Denise R. Osborn
Born (1948-11-23) 23 November 1948 (age 75)
NationalityAustralian and British
Academic career
Institution
FieldEconometric
Applied Time Series
Seasonality
Inflation
International Business Cycles
Macroeconomic Model
Alma mater

Denise Rae Osborn (born 23 November 1948) is an Australian and British economist who currently works as the Secretary-General at the Royal Economic Society and as an Emeritus Professor of Econometrics at the University of Manchester.[1][2] Her principal research interests have been in applied Time-Series modelling, particularly in seasonality in economic variables and dynamic modelling of macroeconomic relationships. Osborn has over 70 research publications in referred academic journals including Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, Journal of the Royal Statistical Society, and Journal of the American Statistical Association.[3]

Education

Denise R. Osborn attended the University of Sydney in 1966, completing the Bachelor of Economics with First Class Honours in 1970, and the Master of Economics in 1972.[3] After that, she left Australia and went to the United Kingdom. She attended the London School of Economics and obtained her PhD in econometrics under the supervision of Professor Kenneth Frank Wallis in 1976 with her thesis title: Time series analysis and dynamic specification in econometric models, with an application to the Australian wool market.[4]

Career

In 1972, Osborn started as a Teaching Fellow at the Department of Economic Statistics in the University of Sydney. While she was pursuing her PhD, she worked as a research Officer for the National Institute of Economic and Social Research in London from 1975 to 1977.[3] After that, Osborn arrived at the University of Manchester and took up the role as a Lecturer in Econometrics from 1977 to 1989.[5] She was then promoted and worked as a Senior Lecturer from 1989 to 1992.[5] In 1992, Osborn became a Professor of Econometrics as she was awarded with a personal Chair, and four years later in 1996, she was promoted to the Robert Ottley Chair in Econometrics and became a Robert Ottley Professor of Econometrics.[6] In 2013, Osborn switched up the role and became a part-time Professor of Econometrics until 2015. Since then, she has been an Emeritus Professor of Econometrics at the University of Manchester.[3] At the University of Manchester, Osborn has also held various of positions, including the Interim Head of the School of Social Sciences from September to December 2003, the Director of Research for the School of Economic Studies from 1994 to 1997, the Head of the School of Economic Studies from 1997 to 2002, and the Head of Economics from 2009 to 2011.[3][5]

While primarily working at the University of Manchester, Osborn has had other visiting positions. In May 2004, she arrived at the Department of Econometrics and Business Statistics in Monash University as an Academic Visitor. She was also the Adjunct Professor in the Department of Economics at Australian National University from July to September 2006. After, Osborn visited the School of Economics and Finance, University of Tasmania as a Visiting Fellow in 2012, and as a Visiting Professor from 2013 to 2016.[3]

External roles

Royal Economic Society (RES)

Osborn was the Conference Chair of RES in 1994, and from 1994 to 1999, she acted as a member of council and executive committee.[5] Osborn was the Inaugural Chair of Women's Committee the Council from 1996 to 1998.[7] In 1998, she became a member of the Conference of Heads of University Departments of Economics (CHUDE) steering Committee until 2003, and again in 2007. From 2004 to 2006, she participated as the Chairperson of CHUDE and she was also a member of Women's Committee from 2007 to 2011.[5] In 2015, Osborn took over the role as the Secretary-General at the Royal Economic Society, and she is the first women Secretary-General since 1890.[1][5]

Research Assessment Exercises (RAE)

Osborn participated at the UK Research Assessment Exercises 2001 (REA2001) as the Vice Chair and member of the Economics and Econometrics Panel.[8] In the UK RAE 2008, she was originally joined as member of both the Economics and Econometrics, and the Business and Management Studies Sub-Panel.[9] But later, due to the stepped down of Professor David Greenaway, Osborn became the Chair of Economics and Econometrics Sub-Panel and the member of Main Panel I.[10]

Osborn also participated at the Hong Kong Research Assessment Exercises in 2014, as a Deputy Panel Convenor of Business and Economics.[11]

Other

Research publications

Book

Selected refereed journals articles

Selected book chapters

References

  1. ^ a b "Executive Committee". www.res.org.uk. Retrieved 20 November 2019.
  2. ^ "Search for people | The University of Manchester". directory.manchester.ac.uk. Retrieved 23 November 2019.
  3. ^ a b c d e f g Osborn, Denise R.. Curriculum vitae. November 2019.
  4. ^ "Ken's PhDs". warwick.ac.uk. Retrieved 21 November 2019.
  5. ^ a b c d e f Women in Economics - a talk by Professor Denise Osborn, retrieved 24 November 2019
  6. ^ "Conference in honour of Denise R Osborn". events.manchester.ac.uk. Retrieved 21 November 2019.
  7. ^ Mitka, M. (2015). The 10th Royal Economic Society Women's Committee survey the gender balance of academic economics in the UK. Dep. of Economics and Related Studies, Univ. of York. OCLC 931974239.
  8. ^ a b c Ghysels, Eric, 1956- (2001). The econometric analysis of seasonal time series. Cambridge University Press. ISBN 978-1-139-16400-9. OCLC 817913372.((cite book)): CS1 maint: multiple names: authors list (link) CS1 maint: numeric names: authors list (link)
  9. ^ "RAE 2008 : Publications : 2007 : 03/2007 - RAE 2008: Membership of RAE2008 panels". www.rae.ac.uk. Retrieved 22 November 2019.
  10. ^ "RAE 2008 : Publications : 2009 : RAE2008 procedural information". www.rae.ac.uk. Retrieved 23 November 2019.
  11. ^ "Research Assessment Exercise (RAE) 2014". www.ugc.edu.hk. Retrieved 22 November 2019.
  12. ^ Engagement, Crawford; rsvp.crawford@anu.edu.au. "Denise Osborn". Centre for Applied Macroeconomic Analysis. Retrieved 22 November 2019.
  13. ^ "People - The University of Nottingham". www.nottingham.ac.uk. Retrieved 23 November 2019.
  14. ^ "Discover the members of the Essex Centre for Macro and Financial Econometrics | University of Essex". www.essex.ac.uk. Retrieved 23 November 2019.
  15. ^ Methodology (19 March 2010). "GSS methodology advisory committee (MAC) members". Office for National Statistics. Archived from the original on 8 January 2016. Retrieved 23 November 2019.
  16. ^ Hindrayanto, Irma; Jacobs, Jan P.A.M.; Osborn, Denise R.; Tian, Jing (December 2019). "Trend–Cycle–Seasonal Interactions: Identification and Estimation" (PDF). Macroeconomic Dynamics. 23 (8): 3163–3188. doi:10.1017/S1365100517001092. ISSN 1365-1005. S2CID 145041549.
  17. ^ Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne (August 2018). "China's increasing global influence: Changes in international growth linkages". Economic Modelling. 74: 194–206. doi:10.1016/j.econmod.2018.05.014.
  18. ^ Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos (21 October 2017). "The asymptotic behaviour of the residual sum of squares in models with multiple break points". Econometric Reviews. 36 (6–9): 667–698. doi:10.1080/07474938.2017.1307523. ISSN 0747-4938.
  19. ^ Altansukh, Gantungalag; Becker, Ralf; Bratsiotis, George; Osborn, Denise R. (January 2017). "What is the globalisation of inflation?" (PDF). Journal of Economic Dynamics and Control. 74: 1–27. doi:10.1016/j.jedc.2016.09.006. S2CID 62814687.
  20. ^ Bataa, Erdenebat; Izzeldin, Marwan; Osborn, Denise R. (May 2016). "Changes in the global oil market" (PDF). Energy Economics. 56: 161–176. doi:10.1016/j.eneco.2016.03.009.
  21. ^ Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos (22 January 2015). "Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares" (PDF). Journal of Time Series Analysis. 36 (5): 741–762. doi:10.1111/jtsa.12107. hdl:10.1111/jtsa.12107. ISSN 0143-9782. S2CID 55012382.
  22. ^ Osborn, Denise R.; Vehbi, Tugrul (February 2015). "Growth in China and the US: Effects on a small commodity exporter economy". Economic Modelling. 45: 268–277. doi:10.1016/j.econmod.2014.10.046. ISSN 0264-9993.
  23. ^ del Barrio Castro, Tomás; Osborn, Denise R.; Taylor, A.M. Robert (13 August 2014). "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests" (PDF). Econometric Reviews. 35 (1): 122–168. doi:10.1080/07474938.2013.807710. ISSN 0747-4938. S2CID 55543671.
  24. ^ Dungey, Mardi; Osborn, Denise; Raghavan, Mala (11 June 2014). "International Transmissions to Australia: The Roles of the USA and Euro Area". Economic Record. 90 (291): 421–446. doi:10.1111/1475-4932.12137. ISSN 0013-0249. S2CID 154544443.
  25. ^ Dungey, Mardi; Osborn, Denise R. (April 2014). "Modelling Large Open Economies with International Linkages: The USA and Euro Area". Journal of Applied Econometrics. 29 (3): 377–393. doi:10.1002/jae.2323.
  26. ^ Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; Dijk, Dick van (June 2014). "Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation*: Identifying changes in mean, seasonality, persistence and volatility" (PDF). Oxford Bulletin of Economics and Statistics. 76 (3): 360–388. doi:10.1111/obes.12021. S2CID 1531079.
  27. ^ Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos (October 2013). "Inference on Structural Breaks using Information Criteria: Inference on Structural Breaks using Information Criteria" (PDF). The Manchester School. 81: 54–81. doi:10.1111/manc.12017. S2CID 154703864.
  28. ^ Bataa, Erdenebat; Osborn, Denise R.; Sensier, Marianne; van Dijk, Dick (May 2013). "Structural Breaks in the International Dynamics of Inflation". Review of Economics and Statistics. 95 (2): 646–659. doi:10.1162/REST_a_00261. ISSN 0034-6535. S2CID 55276643.
  29. ^ Halunga, Andreea G.; Osborn, Denise R. (November 2012). "Ratio-based estimators for a change point in persistence". Journal of Econometrics. 171 (1): 24–31. doi:10.1016/j.jeconom.2012.05.024. ISSN 0304-4076. PMC 3688333. PMID 23805022.
  30. ^ Becker, Ralf; Osborn, Denise R.; Yildirim, Dilem (November 2012). "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates". Economic Modelling. 29 (6): 2504–2513. doi:10.1016/j.econmod.2012.08.004. ISSN 0264-9993.
  31. ^ Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M.M. (2006), "Chapter 13 Forecasting Seasonal Time Series", Handbook of Economic Forecasting, Elsevier, vol. 1, pp. 659–711, doi:10.1016/s1574-0706(05)01013-x, ISBN 978-0-444-51395-3
  32. ^ Kesriyeli, Mehtap; Osborn, Denise R.; Sensier, Marianne (2006), "Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany", Contributions to Economic Analysis, Elsevier, vol. 276, pp. 283–310, doi:10.1016/s0573-8555(05)76011-9, ISBN 978-0-444-51838-5
  33. ^ Osborn, Denise R. (1 January 2004), "Unit-Root Versus Deterministic Representations of Seasonality for Forecasting", in Clements, Michael P.; Hendry, David F. (eds.), A Companion to Economic Forecasting, Blackwell Publishing Ltd, pp. 409–431, doi:10.1002/9780470996430.ch18, ISBN 978-0-470-99643-0
  34. ^ Ghysels, Eric; Osborn, Denise R.; Rodrigues, Paulo M.M. (1 January 2003), Baltagi, Badi H. (ed.), "Seasonal Nonstationarity and Near-Nonstationarity" (PDF), A Companion to Theoretical Econometrics, Blackwell Publishing Ltd, pp. 655–677, doi:10.1002/9780470996249.ch32, ISBN 978-0-470-99624-9
  35. ^ Simpson, Paul W.; Osborn, Denise R.; Sensier, Marianne (September 2001). "Forecasting UK industrial production over the business cycle" (PDF). Journal of Forecasting. 20 (6): 405–424. doi:10.1002/for.797. ISSN 0277-6693.
  36. ^ Osborn, Denise (5 February 2018), "An Investigation into Quarterly Crime and its Relationship to the Economy", in MacDonald, Ziggy; Pyle, David (eds.), Illicit Activity (1 ed.), Routledge, pp. 75–101, doi:10.4324/9781315185194-5, ISBN 978-1-315-18519-4
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