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Prof Denise Osborn - research

Research interests

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.