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Publications

by members of

National Centre for Econometric Research (NCER)
Brisbane/Sydney, Australia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. Richard Dennis, 2009. "Timeless Perspective Policymaking: When is Discretion Superior?," NCER Working Paper Series 38, National Centre for Econometric Research. [Downloadable!]
  2. Betsey Stevenson & Justin Wolfers, 2009. "The Paradox of Declining Female Happiness," NBER Working Papers 14969, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Stevenson, Betsey & Wolfers, Justin, 2009. "The Paradox of Declining Female Happiness," CEPR Discussion Papers 7311, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Stevenson, Betsey & Wolfers, Justin, 2009. "The Paradox of Declining Female Happiness," IZA Discussion Papers 4200, Institute for the Study of Labor (IZA). [Downloadable!]
  5. Betsey Stevenson & Justin Wolfers, 2009. "The paradox of declining female happiness," Working Paper Series 2009-11, Federal Reserve Bank of San Francisco. [Downloadable!]
  6. Robert J Bianchi & Adam E Clements & Michael E Drew, 2009. "HACking at Non-linearity: Evidence from Stocks and Bonds," School of Economics and Finance Discussion Papers and Working Papers Series 244, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  7. Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009. "On the efficacy of techniques for evaluating multivariate volatility forecasts," NCER Working Paper Series 41, National Centre for Econometric Research. [Downloadable!]
  8. Adam Clements & Ralf Becker, 2009. "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series 43, National Centre for Econometric Research. [Downloadable!]
  9. Adam Clements & Annastiina Silvennoinen, 2009. "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series 44, National Centre for Econometric Research. [Downloadable!]
  10. Ralf Becker & Adam Clements & Christopher Coleman-Fenn, 2009. "Forecast performance of implied volatility and the impact of the volatility risk premium," NCER Working Paper Series 45, National Centre for Econometric Research. [Downloadable!]

    2008

  1. Richard Dennis, 2008. "The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics," CAMA Working Papers 2008-19, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
  2. Richard Dennis, 2008. "Model Uncertainty and Monetary Policy," NCER Working Paper Series 30, National Centre for Econometric Research. [Downloadable!]
  3. Richard Dennis, 2008. "The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics," NCER Working Paper Series 29, National Centre for Econometric Research. [Downloadable!]
  4. Richard Dennis, 2008. "Timeless perspective policymaking: When is discretion superior?," Working Paper Series 2008-21, Federal Reserve Bank of San Francisco. [Downloadable!]
  5. Richard Dennis, 2008. "Consumption-habits in a new Keynesian business cycle model," Working Paper Series 2008-35, Federal Reserve Bank of San Francisco. [Downloadable!]
  6. Richard Dennis, 2008. "Model Uncertainty And Monetary Policy," CAMA Working Papers 2009-04, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
  7. Betsey Stevenson & Justin Wolfers, 2008. "Happiness Inequality in the United States," NBER Working Papers 14220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Stevenson, Betsey & Wolfers, Justin, 2008. "Happiness Inequality in the United States," IZA Discussion Papers 3624, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Betsey Stevenson & Justin Wolfers, 2008. "Economic Growth and Subjective Well-Being: Reassessing the Easterlin Paradox," NBER Working Papers 14282, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Stevenson, Betsey & Wolfers, Justin, 2008. "Economic Growth and Subjective Well-Being: Reassessing the Easterlin Paradox," IZA Discussion Papers 3654, Institute for the Study of Labor (IZA). [Downloadable!]
  11. Betsey Stevenson & Justin Wolfers, 2008. "Economic Growth and Subjective Well-Being: Reassessing the Easterlin Paradox," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  12. Stevenson, Betsey & Wolfers, Justin, 2008. "Happiness Inequality in the United States," CEPR Discussion Papers 6929, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  13. Stevenson, Betsey & Wolfers, Justin, 2008. "Economic Growth and Subjective Well-Being: Reassessing the Easterlin Paradox," CEPR Discussion Papers 6944, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  14. Ralf Becker & Adam Clements & Andrew McClelland, 2008. "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series 24, National Centre for Econometric Research. [Downloadable!]
  15. Adam Clements & A S Hurn & K A Lindsay, 2008. "Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives," NCER Working Paper Series 34, National Centre for Econometric Research. [Downloadable!]
  16. Adam Clements & A S Hurn & K A Lindsay, 2008. "Estimating the Payoffs of Temperature-based Weather Derivatives," NCER Working Paper Series 33, National Centre for Econometric Research. [Downloadable!]
  17. A. S. Hurn & V.Pavlov, 2008. "Momentum in Australian Stock Returns: An Update," NCER Working Paper Series 23, National Centre for Econometric Research, revised 26 Feb 2008. [Downloadable!]
  18. T M Christensen & A S Hurn & K A Lindsay, 2008. "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series 25, National Centre for Econometric Research. [Downloadable!]
  19. T M Christensen & A S Hurn & K A Lindsay, 2008. "The Devil is in the Detail: Hints for Practical Optimisation," NCER Working Paper Series 32, National Centre for Econometric Research. [Downloadable!]
  20. T M Christensen & A. S. Hurn & K A Lindsay, 2008. "Discrete time-series models when counts are unobservable," NCER Working Paper Series 35, National Centre for Econometric Research. [Downloadable!]

    2007

  1. Richard Dennis & Kai Leitemo & Ulf Söderström, 2007. "Monetary policy in a small open economy with a preference for robustness," Working Paper Series 2007-04, Federal Reserve Bank of San Francisco. [Downloadable!]
  2. Dennis, Richard & Leitemo, Kai & Söderström, Ulf, 2007. "Monetary Policy in a Small Open Economy with a Preference for Robustness," CEPR Discussion Papers 6067, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco. [Downloadable!]
  4. Richard Dennis & Federico Ravenna, 2007. "Learning and optimal monetary policy," Working Paper Series 2007-19, Federal Reserve Bank of San Francisco. [Downloadable!]
  5. Betsey Stevenson & Justin Wolfers, 2007. "Marriage and divorce: changes and their driving forces," Working Paper Series 2007-03, Federal Reserve Bank of San Francisco. [Downloadable!]
  6. Betsey Stevenson & Justin Wolfers, 2007. "Marriage and Divorce: Changes and their Driving Forces," NBER Working Papers 12944, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Stevenson, Betsey & Wolfers, Justin, 2007. "Marriage and Divorce: Changes and their Driving Forces," CEPR Discussion Papers 6144, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  8. Betsey Stevenson & Justin Wolfers, 2007. "Marriage and Divorce: Changes and their Driving Forces," IZA Discussion Papers 2602, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Joseph Price & Justin Wolfers, 2007. "Racial Discrimination Among NBA Referees," NBER Working Papers 13206, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Joseph Price & Justin Wolfers, 2007. "Racial Discrimination Among NBA Referees," IZA Discussion Papers 2863, Institute for the Study of Labor (IZA). [Downloadable!]
  11. Price, Joseph & Wolfers, Justin, 2007. "Racial Discrimination Among NBA Referees," CEPR Discussion Papers 6369, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  12. Ralf Becker & Adam Clements & James Curchin, 2007. "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series 15, National Centre for Econometric Research. [Downloadable!]
  13. Adam Clements & Michael E. Drew & Evan M. Reedman, 2007. "The Death of the Overreaction Anomaly? A Multifactor Explanation of Contrarian Returns," School of Economics and Finance Discussion Papers and Working Papers Series 219, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  14. Ralf Becker & Adam Clements, 2007. "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series 18, National Centre for Econometric Research. [Downloadable!]
  15. Adam Clements & Michael E. Drew, 2007. "Institutional Homogeneity and Choice in Superannuation," School of Economics and Finance Discussion Papers and Working Papers Series 218, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  16. Ralf Becker & Adam Clements, 2007. "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series 17, National Centre for Econometric Research. [Downloadable!]
  17. Adam Clements & Gemma Dale & Michael E. Drew, 2007. "Australia’s Retail Superannuation Fund Industry: Structure, Conduct and Performance," School of Economics and Finance Discussion Papers and Working Papers Series 217, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  18. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research. [Downloadable!]
  19. Ralf Becker & Stan Hurn & Vlad Pavlov, 2007. "Modelling Spikes in Electricity Prices," NCER Working Paper Series 10, National Centre for Econometric Research. [Downloadable!]
  20. A. Hurn & J. Jeisman & K. Lindsay, 2007. "Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation," NCER Working Paper Series 9, National Centre for Econometric Research. [Downloadable!]
  21. Stan Hurn & Ralf Becker, 2007. "Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8," NCER Working Paper Series 8, National Centre for Econometric Research. [Downloadable!]

    2006

  1. Richard Dennis & Kai Leitemo & Ulf Soderstrom, 2006. "Methods for Robust Control," Working Papers 307, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  2. Dennis, Richard & Leitemo, Kai & Söderström, Ulf, 2006. "Methods for Robust Control," CEPR Discussion Papers 5638, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. Richard Dennis & Kai Leitemo & Ulf Söderström, 2006. "Methods for robust control," Working Paper Series 2006-10, Federal Reserve Bank of San Francisco. [Downloadable!]
  4. Richard Dennis & Kai Leitemo & Ulf Söderström, 2006. "Monetary Policy and Model Uncertainty in a Small Open Economy," Computing in Economics and Finance 2006 14, Society for Computational Economics.
  5. Richard Dennis, 2006. "The frequency of price adjustment and New Keynesian business cycle dynamics," Working Paper Series 2006-22, Federal Reserve Bank of San Francisco. [Downloadable!]
  6. Richard Dennis & Kai Leitemo & Ulf Soderstrom, 2006. "Methods for Robust Control," 2006 Meeting Papers 493, Society for Economic Dynamics.
  7. Richard Dennis & Kai Leitemo & Ulf Soderstrom, 2006. "Monetary Policy in a Small Open Economy with a Preference for Robustness," Working Papers 316, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  8. Andrew Leigh & Justin Wolfers, 2006. "Happiness and the Human Development Index: Australia is Not a Paradox," NBER Working Papers 11925, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Refet Gurkaynak & Justin Wolfers, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Working Papers 11929, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Gürkaynak, Refet S. & Wolfers, Justin, 2006. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," CEPR Discussion Papers 5466, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  11. Leigh, Andrew & Wolfers, Justin, 2006. "Happiness and the Human Development Index: Australia is NOT a Paradox," CEPR Discussion Papers 5476, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  12. Justin Wolfers & Eric Zitzewitz, 2006. "Five Open Questions About Prediction Markets," IZA Discussion Papers 1975, Institute for the Study of Labor (IZA). [Downloadable!]
  13. Wolfers, Justin, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," CEPR Discussion Papers 5507, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  14. Donohue, John J & Wolfers, Justin, 2006. "Uses and Abuses of Empirical Evidence in the Death Penalty Debate," CEPR Discussion Papers 5493, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  15. Andrew Leigh & Justin Wolfers, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," IZA Discussion Papers 1972, Institute for the Study of Labor (IZA). [Downloadable!]
  16. Justin Wolfers & Eric Zitzewitz, 2006. "Five Open Questions About Prediction Markets," NBER Working Papers 12060, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  17. Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," NBER Working Papers 12083, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  18. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," NBER Working Papers 12073, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  19. John J. Donohue III & Justin Wolfers, 2006. "Uses and Abuses of Empirical Evidence in the Death Penalty Debate," NBER Working Papers 11982, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  20. Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," NBER Working Papers 11989, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  21. Andrew Leigh & Justin Wolfers, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," NBER Working Papers 12053, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  22. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," IZA Discussion Papers 1996, Institute for the Study of Labor (IZA). [Downloadable!]
  23. Justin Wolfers & Eric Zitzewitz, 2006. "Prediction Markets in Theory and Practice," IZA Discussion Papers 1991, Institute for the Study of Labor (IZA). [Downloadable!]
  24. Andrew Leigh & Justin Wolfers, 2006. "Happiness and the Human Development Index: Australia Is Not a Paradox," IZA Discussion Papers 1916, Institute for the Study of Labor (IZA). [Downloadable!]
  25. John J. Donohue III & Justin Wolfers, 2006. "Uses and Abuses of Empirical Evidence in the Death Penalty Debate," IZA Discussion Papers 1949, Institute for the Study of Labor (IZA). [Downloadable!]
  26. Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," IZA Discussion Papers 1944, Institute for the Study of Labor (IZA). [Downloadable!]
  27. Justin Wolfers & Eric Zitzewitz, 2006. "Five open questions about prediction markets," Working Paper Series 2006-06, Federal Reserve Bank of San Francisco. [Downloadable!]
  28. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Partisan impacts on the economy: evidence from prediction markets and close elections," Working Paper Series 2006-08, Federal Reserve Bank of San Francisco. [Downloadable!]
  29. Leigh, Andrew & Wolfers, Justin, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," CEPR Discussion Papers 5555, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  30. Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," CEPR Discussion Papers 5578, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  31. Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," CEPR Discussion Papers 5591, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  32. Wolfers, Justin & Zitzewitz, Eric, 2006. "Five Open Questions About Prediction Markets," CEPR Discussion Papers 5562, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  33. Justin Wolfers & Eric Zitzewitz, 2006. "Interpreting Prediction Market Prices as Probabilities," IZA Discussion Papers 2092, Institute for the Study of Labor (IZA). [Downloadable!]
  34. Justin Wolfers & Eric Zitzewitz, 2006. "Interpreting prediction market prices as probabilities," Working Paper Series 2006-11, Federal Reserve Bank of San Francisco. [Downloadable!]
  35. Justin Wolfers & Eric Zitzewitz, 2006. "Interpreting Prediction Market Prices as Probabilities," NBER Working Papers 12200, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  36. Wolfers, Justin & Zitzewitz, Eric, 2006. "Interpreting Prediction Market Prices as Probabilities," CEPR Discussion Papers 5676, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  37. Laura Veldkamp & Justin Wolfers, 2006. "Aggregate shocks or aggregate information? costly information and business cycle comovement," Working Paper Series 2006-26, Federal Reserve Bank of San Francisco. [Downloadable!]
  38. Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," NBER Working Papers 12557, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  39. Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," IZA Discussion Papers 2339, Institute for the Study of Labor (IZA). [Downloadable!]
  40. Veldkamp, Laura & Wolfers, Justin, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," CEPR Discussion Papers 5898, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  41. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2006. "Party Influence in Congress and the Economy," NBER Working Papers 12751, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  42. Laura Veldkamp & Justin Wolfers, 2006. "An Information-Based Explanation for Industry Comovement," 2006 Meeting Papers 359, Society for Economic Dynamics.
  43. Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," Working Papers 06-12, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
  44. Wolfers, Justin & Zitzewitz, Eric, 2006. "Prediction Markets in Theory and Practice," Research Papers 1927, Stanford University, Graduate School of Business. [Downloadable!]
  45. Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2006. "Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections," Research Papers 1928, Stanford University, Graduate School of Business. [Downloadable!]
  46. Adam Clements & Stan Hurn & Scott White, 2006. "Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3," NCER Working Paper Series 3, National Centre for Econometric Research. [Downloadable!]
  47. Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  48. Stan Hurn & J.Jeisman & K.A. Lindsay, 2006. "Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation," Stan Hurn Discussion Papers 2006-01, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  49. Stan Hurn & J.Jeisman & K.A. Lindsay, 2006. "Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations," Stan Hurn Discussion Papers 2006, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  50. Stan Hurn & J.Jeisman & K.A. Lindsay, 2006. "Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2," NCER Working Paper Series 2, National Centre for Econometric Research. [Downloadable!]

    2005

  1. Richard Dennis, 2005. "Robust control with commitment: a modification to Hansen-Sargent," Working Papers in Applied Economic Theory 2005-20, Federal Reserve Bank of San Francisco. [Downloadable!]
  2. Justin Wolfers, 2005. "Measuring the Effects of Employment Protection on Job Flows: Evidence from Seasonal Cycles," Computing in Economics and Finance 2005 98, Society for Computational Economics. [Downloadable!]
  3. Refet S. Gürkaynak & Justin Wolfers, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," IZA Discussion Papers 1899, Institute for the Study of Labor (IZA). [Downloadable!]
  4. Refet S. Gürkaynak & Justin Wolfers, 2005. "Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk," Working Paper Series 2005-26, Federal Reserve Bank of San Francisco. [Downloadable!]
  5. Andrew Leigh & Justin Wolfers, 2005. "Happiness and the Human Development Index: Australia is Not a Paradox," CEPR Discussion Papers 505, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
  6. Andrew Leigh & Justin Wolfers, 2005. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," CEPR Discussion Papers 502, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
  7. Adam Clements & Scott White, 2005. "Non-linear filtering with state dependant transition probabilities: A threshold (size effect) SV model," School of Economics and Finance Discussion Papers and Working Papers Series 191, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  8. Adam Clements & Scott White, 2005. "Nonlinear Filtering for Stochastic Volatility Models with Heavy Tails and Leverage," School of Economics and Finance Discussion Papers and Working Papers Series 192, School of Economics and Finance, Queensland University of Technology. [Downloadable!]

    2004

  1. Richard Dennis, 2004. "New Keynesian Optimal-Policy Models: An Empirical Assessment," Royal Economic Society Annual Conference 2004 152, Royal Economic Society. [Downloadable!]
  2. Richard Dennis, 2004. "Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies," Working Papers in Applied Economic Theory 2004-17, Federal Reserve Bank of San Francisco. [Downloadable!]
  3. Justin Wolfers & Eric Zitzewitz, 2004. "Prediction Markets," NBER Working Papers 10504, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. N. Gregory Mankiw & Ricardo Augusto Marc Rocha Reis & Justin Wolfers, 2004. "Disagreement about Inflation Expectations," Yale School of Management Working Papers ysm391, Yale School of Management. [Downloadable!]
  5. Wolfers, Justin & Zitzewitz, Eric, 2004. "Prediction Markets," Research Papers 1854, Stanford University, Graduate School of Business. [Downloadable!]
  6. Scott I White & Ralf Becker & Adam E Clements, 2004. "Forward looking information in S&P 500 options," Econometric Society 2004 Australasian Meetings 233, Econometric Society. [Downloadable!]
  7. Scott I. White & Adam E. Clements & Stan Hurn, 2004. "Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility," Econometric Society 2004 Australasian Meetings 46, Econometric Society. [Downloadable!]
  8. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society. [Downloadable!]

    2003

  1. Richard Dennis, 2003. "Inferring policy objectives from economic outcomes," Working Papers in Applied Economic Theory 2003-05, Federal Reserve Bank of San Francisco. [Downloadable!]
  2. Richard Dennis, 2003. "New Keynesian optimal-policy models: an empirical assessment," Working Papers in Applied Economic Theory 2003-16, Federal Reserve Bank of San Francisco. [Downloadable!]
  3. Ulf Soderstrom & Richard Dennis, 2003. "How Important is Precommitment for Monetary Policy?," Computing in Economics and Finance 2003 49, Society for Computational Economics.
  4. Justin Wolfers, 2003. "Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results," NBER Working Papers 10014, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Andrew Leigh & Justin Wolfers & Eric Zitzewitz, 2003. "What Do Financial Markets Think of War in Iraq?," NBER Working Papers 9587, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Justin Wolfers, 2003. "Is Business Cycle Volatility Costly? Evidence from Surveys of Subjective Wellbeing," NBER Working Papers 9619, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. N. Gregory Mankiw & Ricardo Reis & Justin Wolfers, 2003. "Disagreement about Inflation Expectations," NBER Working Papers 9796, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Betsey Stevenson & Justin Wolfers, 2003. "Bargaining in the Shadow of the Law: Divorce Laws and Family Distress," NBER Working Papers 10175, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. N. Gregory Mankiw & Ricardo Reis & Justin Wolfers, 2003. "Disagreement about Inflation Expectations," Harvard Institute of Economic Research Working Papers 2011, Harvard - Institute of Economic Research. [Downloadable!]
  10. Mankiw, N. Gregory & Reis, Ricardo & Wolfers, Justin, 2003. "Disagreement about Inflation Expectations," Research Papers 1807, Stanford University, Graduate School of Business. [Downloadable!]
  11. Wolfers, Justin, 2003. "Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results," Research Papers 1819, Stanford University, Graduate School of Business. [Downloadable!]
  12. Leigh, Andrew & Wolfers, Justin & Zitzewitz, Eric, 2003. "What do Financial Markets Think of War in Iraq?," Research Papers 1785, Stanford University, Graduate School of Business. [Downloadable!]
  13. Wolfers, Justin, 2003. "Is Business Cycle Volatility Costly? Evidence from Surveys of Subjective Well-Being," Research Papers 1751r, Stanford University, Graduate School of Business. [Downloadable!]
  14. Stevenson, Betsey & Wolfers, Justin, 2003. "Bargaining in the Shadow of the Law: Divorce Laws and Family Distress," Research Papers 1828, Stanford University, Graduate School of Business. [Downloadable!]
  15. Adam Clements & Michael E. Drew, 2003. "Investor Expectations and Systematic Risk," School of Economics and Finance Discussion Papers and Working Papers Series 129, School of Economics and Finance, Queensland University of Technology. [Downloadable!]

    2002

  1. Richard Dennis & Ulf Soderstrom, 2002. "How important is precommitment for monetary policy?," Working Papers in Applied Economic Theory 2002-10, Federal Reserve Bank of San Francisco. [Downloadable!]
  2. Richard Dennis, 2002. "Exploring the role of the real exchange rate in Australian monetary policy," Working Papers in Applied Economic Theory 2002-19, Federal Reserve Bank of San Francisco. [Downloadable!]
  3. Dennis, Richard & Söderström, Ulf, 2002. "How Important Is Precommitment for Monetary Policy?," Working Paper Series 139, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
  4. Wolfers, Justin, 2002. "Are Voters Rational? Evidence from Gubernatorial Elections," Research Papers 1730, Stanford University, Graduate School of Business. [Downloadable!]
  5. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002. "A smooth-transition model of the Australian unemployment rate," Working Paper Series 1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003. [Downloadable!]

    2001

  1. Richard Dennis, 2001. "The policy preferences of the U.S. Federal Reserve," Working Papers in Applied Economic Theory 2001-08, Federal Reserve Bank of San Francisco. [Downloadable!]
  2. Richard Dennis, 2001. "Optimal policy in rational-expectations models: new solution algorithms," Working Papers in Applied Economic Theory 2001-09, Federal Reserve Bank of San Francisco. [Downloadable!]
  3. Richard Dennis, 2001. "Pre-commitment, the timeless perspective, and policymaking from behind a veil of uncertainty," Working Papers in Applied Economic Theory 2001-19, Federal Reserve Bank of San Francisco. [Downloadable!]
  4. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2001. "Modelling Wages and Prices in Australia," Working Paper Series 1202, Department of Economics, Norwegian University of Science and Technology, revised 30 Sep 2005. [Downloadable!]
  5. Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  6. R. Becker & W. Enders & S. Hurn, 2001. "Modelling Structural Change in Money Demand Using a Fourier-Series Approximation," Research Paper Series 67, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

    2000

  1. Richard Dennis, 2000. "Steps toward identifying central bank policy preferences," Working Papers in Applied Economic Theory 2000-13, Federal Reserve Bank of San Francisco. [Downloadable!]
  2. Richard Dennis, 2000. "Solving for optimal simple rules in rational expectations models," Working Papers in Applied Economic Theory 2000-14, Federal Reserve Bank of San Francisco. [Downloadable!]
  3. Richard Dennis, 2000. "Optimal simple targeting rules for small open economies," Working Papers in Applied Economic Theory 2000-20, Federal Reserve Bank of San Francisco. [Downloadable!]

    1999

  1. Olivier Blanchard & Justin Wolfers, 1999. "The Role of Shocks and Institutions in the Rise of European Unemployment: The Aggregate Evidence," NBER Working Papers 7282, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 1999. "The Generic Properties of Equilibrium Correction Mechanisms," Working Paper Series 0402, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]

    1998

  1. Creedy, J. & Hurn, S., 1998. "Distributional Preferences and the Extended Gini Measures of Inequality," Department of Economics - Working Papers Series 619, The University of Melbourne.

    1996

  1. Hurn, A.S. & Lindsay, K.A., 1996. "Time Series Evidence of Global Warming," Department of Economics - Working Papers Series 502, The University of Melbourne.

    1995

  1. Hurn, A.S., 1995. "The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation," Department of Economics - Working Papers Series 471, The University of Melbourne.
  2. Hurn, A.S., 1995. "Modelling the Lifespan of Human T Lymphocyte Subsets," Department of Economics - Working Papers Series 496, The University of Melbourne.
  3. Hurn, A.S. & Lindsay, K.A., 1995. "Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods," Department of Economics - Working Papers Series 472, The University of Melbourne.
  4. Hurn, A.S. & McDonald, A.D., 1995. "Isolating Cyclical Patterns in Irregular Time Series Data," Department of Economics - Working Papers Series 473, The University of Melbourne.

    1994

  1. Hurn, A.S. & McDonald, A.D., 1994. "Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market," Papers 1994-11, Tasmania - Department of Economics.

    1993

  1. McDonald, A.D. & Hurn, A.S., 1993. "Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments," Papers 1993-10, Tasmania - Department of Economics.

    Undated

  1. Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, . "Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise," Working Papers 9806, Department of Economics, University of Glasgow. [Downloadable!]

Journal articles

    2009

  1. Richard Dennis, 2009. "Consumption Habits in a New Keynesian Business Cycle Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(5), pages 1015-1030, 08. [Downloadable!] (restricted)
  2. Dennis, Richard & Leitemo, Kai & Söderström, Ulf, 2009. "Methods for robust control," Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1604-1616, August. [Downloadable!] (restricted)
  3. Justin Wolfers & Eric Zitzewitz, 2009. "Using Markets to Inform Policy: The Case of the Iraq War," Economica, London School of Economics and Political Science, vol. 76(302), pages 225-250, 04. [Downloadable!] (restricted)
  4. Betsey Stevenson & Justin Wolfers, 2009. "The Paradox of Declining Female Happiness," American Economic Journal: Economic Policy, American Economic Association, vol. 1(2), pages 190-225, August. [Downloadable!]
  5. Becker, Ralf & Clements, Adam E. & McClelland, Andrew, 2009. "The jump component of S&P 500 volatility and the VIX index," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1033-1038, June. [Downloadable!] (restricted)

    2008

  1. Dennis, Richard & Ravenna, Federico, 2008. "Learning and optimal monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1964-1994, June. [Downloadable!] (restricted)
  2. Richard Dennis, 2008. "Monetary policy and asset markets: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 11. [Downloadable!]
  3. Tim Larsen & Joe Price & Justin Wolfers, 2008. "Racial Bias in the NBA: Implications in Betting Markets," Journal of Quantitative Analysis in Sports, Berkeley Electronic Press, vol. 4(2), pages 7. [Downloadable!] (restricted)
  4. Betsey Stevenson & Justin Wolfers, 2008. "Happiness Inequality in the United States," Journal of Legal Studies, University of Chicago Press, vol. 37(S2), pages S33-S79, 06. [Downloadable!] (restricted)
  5. Becker, Ralf & Clements, Adam E., 2008. "Are combination forecasts of S&P 500 volatility statistically superior?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 122-133. [Downloadable!] (restricted)
  6. Adam Clements & Jérôme Collet, 2008. "Do common volatility models capture cyclical behaviour in volatility?," Applied Financial Economics, Taylor and Francis Journals, vol. 18(7), pages 599-604. [Downloadable!] (restricted)
  7. Hurn, Stan & Lindsay, kenneth, 2008. "Practitioner's Corner: Introduction," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 38(2), pages 343-343, September. [Downloadable!]
  8. Christensen, T.M. & Hurn, A.S. & Lindsay, K.A., 2008. "The Devil is in the Detail: Hints for Practical Optimisation," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 38(2), pages 345-368, September. [Downloadable!]

    2007

  1. Dennis, Richard, 2007. "Optimal Policy In Rational Expectations Models: New Solution Algorithms," Macroeconomic Dynamics, Cambridge University Press, vol. 11(01), pages 31-55, February. [Downloadable!]
  2. Richard Dennis & John C. Williams, 2007. "Monetary policy, transparency, and credibility: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 25. [Downloadable!]
  3. Richard Dennis, 2007. "Fixing the New Keynesian Phillips Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 30. [Downloadable!]
  4. Erik Snowberg & Justin Wolfers & Eric Zitzewitz, 2007. "Partisan Impacts on the Economy: Evidence From Prediction Markets and Close Elections," The Quarterly Journal of Economics, MIT Press, vol. 122(2), pages 807-829, 05. [Downloadable!] (restricted)
  5. Veldkamp, Laura & Wolfers, Justin, 2007. "Aggregate shocks or aggregate information? Costly information and business cycle comovement," Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 37-55, September. [Downloadable!] (restricted)
  6. Betsey Stevenson & Justin Wolfers, 2007. "Marriage and Divorce: Changes and their Driving Forces," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 27-52, Spring.
  7. John Donohue & Justin Wolfers, 2007. "Letter: A Reply to Rubin on the Death Penalty," The Economists' Voice, Berkeley Electronic Press, vol. 3(5), pages 5. [Downloadable!]
  8. Justin Wolfers & Eric Zitzewitz, 2007. "Experimental Political Betting Markets and the 2004 Election," The Economists' Voice, Berkeley Electronic Press, vol. 1(2), pages 1. [Downloadable!]
  9. John Donohue & Justin Wolfers, 2007. "The Death Penalty: No Evidence for Deterrence," The Economists' Voice, Berkeley Electronic Press, vol. 3(5), pages 3. [Downloadable!]
  10. Becker, Ralf & Clements, Adam E. & White, Scott I., 2007. "Does implied volatility provide any information beyond that captured in model-based volatility forecasts?," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2535-2549, August. [Downloadable!] (restricted)
  11. Chen, En-Te (John) & Clements, Adam, 2007. "S&P 500 implied volatility and monetary policy announcements," Finance Research Letters, Elsevier, vol. 4(4), pages 227-232, December. [Downloadable!] (restricted)
  12. GUNNAR BÅRDSEN & STAN HURN & ZOË MCHUGH, 2007. "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 143-158, 06. [Downloadable!] (restricted)
  13. Ralf Becker & Stan Hurn & Vlad Pavlov, 2007. "Modelling Spikes in Electricity Prices," The Economic Record, The Economic Society of Australia, vol. 83(263), pages 371-382, December. [Downloadable!] (restricted)
  14. Walter Enders & Stan Hurn, 2007. "Identifying aggregate demand and supply shocks in a small open economy," Oxford Economic Papers, Oxford University Press, vol. 59(3), pages 411-429, July. [Downloadable!] (restricted)

    2006

  1. Richard Dennis, 2006. "The policy preferences of the US Federal Reserve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 55-77. [Downloadable!]
  2. Richard Dennis & John C. Williams, 2006. "Labor markets and the macroeconomy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 21. [Downloadable!]
  3. Dennis, Richard & Soderstrom, Ulf, 2006. "How Important Is Precommitment for Monetary Policy?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 847-872, June. [Downloadable!] (restricted)
  4. Betsey Stevenson & Justin Wolfers, 2006. "Bargaining in the Shadow of the Law: Divorce Laws and Family Distress," The Quarterly Journal of Economics, MIT Press, vol. 121(1), pages 267-288, 02. [Downloadable!] (restricted)
  5. Andrew Leigh & Justin Wolfers, 2006. "Happiness and the Human Development Index: Australia Is Not a Paradox," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 39(2), pages 176-184, 06. [Downloadable!] (restricted)
  6. Justin Wolfers, 2006. "New uses for new macro derivatives," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Aug 25. [Downloadable!]
  7. Andrew Leigh & Justin Wolfers, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," The Economic Record, The Economic Society of Australia, vol. 82(258), pages 325-340, 09. [Downloadable!] (restricted)
  8. Justin Wolfers, 2006. "Diagnosing Discrimination: Stock Returns and CEO Gender," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 531-541, 04-05. [Downloadable!] (restricted)
  9. Justin Wolfers, 2006. "Point Shaving: Corruption in NCAA Basketball," American Economic Review, American Economic Association, vol. 96(2), pages 279-283, May. [Downloadable!]
  10. Justin Wolfers, 2006. "Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results," American Economic Review, American Economic Association, vol. 96(5), pages 1802-1820, December. [Downloadable!]
  11. Becker, Ralf & Clements, Adam E. & White, Scott I., 2006. "On the informational efficiency of S&P500 implied volatility," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 139-153, August. [Downloadable!] (restricted)
  12. Hurn, Stan & Siklos, Pierre L., 2006. "Asset pricing puzzles in finance: Introduction," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 103-105, August. [Downloadable!] (restricted)

    2005

  1. Richard Dennis, 2005. "Inflation targeting under commitment and discretion," Economic Review, Federal Reserve Bank of San Francisco, pages 1-13. [Downloadable!]
  2. Richard Dennis & John Williams, 2005. "Fiscal and monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 10. [Downloadable!]
  3. Richard Dennis, 2005. "Uncertainty and monetary policy," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Nov 30. [Downloadable!]

    2004

  1. Richard Dennis & Tao Wu, 2004. "Interest rates and monetary policy: conference summary," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 4. [Downloadable!]
  2. Richard Dennis & Jose A. Lopez, 2004. "Policy applications of a global macroeconomic model," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 11. [Downloadable!]
  3. Richard Dennis, 2004. "New Keynesian models and their fit to the data," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jul 9. [Downloadable!]
  4. Dennis, Richard, 2004. "Solving for optimal simple rules in rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1635-1660, June. [Downloadable!] (restricted)
  5. Dennis R. & Lopez J.A., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 165-169, April. [Downloadable!] (restricted)
  6. Justin Wolfers & Eric Zitzewitz, 2004. "Prediction Markets," Journal of Economic Perspectives, American Economic Association, vol. 18(2), pages 107-126, Spring. [Downloadable!] (restricted)
  7. Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 2004. "Linearizations and Equilibrium Correction Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 8(4), pages 1203-1203. [Downloadable!] (restricted)

    2003

  1. Richard Dennis, 2003. "Exploring the Role of the Real Exchange Rate in Australian Monetary Policy," The Economic Record, The Economic Society of Australia, vol. 79(244), pages 20-38, 03. [Downloadable!] (restricted)
  2. Richard Dennis, 2003. "Time-inconsistent monetary policies: recent research," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 11. [Downloadable!]
  3. Richard Dennis & Glenn D. Rudebusch, 2003. "Finance and macroeconomics," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 2. [Downloadable!]
  4. Wolfers, Justin, 2003. "Is Business Cycle Volatility Costly? Evidence from Surveys of Subjective Well-Being," International Finance, Blackwell Publishing, vol. 6(1), pages 1-26, Spring. [Downloadable!] (restricted)
  5. Clements A. & Hurn S. & Lindsay K., 2003. "Mobius-Like Mappings and Their Use in Kernel Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 993-1000, January. [Downloadable!] (restricted)
  6. James Forder & Stan Hurn, 2003. "Dollar-Deutschemark Polarisation: Comparing The Pound And Franc," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(3), pages 217-231, 08. [Downloadable!] (restricted)
  7. A. S. Hurn & K. A. Lindsay & V. L. Martin, 2003. "On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(1), pages 45-63, 01. [Downloadable!] (restricted)

    2002

  1. Richard Dennis, 2002. "Inferring policy objectives from policy actions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 5. [Downloadable!]
  2. Enders, Walter & Hurn, Stan, 2002. "Asymmetric price adjustment and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 395-412, September. [Downloadable!] (restricted)
  3. Hurn, A S & Lindsay, K A, 2002. " On the Specification of the Drift and Diffusion Functions for Continuous-Time Models of the Spot Interest Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 547-64, December. [Downloadable!] (restricted)

    2001

  1. Dennis, Richard, 2001. "Inflation Expectations and the Stability Properties of Nominal GDP Targeting," Economic Journal, Royal Economic Society, vol. 111(468), pages 103-13, January. [Downloadable!] (restricted)
  2. Richard Dennis, 2001. "Monetary policy and exchange rates in small open economies," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 25. [Downloadable!]

    2000

  1. Blanchard, Olivier & Wolfers, Justin, 2000. "The Role of Shocks and Institutions in the Rise of European Unemployment: The Aggregate Evidence," Economic Journal, Royal Economic Society, vol. 110(462), pages C1-33, March. [Downloadable!] (restricted)

    1999

  1. Dennis, Richard, 1999. "Discretionary monetary policy with costly inflation," Economics Letters, Elsevier, vol. 65(1), pages 91-96, October. [Downloadable!] (restricted)
  2. Amiel, Yoram & Creedy, John & Hurn, Stan, 1999. " Measuring Attitudes towards Inequality," Scandinavian Journal of Economics, Blackwell Publishing, vol. 101(1), pages 83-96, March. [Downloadable!] (restricted)

    1997

  1. Richard Dennis, 1997. "Bandwidth, bandlength, and inflation targeting: some observations," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 60, March. [Downloadable!]

    1996

  1. Hurn, A S & Muscatelli, V A, 1996. "Modelling the Demand for M4 in the U.K," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 64(1), pages 70-78, March.

    1995

  1. Hurn, A S & McDonald, A D & Moody, T, 1995. "In Search of Time-Varying Term Premia in the London Interbank Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 42(2), pages 152-64, May.
  2. Hurn, A Stan & Moody, Terry & Muscatelli, V Anton, 1995. "The Term Structure of Interest Rates in the London Interbank Market," Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 419-36, July.

    1994

  1. Enders, Walter & Hurn, Stan, 1994. "Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim," Review of International Economics, Blackwell Publishing, vol. 2(2), pages 179-90, June.
  2. Hurn, A S & Wright, Robert E, 1994. "Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data," Economic Journal, Royal Economic Society, vol. 104(423), pages 363-71, March. [Downloadable!] (restricted)

    1993

  1. Hurn, A S, 1993. "Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data," Scottish Journal of Political Economy, Scottish Economic Society, vol. 40(3), pages 311-22, August.
  2. A.S. Hurn, 1993. "The Money-income Causality Debate in South Africa: Reply," South African Journal of Economics, Economic Society of South Africa, vol. 61(1), pages 58-60, 03. [Downloadable!] (restricted)

    1992

  1. Hurn, A S & Muscatelli, V A, 1992. "Testing Superexogeneity: The Demand for Broad Money in the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(4), pages 543-56, November.
  2. Muscatelli, Vito Antonio & Hurn, A Stan, 1992. " Cointegration and Dynamic Time Series Models," Journal of Economic Surveys, Blackwell Publishing, vol. 6(1), pages 1-43.
  3. A.S. Hurn & V.A. Muscatelli, 1992. "The Long-run Properties of the Demand for M3 in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 60(2), pages 93-101, 06. [Downloadable!] (restricted)

    1991

  1. A.S. Hurn, 1991. "Causality, Predictability and Monetary Targets in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 59(4), pages 229-241, December. [Downloadable!] (restricted)

Chapters

    2008

  1. Justin Wolfers, 2008. "Comment on "Marriage and Divorce since World War II: Analyzing the Role of Technological Progress on the Formation of Households"," NBER Chapters, in: NBER Macroeconomics Annual 2008 National Bureau of Economic Research, Inc. [Downloadable!]

    2005

  1. Refet Gurkaynak & Justin Wolfers, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005 National Bureau of Economic Research, Inc. [Downloadable!]

    2004

  1. N. Gregory Mankiw & Ricardo Reis & Justin Wolfers, 2004. "Disagreement about Inflation Expectations," NBER Chapters, in: NBER Macroeconomics Annual 2003, Volume 18, pages 209-270 National Bureau of Economic Research, Inc. [Downloadable!]
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