Journals
Marianne Sensier
- ‘Co-movements between US and UK stock prices: the role of time-varying conditional correlations’, with N. Aslanidis and D.R. Osborn, International Journal of Finance and Economics, forthcoming.
- ‘UK Inflation: Persistence, Seasonality and Monetary Policy’ with D.R. Osborn. Scottish Journal of Political Economy, 2009, vol. 56(1), pp.24-44.
- ‘Changes in the Order of Integration of US and UK Inflation’, with A.G. Halunga and D.R. Osborn. Economics Letters, 2009, vol. 102(1), pp.30-32.
- ‘Business Cycle Affiliations in the Context of European Integration’, with P.J., Pérez and D.R. Osborn. Applied Economics, 2007, vol. 39, pp. 199-214.
- ‘Nonlinearity in the Fed’s Monetary Policy Rule’, with D.H. Kim, and D.R. Osborn. Journal of Applied Econometrics, 2005, vol.20, pp.621-639.
- ‘Testing for causality in variance in the presence of breaks’, with D. van Dijk and D.R. Osborn. Economics Letters, November 2005, vol. 89(2), pp. 193-99.
- ‘Testing for Volatility Changes in US Macroeconomic Time Series’, with D. van Dijk. Review of Economics and Statistics, August 2004, vol. 86(3), pp. 833-839.
- ‘Domestic and International Influences on Business Cycle Regimes in Europe’, with M. Artis, C. R. Birchenhall, and D. R. Osborn. International Journal of Forecasting, 2004, vol. 20, pp. 343-357.
- ‘A Tale of Two Cycles: Co-fluctuations between UK Regions and the Euro Zone’, with S. Barrios, M. Brülhart and R. Elliott. The Manchester School 2003, vol. 71 (3), pp. 265-292.