Modelling property crime using the British Crime Survey (2002)
Tseloni, Andromachi, Osborn, Denise, Trickett, Alan, Pease, Ken
This article has been published in the journal, British Journal of Criminology [© Oxford University Press].
Interest Rate Effects in Smooth Transition Models for UK Output (2000)
Denise R Osborn, Denise Osborn
This paper examines the effects of interest rate changes on the growth of UK real quarterly GDP using linear and, more particularly, nonlinear models. The nonlinear models examined are of the smooth...
Business Cycle Nonlinearities in UK Consumption and Production (1999)
Nadir Cal, Denise R Osborn, Denise Osborn
This paper is preliminary. Please do not quote without permission from the authors.
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
Denise Osborn, Paulo Rodrigues
This paper adopts a unified approach to the derivation of the asymptotic distributions of various seasonal unit root tests. The procedures considered are those of Dickey et al. [DHF], Kunst,...
Artis, Michael J, Osborn, Denise, Perez-Vazquez, Pedro
This Paper examines the changing relationships between the G7 countries through VAR models for the quarterly growth rates, estimated both over sub-periods and using a rolling data window. Six...
Constructing Historical Euro Area Data
Heather Anderson, Mardi Dungey, Denise Osborn, Farshid Vahid
The conduct of time series analysis on the Euro Area currently presents problems in terms of availability of sufficiently long data sets. The ECB has provided a dataset of quarterly data from 1970...
Pedro Perez, Denise Osborn, Michael Artis
The changing relationships between the G-7 countries are examined through VAR models for quarterly growth, estimated over sub-periods and using a rolling data window. Trivariate models are employed,...
Explaining movements in UK stock prices:
Nektarios Aslanidis, Denise Osborn, Marianne Sensier
This paper provides evidence on the causes of movements in monthly UK stock prices, examining the role of macroeconomic and financial variables in a nonlinear framework. We allow for time-varying...
Classical Business Cycles for G7 and European Countries
Artis, Michael J, Kontolemis, Zenon G, Osborn, Denise
This paper proposes classical business cycle turning points for a number of countries based on industrial production. The countries selected are the G7 together with most major European countries....