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Changes in international business cycle affiliations

Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; … - 2009

Persistent link: https://www.econbiz.de/10003935265

Testing for volatility changes in US macroeconomic time series

Sensier, Marianne; Dijk, Dick van - In: The review of economics and statistics 86 (2004) 3, pp. 833-839

Persistent link: https://www.econbiz.de/10002223475

Testing for volatility changes in US macroeconomic time series

Sensier, Marianne (contributor); Dijk, Dick van (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001836409

Short-term volatility versus long-term growth : evidence in US macroeconomic time series

Sensier, Marianne (contributor); Dijk, Dick van (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001575240

Co-movements between U.S. and UK stock prices : the role of macroeconomic information and time-varying conditional correelations

Aslanidis, Nektarios (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003638464

Nonlinearity and structural change in interest rate reaction functions for the US, UK and Germany

Kesriyeli, Mehtap; Osborn, Denise R.; Sensier, Marianne - In: Nonlinear time series analysis of business cycles, (pp. 283-310). 2006

This paper analyses monthly values of the short-term interest rate for the US, the UK and Germany since the early 1980s in the context of possible nonlinearities and changes over time in the interest rate response to the output gap, inflation, past interest rate changes and external variables...

Persistent link: https://www.econbiz.de/10003309376