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Denise R. Osborn's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Public Expenditure and Economic Growth: A Disaggregated Analysis for Developing Countries (2003) (604)
Business Cycles for G7 and European Countries (1997) (284)
The Econometric Analysis of Seasonal Time Series (2001) (270)
WHAT IS DIFFERENT ABOUT HIGH CRIME AREAS (1992) (174)
Seasonality and habit persistence in a life cycle model of consumption (1988) (164)
A survey of seasonality in UK macroeconomic variables (1990) (155)
Seasonality and the Order of Integration for Consumption (2009) (136)
Linear versus neural network forecasts for European industrial production series (2004) (126)
The Performance of Periodic Autoregressive Models in Forecasting Seasonal U.K. Consumption (1989) (125)
Nonlinearity in the Fed's Monetary Policy Rule (2005) (120)
Business cycle non-linearities in UK consumption and production (2000) (113)
The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices (2008) (113)
The implications of periodically varying coefficients for seasonal time-series processes (1991) (111)
The Distribution of Household Property Crimes (1998) (111)
Spillovers and correlations between US and major European stock markets: the role of the euro (2009) (89)
Modelling property crime using the British Crime Survey (2002) (88)
The Phenomena of Multiple Victimization. The Relationship between Personal and Property Crime Risk (2001) (86)
A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle (2000) (76)
Changes in variability of the business cycle in the G7 countries (2002) (75)
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries (2009) (73)
Seasonal unit roots and forecasts of two-digit European industrial production (1999) (71)
Moving Average Detrending and the Analysis of Business Cycles (1995) (70)
Domestic and International Influences on Business Cycle Regimes in Europe (2004) (69)
Are repeatedly victimized households different? (1996) (69)
Testing for causality in variance in the presence of breaks (2004) (67)
Observed Inflation Forecasts and the New Keynesian Phillips Curve (2009) (58)
Modelling Business Cycle Movements in the UK Economy (2001) (56)
Area characteristics and regional variates as determinants of area property crime levels (1992) (55)
Property Crime Victimisation: The Roles of Individual and Area Influences (1995) (55)
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates (2012) (50)
The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 (2004) (48)
Seasonal Adjustment and the Detection of Business Cycle Phases (2004) (46)
Performance of seasonal unit root tests for monthly data (1999) (44)
Changes in the order of integration of US and UK inflation (2009) (43)
Structural Breaks in the International Dynamics of Inflation (2013) (42)
Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series (2004) (41)
Classical Business Cycles for G7 and European Countries (1995) (40)
Modelling real exchange rate effects on output performance in Latin America (2010) (36)
Co-movements between US and UK stock prices: the role of time-varying conditional correlations (2009) (35)
Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes (1977) (32)
Nonlinearity and structural change in the interest rate reaction functions for the US, UK and Germany (2006) (29)
Business cycle affiliations in the context of European integration (2007) (29)
UK Inflation: Persistence, Seasonality and Monetary Policy (2009) (28)
Forecasting UK Industrial Production over the Business Cycle (2001) (28)
Inference on Structural Breaks Using Information Criteria (2013) (27)
What is the globalisation of inflation (2016) (27)
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA (2014) (26)
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (2002) (26)
Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation (2014) (25)
The Prediction of Business Cycle Phases: Financial Variables and International Linkages (2002) (25)
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (2012) (24)
Volatility, spillover Effects and Correlations in US and Major European Markets (2005) (23)
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US (2008) (23)
International Transmissions to Australia: The Roles of the USA and Euro Area (2013) (23)
Changes in the global oil market (2016) (22)
Financial integration and the construction of historical financial data for the Euro Area (2011) (20)
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (2016) (20)
CAUSALITY TESTING AND ITS IMPLICATIONS FOR DYNAMIC ECONOMETRIC MODELS (1984) (19)
Public Expenditure and Growth in Developing Countries: Education is the Key (2003) (19)
Seasonal Nonstationarity and Near-Nonstationarity (1999) (19)
The effect of seasonal adjustment on the properties of business cycle regimes (2008) (19)
The Consequences of Seasonal Adjustment for Periodic Autoregressive Processes (2004) (17)
Forecasting Seasonal Time Series (2006) (17)
CONSTRUCTING HISTORICAL EURO AREA DATA (2007) (16)
Growth in China and the US: Effects on a small commodity exporter economy (2015) (16)
Business Cycle Linkages for the G7 Countries: Does the US Lead the World? (2005) (15)
Ratio-based estimators for a change point in persistence (2012) (14)
Forecasting and the UK business cycle (2001) (14)
Unit root versus deterministic representations of seasonality for forecasting (2002) (13)
China's increasing global influence: Changes in international growth linkages (2018) (13)
WEIGHTED SMOOTH TRANSITION REGRESSIONS (2012) (12)
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES (2008) (12)
Explaining movements in UK stock prices (2003) (12)
Chapter 13 Forecasting Seasonal Time Series (2006) (11)
HEGY Tests in the Presence of Moving Averages (2011) (9)
Modelling UK Inflation: Persistence, Seasonality and Monetary Policy (2004) (9)
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (2007) (9)
TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION (2019) (8)
Explaining Movements in UK Stock Prices: How Important is the US Market? (2003) (8)
Empirical Evidence on Growth Spillovers from China to New Zealand (2013) (8)
An Assessment and Comparison of Two Niesr Econometric Model Forecasts (1979) (8)
Cointegration for Seasonal Time Series Processes (2002) (8)
Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations (2008) (8)
An investigation into quarterly crime and its relationship to the economy (2000) (7)
Is the Growth Effect of Financial Development Conditional on Technological Innovation? (2013) (7)
The Modelling of Threats: Evidence from the British Crime Survey (1994) (7)
On the Criteria Functions Used for the Estimation of Moving Average Processes (1982) (7)
Expectations Hypothesis Tests in the Presence of Model Uncertainty (2007) (6)
A Note on Error Correction Mechanisms and Steady-State Error (1986) (6)
The Extent of Seasonal/Business Cycle Interactions in European Industrial Production (2003) (6)
Structural Breaks in the International Transmission of Inflation (2009) (6)
The Econometric Analysis of Seasonal Time Series: Bibliography (2001) (6)
Crime and the UK Economy (1995) (6)
THE DISTRIBUTION OF PRICE CHANGES ON THE SYDNEY STOCK EXCHANGE (1974) (5)
On Trend-Cycle-Seasonal Interactions (2014) (5)
Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (2015) (5)
The asymptotic behaviour of the residual sum of squares in models with multiple break points (2017) (5)
Non‐parametric testing for seasonally and periodically integrated processes (2012) (5)
Predicting growth regimes for European countries (2005) (4)
Nonparametric Tests for Periodic Integration (2011) (4)
Modelling Real Exchange Rate Effects On Growth In Latin America (2004) (4)
Bootstrap Unit Root Tests for Nonlinear Threshold Models (2009) (4)
National Institute Gross Output Forecasts: A Comparison With US Performance (1979) (4)
Non-linearities over the business cycles : evidence from Latin America (2000) (3)
Modelling International Linkages for Large Open Economies: US and Euro Area (2009) (3)
Changes in International Business Cycle Affiliations (2009) (3)
Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory (2006) (3)
Structural Breaks in International Inflation Linkages for OECD Countries (2018) (3)
The Econometric Analysis of Seasonal Time Series: Preface (2001) (2)
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 (1990) (2)
On cointegration for processes integrated at different frequencies (2020) (2)
A Rational Expectations Approach to Macroeconomics. Testing Policy Ineffectiveness and Efficient-Markets Models.@@@Linear Rational Expectations Models. A User's Guide. (1984) (2)
Testing for Seasonal Unit Roots (2003) (2)
Comparing Seasonal Forecasts of Industrial Production (2008) (2)
The Gains from Catch-up for China and the US: An Empirical Framework (2019) (2)
Trend-Cycle-Seasonal Interactions: Identification and Estimation (2017) (2)
International Linkages for Large Open Economies with a SVAR Representation (2009) (1)
Interest Rate Effects in Smooth Transition Models for UK Output (2000) (1)
Real exchange rate effects on business cycles in Latin America (2001) (1)
Threshold Effects of Inequality on the Process of Economic Growth (2015) (1)
Predicting UK Business Cycles 1 Predicting UK Business Cycle Regimes (2000) (1)
A Review of Modelling Nonlinear Economic Time Series by TERÄSVIRTA (TIMO), TJØSTHEIM (DAG) and GRANGER (CLIVE W.J.) (2012) (1)
A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests (2006) (1)
The Gains from Catch‐Up for China and the USA: An Empirical Framework (2020) (1)
On the Expectations Hypothesis in US Term Structure (2006) (1)
Predicting Growth Cycle Regimes for European Countries (2003) (1)
Seasonal Unit Roots and Forecasts of Two Digit European Production (1999) (1)
2 Changes in International Business Cycle Affiliations (2009) (0)
What is the Globalisation of Inflation? (2016) (0)
What Have We Learnt (2002) (0)
Some Nonlinear Seasonal Models (2001) (0)
Estimation and Hypothesis Testing with Unfiltered and Filtered Data (2001) (0)
Heteroskedasticity and Autocorrelation Robust Inference (2017) (0)
Trend-cycle-seasonal interactions : identification and estimation CAMA Working Paper 57 / 2017 September 2017 (2017) (0)
Do breaks matter when testing the order of integration? Evidence from G7 and Euro area In‡ation (2008) (0)
Paper Series EDP-0724 Weighted smooth transition regressions (2007) (0)
Inequality and the Process of Economic Growth: Threshold Effects of Human Capital to Physical Capital Ratio (2011) (0)
A Further Examination of the Expectations Hypothesis for the Term Structure (2006) (0)
The University of Manchester Discussion Paper Series Public Expenditure and Growth in Developing Countries : Education is the Key By (2003) (0)
New Evidence on the Expectations Theory for UK Term Structure (2006) (0)
The Countryside Survey - a snapshot of Britain (2006) (0)
Introduction to the JTSA John Nankervis Memorial Issue (2015) (0)
CHOOSING BETWEEN MACROECONOMETRIC MODELS: AN ILLUSTRATION OF THE PROBLEMS* (1979) (0)
Foreword by Thomas J. Sargent (2001) (0)
News and notices (1954) (0)
The Econometric Analysis of Seasonal Time Series: Epilogue (2001) (0)
EDP-0527 Business Cycle Linkages for the G 7 Countries : Does the US Lead the World ? (2005) (0)
What is the globalisation of in ﬂ ation? (2018) (0)
Introduction to Seasonal Processes (2001) (0)
EDP-0522 Cointegration for Periodically Integrated Processes by Tomas del Barrio Castro and (2005) (0)
FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: THE ROLE OF R&D (2009) (0)
Multivariate decompositions and seasonal gender employment (2021) (0)
Seasonal Adjustment Programs (2001) (0)
Seasonal Unit Root Processes (2001) (0)
Annual Report prepared for the Leverhulme Trust Project : “ International growth and business cycles ” Your reference F / 120 / BE Project supervisors : (2000) (0)
Using structural break inference for forecasting time series (2021) (0)
co--iritegrdlim the (2017) (0)
Discussion Paper Series What is the Globalisation of Inflation ? (2016) (0)
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy (2013) (0)
Asymmetric Interest Rates for the UK Real Economy (2001) (0)
European Business Cycle Affiliations with the USA (2007) (0)
EDP-0612 A Random Walk through Seasonal Adjustment : Noninvertible Moving Averages and Unit Root Tests (2006) (0)
PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES* by NILOY BOSE University of Manchester and University of Wisconsin-Milwaukee (2007) (0)

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