Prof Denise Osborn - research
Specific research interests:
Keywords: structural change, nonlinear models, monetary policy, inflation, international linkages, seasonality, seasonal adjustment.
Denise's current research interests include: capturing changing time series relationships through structural change and nonlinear models, especially in relation to monetary policy and the Euro Area; inflation modelling; international macroeconomic and financial linkages; interrelationships between macroeconomic and financial volatility; modelling seasonality in economic time series; the impact of seasonal adjustment on the properties of time series.
Recent research project:
Inference regarding multiple structural changes in macroeconomic models, with applications to monetary policy; ESRC-funded project, led jointly with Alastair Hall; October 2008-September 2011.
Denise also has on-going research with a number of co-authors on aspects of structural break tests, inflation modelling, modelling of international monetary, financial and real macroeconomic linkages, and on seasonality and seasonal adjustment.