Denise R. Osborn

Robert Ottley Professor of Econometrics 


BackgroundCurriculum Vitae, Current Research InterestsResearch Projects  

and  

Recent Papers


Background

Denise holds degrees from the University of Sydney (B.Ec. and M.Ec.) and the London School of Economics (PhD).  Subsequent to completing her PhD in 1975, she worked for two years at the National Institute of Economic and Social Research as a member of the modeling and forecasting team.  She came to the University of Manchester as a Lecturer in Econometrics in 1977, becoming a Professor in 1992.  Her primary research interest has always been the modeling of macroeconomic time series, but she has also undertaken research in crime victimisation. Her current interests focus primarily on issues associated with monetary policy and nonlinear modeling of a wide range of economic and financial time series. 

Editorial positions held include Associate Editor of the Journal of Business and Economic Statistics, 1992-1997.  Currently she is an Associate Editor of The Manchester School and a member of the Editorial Boards of the Journal of Applied Econometrics, Economic Issues and Ekonomia.   She has been a member of the Academic Econometric Panel of the UK Office for National Statistics and the Academic Panel of HM Treasury.

Denise is a member of the Economics and Econometrics and also the Business and Management sub-panels for the 2008 Research Assessment Exercise. She was also a member and vice-chair of the Economics and Econometrics Panel for the 2001 Research Assessment Exercise. Currently she is chair of the Conference of University Departments of Economics (CHUDE), which includes the heads of 98 Departments of Economics in the UK. For the ESRC is she a member of the Research Evaluation Committee and has previously been a member of the Training Board. She was also a member of the Benchmarking Group in Economics set up by the Quality Assurance Agency for Higher Education. For the Royal Economic Society, she was the inaugural chair of the Women's Committee and is now a member of both the Council and the Executive Committee. 

Her publications include a recent Cambridge University Press book, The Econometric Analysis of Seasonal Time Series (joint with Eric Ghysels). In addition, she has published more than 40 papers in refereed academic journals, a number of book chapters and papers for non-academic audiences.

Denise has supervised sixteen successfully completed PhDs, and currently has seven PhD students (all except one jointly supervised). These students are working on topics in applied macroeconomics and financial econometrics. 

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Current Research Interests

Most of Denise's current research involves work with colleagues in the Centre for Growth and Business Cycle Research (CGBCR), which is based in Economic Studies at the University of Manchester.

Her current research interests are primarily concerned with empirical business cycle modelling, seasonality and modelling financial time series.

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Current and Recent Externally Funded Research Projects

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Recent Papers (most downloadable)

Papers are listed under the following topics:

        Monetary policy

        International business cycles

        Predicting business cycle regimes

        Other nonlinear models

         Seasonality

        Quantitative criminology

 

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Monetary policy

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International business cycles

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Predicting business cycle regimes

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Other nonlinear models

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Seasonality

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Quantitative criminology

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Details of additional recent publications in areas related to business cycles and dynamic time series modelling can be found on the CGBCR website.

 

Last updated 8 April 2005.