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Nonparametric tests for periodic integration
Barrio Castro, Tomás del; Osborn, Denise R. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10010029878
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A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Becker, Ralf; Osborn, Denise R.; Yildirim, Dilem - In: Economic modelling 29 (2012) 6, pp. 2504-2514
Persistent link: https://www.econbiz.de/10010032203
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Moving Average Detrending and the Analysis of Business Cycles
Osborn, Denise R. - In: Oxford bulletin of economics and statistics 57 (1995) 4, pp. 547-558
Persistent link: https://www.econbiz.de/10006483979
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Asymmetric Interest Rate Effects for the UK Real Economy
Sensier, Marianne; Osborn, Denise R.; Öcal, Nadir - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 315-340
Persistent link: https://www.econbiz.de/10006439234
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Domestic and international influences on business cycle regimes in Europe
Sensier, Marianne; Artis, Michael; Osborn, Denise R.; … - In: International journal of forecasting 20 (2004) 2, pp. 343-358
Persistent link: https://www.econbiz.de/10006964436
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The effect of seasonal adjustment on the properties of business cycle regimes
Matas-Mir, Antonio; Osborn, Denise R.; Lombardi, Marco J. - In: Journal of applied econometrics 23 (2008) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10007918634
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TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
Castro, Tomas del Barrio; Osborn, Denise R. - In: Econometric theory 24 (2008) 4, pp. 1093-1130
Persistent link: https://www.econbiz.de/10008068999
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HEGY Tests in the Presence of Moving Averages*
Castro, Tomás Del Barrio; Osborn, Denise R. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 691-705
Persistent link: https://www.econbiz.de/10009287615
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Financial integration and the construction of historical financial data for the Euro Area
Anderson, Heather M.; Dungey, Mardi; Osborn, Denise R.; … - In: Economic modelling 28 (2011) 4, pp. 1498-1510
Persistent link: https://www.econbiz.de/10009017444
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Changes in the order of integration of US and UK inflation
Halunga, Andreea G.; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 102 (2009) 1, pp. 30-33
Persistent link: https://www.econbiz.de/10008890359