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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 | Books | Chapters |

Working papers

Undated material is listed at the end

2013

  1. Adam Clements & Yin Liao, 2013. "The dynamics of co-jumps, volatility and correlation," NCER Working Paper Series 91, National Centre for Econometric Research.
  2. Adam E Clements & Yin Liao, 2013. "Modeling and forecasting realized volatility: getting the most out of the jump component," NCER Working Paper Series 93, National Centre for Econometric Research.
  3. Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2013. "On the Benefits of Equicorrelation," NCER Working Paper Series 99, National Centre for Econometric Research.
  4. Francine D. Blau & Lawrence M. Kahn, 2013. "Female Labor Supply: Why is the US Falling Behind?," NBER Working Papers 18702, National Bureau of Economic Research, Inc.
  5. Kahn, Lawrence M., 2013. "The Structure of the Permanent Job Wage Premium: Evidence from Europe," IZA Discussion Papers 7623, Institute for the Study of Labor (IZA).
  6. Dominik Schreyer & Sascha L. Schmidt & Benno Torgler, 2013. "Any Given Sunday: How Season Ticket Holders' Time of Stadium Entrance Is Influenced by Outcome Uncertainty," CREMA Working Paper Series 2013-21, Center for Research in Economics, Management and the Arts (CREMA).

2012

  1. Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012. "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series 80, National Centre for Econometric Research.
  2. Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2012. "Selecting forecasting models for portfolio allocation," NCER Working Paper Series 85, National Centre for Econometric Research.
  3. Adam Clements & Joanne Fuller, 2012. "Forecasting increases in the VIX: A time-varying long volatility hedge for equities," NCER Working Paper Series 88, National Centre for Econometric Research.
  4. Blau, Francine D. & Kahn, Lawrence M., 2012. "Immigration and the Distribution of Incomes," IZA Discussion Papers 6921, Institute for the Study of Labor (IZA).
  5. Stephen Hogg & Stan Hurn & Stuart McDonald & Alicia Rambaldi, 2012. "A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing," NCER Working Paper Series 86, National Centre for Econometric Research.
  6. Verena Jung & Sascha L. Schmidt & Benno Torgler, 2012. "What Shapes Young Elite Athletes' Perception of Chances in an Environment of Great Uncertainty?," School of Economics and Finance Discussion Papers and Working Papers Series 292, School of Economics and Finance, Queensland University of Technology.
  7. Daniel Hogele & Sascha L. Schmidt & Benno Torgler, 2012. "The Influence of Superstars on Organizational Identification of External Stakeholders: Empirical Findings from Professional Soccer," School of Economics and Finance Discussion Papers and Working Papers Series 294, School of Economics and Finance, Queensland University of Technology.
  8. Verena Jung & Sascha L. Schmidt & Benno Torgler, 2012. "Antecedents of Attitudes Towards Risky Career Choices," CREMA Working Paper Series 2012-20, Center for Research in Economics, Management and the Arts (CREMA).

2011

  1. Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith, 2011. "Forecasting Equicorrelation," NCER Working Paper Series 72, National Centre for Econometric Research, revised 29 Aug 2011.
  2. Adam E Clements & Annastiina Silvennoinen, 2011. "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series 76, National Centre for Econometric Research.
  3. Francine D. Blau & Lawrence M. Kahn, 2011. "The Feasibility and Importance of Adding Measures of Actual Experience to Cross-Sectional Data Collection," NBER Working Papers 17241, National Bureau of Economic Research, Inc.
  4. Francine D. Blau & Lawrence M. Kahn, 2011. "Substitution Between Individual and Cultural Capital: Pre-Migration Labor Supply, Culture and US Labor Market Outcomes Among Immigrant Women," NBER Working Papers 17275, National Bureau of Economic Research, Inc.

2010

  1. Amir Rubin & Daniel Smith, 2010. "Comparing Different Explanations of the Volatility Trend," NCER Working Paper Series 68, National Centre for Econometric Research.
  2. Adam Clements & Annastiina Silvennoinen, 2010. "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series 54, National Centre for Econometric Research, revised 06 May 2010.
  3. Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Cholesky-MIDAS model for predicting stock portfolio volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 149, Economics, The Univeristy of Manchester.
  4. Ralf Becker & Adam Clements & Robert O'Neill, 2010. "A Kernel Technique for Forecasting the Variance-Covariance Matrix," NCER Working Paper Series 66, National Centre for Econometric Research.
  5. Ralf Becker & Adam Clements, 2010. "Volatility and the role of order book structure," NCER Working Paper Series 64, National Centre for Econometric Research.
  6. Kahn, Lawrence M., 2010. "Labor Market Policy: A Comparative View on the Costs and Benefits of Labor Market Flexibility," IZA Discussion Papers 5100, Institute for the Study of Labor (IZA).
  7. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers 2010-02, School of Economics and Management, University of Aarhus.
  8. Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010. "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series 65, National Centre for Econometric Research.

2009

  1. Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2009. "Evaluating Value-at-Risk models via Quantile Regression," Economics Working Papers we094625, Universidad Carlos III, Departamento de Economía.
  2. 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.
  3. Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009. "Evaluating multivariate volatility forecasts," NCER Working Paper Series 41, National Centre for Econometric Research, revised 25 Nov 2009.
  4. Adam Clements & Ralf Becker, 2009. "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series 43, National Centre for Econometric Research.
  5. 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.
  6. 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.
  7. Kahn, Lawrence M., 2009. "The Economics of Discrimination: Evidence from Basketball," IZA Discussion Papers 3987, Institute for the Study of Labor (IZA).
  8. Kahn, Lawrence M., 2009. "Temporary Jobs and Job Search Effort in Europe," IZA Discussion Papers 4020, Institute for the Study of Labor (IZA).
  9. Bridgewater, Sue & Kahn, Lawrence M. & Goodall, Amanda H., 2009. "Substitution between Managers and Subordinates: Evidence from British Football," IZA Discussion Papers 4589, Institute for the Study of Labor (IZA).
  10. Vlad Pavlov & Stan Hurn, 2009. "Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy," NCER Working Paper Series 52, National Centre for Econometric Research.
  11. Tim M Christensen & Stan Hurn & Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research.

2008

  1. 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.
  2. 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.
  3. 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.
  4. Goodall, Amanda H. & Kahn, Lawrence M. & Oswald, Andrew J., 2008. "Why Do Leaders Matter? The Role of Expert Knowledge," IZA Discussion Papers 3583, Institute for the Study of Labor (IZA).
  5. Francine D. Blau & Lawrence M. Kahn & Kerry L. Papps, 2008. "Gender, Source Country Characteristics and Labor Market Assimilation Among Immigrants: 1980-2000," NBER Working Papers 14387, National Bureau of Economic Research, Inc.
  6. Francine D. Blau & Lawrence M. Kahn & Albert Yung-Hsu Liu & Kerry L. Papps, 2008. "The Transmission of Women's Fertility, Human Capital and Work Orientation Across Immigrant Generations," NBER Working Papers 14388, National Bureau of Economic Research, Inc.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Benno Torgler & Markus Schaffner & Sascha L. Schmidt & Bruno S.Frey, 2008. "Do Employees Care About Their Relative Position? Behavioural Evidence Focusing on Performance," School of Economics and Finance Discussion Papers and Working Papers Series 231, School of Economics and Finance, Queensland University of Technology, revised 16 Jun 2008.
  12. Benno Torgler & Markus Schaffner & Bruno S. Frey & Sascha L. Schmidt, 2008. "Looking Awkward When Winning and Foolish When Losing: Inequity Aversion and Performance in the Field," CREMA Working Paper Series 2008-11, Center for Research in Economics, Management and the Arts (CREMA).
  13. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2008. "The Power of Positional Concerns," CREMA Working Paper Series 2008-07, Center for Research in Economics, Management and the Arts (CREMA).
  14. Benno Torgler & Bruno S. Frey & Markus Schaffner & Sascha L. Schmidt, 2008. "A Crowding-out Effect for Relative Income," CREMA Working Paper Series 2008-20, Center for Research in Economics, Management and the Arts (CREMA).
  15. Benno Torgler & Markus Schaffner & Bruno S. Frey & Sascha L. Schmidt & Uwe Dulleck, 2008. "Inequality Aversion and Performance in and on the Field," NCER Working Paper Series 36, National Centre for Econometric Research.

2007

  1. 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.
  2. 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.
  3. Ralf Becker & Adam Clements, 2007. "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series 18, National Centre for Econometric Research.
  4. 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.
  5. 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.
  6. 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.
  7. Kahn, Lawrence M., 2007. "Employment Protection Reforms, Employment and the Incidence of Temporary Jobs in Europe: 1995–2001," IZA Discussion Papers 3241, Institute for the Study of Labor (IZA).
  8. 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.
  9. 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.
  10. 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.

2006

  1. 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.
  2. Kahn, Lawrence M., 2006. "The Economics of College Sports: Cartel Behavior vs. Amateurism," IZA Discussion Papers 2186, Institute for the Study of Labor (IZA).
  3. 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.
  4. 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.
  5. 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.
  6. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2006. "Relative Income Position and Performance: An Empirical Panel Analysis," CREMA Working Paper Series 2006-03, Center for Research in Economics, Management and the Arts (CREMA).
  7. Benno Torgler & Sascha L. Schmidt & Bruno S. Frey, 2006. "The Power of Positional Concerns: A Panel Analysis," CREMA Working Paper Series 2006-19, Center for Research in Economics, Management and the Arts (CREMA).
  8. Sascha L. Schmidt & Benno Torgler & Bruno S. Frey, 2006. "Die Auswirkungen von Neid auf individuelle Leistungen: Ergebnisse einer Panelanalyse," CREMA Working Paper Series 2006-28, Center for Research in Economics, Management and the Arts (CREMA).
  9. Benno Torgler, & Sascha L. Schmidt & Bruno S. Frey, 2006. "The as-is journal review process: Let authors own their ideas," IEW - Working Papers 282, Institute for Empirical Research in Economics - University of Zurich.

2005

  1. Allan Layton & Daniel R. Smith, 2005. "Testing the Power of Leading Indicators to Predict Business Cycle Phase Changes," School of Economics and Finance Discussion Papers and Working Papers Series 200, School of Economics and Finance, Queensland University of Technology.
  2. 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.
  3. 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.
  4. Kahn, Lawrence M., 2005. "The Impact of Employment Protection Mandates on Demographic Temporary Employment Patterns: International Microeconomic Evidence," IZA Discussion Papers 1548, Institute for the Study of Labor (IZA).
  5. Francine D. Blau & Lawrence M. Kahn, 2005. "Changes in the Labor Supply Behavior of Married Women: 1980-2000," NBER Working Papers 11230, National Bureau of Economic Research, Inc.
  6. Francine D. Blau & Lawrence M. Kahn, 2005. "Gender and Assimilation Among Mexican Americans," NBER Working Papers 11512, National Bureau of Economic Research, Inc.
  7. Benno Torgler & Sascha Schmidt, 2005. "What Shapes Players? Performance in Soccer? Empirical Findings from a Panel Analysis," CREMA Working Paper Series 2005-25, Center for Research in Economics, Management and the Arts (CREMA), revised Jan 2006.

2004

  1. Daniel R. Smith & Christophe Parignon, 2004. "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings 307, Econometric Society.
  2. 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.
  3. 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.
  4. Kahn, Lawrence M., 2004. "Race, Performance, Pay and Retention among National Basketball Association Head Coaches," IZA Discussion Papers 1120, Institute for the Study of Labor (IZA).
  5. Francine D. Blau & Lawrence M. Kahn, 2004. "The US Gender Pay Gap in the 1990s: Slowing Convergence," NBER Working Papers 10853, National Bureau of Economic Research, Inc.
  6. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.

2003

  1. Allan P. Layton & Daniel R. Smith, 2003. "Duration Dependence In The Us Business Cycle," School of Economics and Finance Discussion Papers and Working Papers Series 152, School of Economics and Finance, Queensland University of Technology.
  2. 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.
  3. Lawrence Kahn, 2003. "Sports League Expansion and Economic Efficiency: Monopoly Can Enhance Consumer Welfare," CESifo Working Paper Series 1101, CESifo Group Munich.

2002

  1. Bertola, Giuseppe & Blau, Francine D & Kahn, Lawrence, 2002. "Labour Market Institutions and Demographic Employment Patterns," CEPR Discussion Papers 3448, C.E.P.R. Discussion Papers.
  2. Francine D. Blau & Lawrence M. Kahn & Joan Y. Moriarty & Andre Portela Souza, 2002. "The Role of the Family in Immigrants' Labor-Market Activity: Evidence from the United States," NBER Working Papers 9051, National Bureau of Economic Research, Inc.
  3. Francine D. Blau & Lawrence M. Kahn & Jane Waldfogel, 2002. "The Impact of Welfare Benefits on Single Motherhood and Headship of Young Women: Evidence from the Census," NBER Working Papers 9338, National Bureau of Economic Research, Inc.
  4. Lawrence Kahn, 2002. "The Impact of Wage-Setting Institutions on the Incidence of Public Employment in the OECD: 1960-98," CESifo Working Paper Series 757, CESifo Group Munich.
  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.

2001

  1. Bertola, Giuseppe & Blau, Francine D & Kahn, Lawrence, 2001. "Comparative Analysis of Labour Market Outcomes: Lessons for the US from International Long-Run Evidence," CEPR Discussion Papers 3023, C.E.P.R. Discussion Papers.
  2. Francine D. Blau & Lawrence M. Kahn, 2001. "Understanding International Differences in the Gender Pay Gap," NBER Working Papers 8200, National Bureau of Economic Research, Inc.
  3. Francine D. Blau & Lawrence M. Kahn, 2001. "Do Cognitive Test Scores Explain Higher US Wage Inequality?," NBER Working Papers 8210, National Bureau of Economic Research, Inc.
  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.
  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.
  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.

2000

  1. Francine D. Blau & Lawrence M. Kahn & Jane Waldfogel, 2000. "Understanding Young Women's Marriage Decisions: The Role of Labor and Marriage Market Conditions," NBER Working Papers 7510, National Bureau of Economic Research, Inc.
  2. Francine D. Blau & Lawrence M. Kahn, 2000. "Gender Differences in Pay," NBER Working Papers 7732, National Bureau of Economic Research, Inc.

1999

  1. 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.

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.

1997

  1. Francine D. Blau & Lawrence M. Kahn, 1997. "Gender and Youth Employment Outcomes: The US and West Germany, 1984-91," NBER Working Papers 6078, National Bureau of Economic Research, Inc.
  2. Francine D. Blau & Lawrence M. Kahn, 1997. "The Impact of Wage Structure on Trends in U.S. Gender Wage Differentials 1975-1987," NBER Working Papers 4748, National Bureau of Economic Research, Inc.

1996

  1. Francine D. Blau & Lawrence M. Kahn, 1996. "The Gender Earnings Gap: Some International Evidence," NBER Working Papers 4224, National Bureau of Economic Research, Inc.
  2. Francine D. Blau & Lawrence M. Kahn, 1996. "International Differences in Male Wage Inequality: Institutions versus Market Forces," NBER Working Papers 4678, National Bureau of Economic Research, Inc.
  3. 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.

1992

  1. Francine D. Blau & Lawrence M. Kahn, 1992. "Race and Gender Pay Differentials," NBER Working Papers 4120, National Bureau of Economic Research, Inc.

Undated

  1. Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, . "Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise," Working Papers 9806, Business School - Economics, University of Glasgow.

Journal articles

Undated material is listed at the end

2013

  1. Clements, A. & Silvennoinen, A., 2013. "Volatility timing: How best to forecast portfolio exposures," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 108-115.
  2. Adam Clements & Joanne Fuller & Stan Hurn, 2013. "Semi-parametric Forecasting of Spikes in Electricity Prices," The Economic Record, The Economic Society of Australia, vol. 89(287), pages 508-521, December.
  3. Francine Blau & Lawrence Kahn & Albert Liu & Kerry Papps, 2013. "The transmission of women’s fertility, human capital, and work orientation across immigrant generations," Journal of Population Economics, Springer, vol. 26(2), pages 405-435, April.
  4. Francine D. Blau & Lawrence M. Kahn, 2013. "Female Labor Supply: Why Is the United States Falling Behind?," American Economic Review, American Economic Association, vol. 103(3), pages 251-56, May.
  5. Francine D. Blau & Lawrence M. Kahn, 2013. "The Feasibility and Importance of Adding Measures of Actual Experience to Cross-Sectional Data Collection," Journal of Labor Economics, University of Chicago Press, vol. 31(S1), pages S17 - S58.
  6. Hurn, A.S. & Lindsay, K.A. & McClelland, A.J., 2013. "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," Journal of Econometrics, Elsevier, vol. 172(1), pages 106-126.
  7. Bruno S. Frey & Markus Schaffner & Sascha L. Schmidt & Benno Torgler, 2013. "Do Employees Care About Their Relative Income Position? Behavioral Evidence Focusing on Performance in Professional Team Sport," Social Science Quarterly, Southwestern Social Science Association, vol. 94(4), pages 912-932, December.

2012

  1. Lawrence M. Kahn, 2012. "Labor market policy: A comparative view on the costs and benefits of labor market flexibility," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 31(1), pages 94-110, December.
  2. Bårdsen Gunnar & Hurn Stanley & McHugh Zöe, 2012. "Asymmetric Unemployment Rate Dynamics in Australia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-22, January.
  3. Christensen, T.M. & Hurn, A.S. & Lindsay, K.A., 2012. "Forecasting spikes in electricity prices," International Journal of Forecasting, Elsevier, vol. 28(2), pages 400-411.

2011

  1. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  2. Rubin, Amir & Smith, Daniel R., 2011. "Comparing different explanations of the volatility trend," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1581-1597, June.
  3. Becker Ralf & Clements Adam E & Hurn Stan, 2011. "Semi-Parametric Forecasting of Realized Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(3), pages 1-23, May.
  4. Goodall, Amanda H. & Kahn, Lawrence M. & Oswald, Andrew J., 2011. "Why do leaders matter? A study of expert knowledge in a superstar setting," Journal of Economic Behavior & Organization, Elsevier, vol. 77(3), pages 265-284, March.
  5. Bridgewater, Sue & Kahn, Lawrence M. & Goodall, Amanda H., 2011. "Substitution and complementarity between managers and subordinates: Evidence from British football," Labour Economics, Elsevier, vol. 18(3), pages 275-286, June.
  6. Francine D Blau & Lawrence M Kahn & Kerry L Papps, 2011. "Gender, Source Country Characteristics, and Labor Market Assimilation among Immigrants," The Review of Economics and Statistics, MIT Press, vol. 93(1), pages 43-58, February.
  7. Christensen Timothy & Hurn Stan & Pagan Adrian, 2011. "Detecting Common Dynamics in Transitory Components," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-28, February.

2010

  1. Pérignon, Christophe & Smith, Daniel R., 2010. "The level and quality of Value-at-Risk disclosure by commercial banks," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 362-377, February.
  2. Pérignon, Christophe & Smith, Daniel R., 2010. "Diversification and Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 55-66, January.
  3. Kahn, Lawrence M., 2010. "Employment protection reforms, employment and the incidence of temporary jobs in Europe: 1996-2001," Labour Economics, Elsevier, vol. 17(1), pages 1-15, January.

2009

  1. Rubin, Amir & Smith, Daniel R., 2009. "Institutional ownership, volatility and dividends," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 627-639, April.
  2. Smith Daniel R, 2009. "Asymmetry in Stochastic Volatility Models: Threshold or Correlation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-36, May.
  3. 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.
  4. Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 39(2), pages 311-326, September.
  5. Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009. "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 25-48.

2008

  1. Daniel Smith, 2008. "Testing for structural breaks in GARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 18(10), pages 845-862.
  2. Daniel R. Smith, 2008. "Evaluating Specification Tests for Markov-Switching Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 629-652, 07.
  3. Raymond Kan & Daniel R. Smith, 2008. "The Distribution of the Sample Minimum-Variance Frontier," Management Science, INFORMS, vol. 54(7), pages 1364-1380, July.
  4. 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.
  5. Adam Clements & Jerome Collet, 2008. "Do common volatility models capture cyclical behaviour in volatility?," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 599-604.
  6. 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.
  7. 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.

2007

  1. Smith, Daniel R., 2007. "Conditional coskewness and asset pricing," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 91-119, January.
  2. Perignon, Christophe & Smith, Daniel R. & Villa, Christophe, 2007. "Why common factors in international bond returns are not so common," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 284-304, March.
  3. Perignon, Christophe & Smith, Daniel R., 2007. "Yield-factor volatility models," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3125-3144, October.
  4. Layton, Allan P. & Smith, Daniel R., 2007. "Business cycle dynamics with duration dependence and leading indicators," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 855-875, December.
  5. Daniel R. Smith & Allan Layton, 2007. "Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2007(1), pages 79-98.
  6. 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.
  7. 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.
  8. Lawrence M. Kahn, 2007. "The Impact of Employment Protection Mandates on Demographic Temporary Employment Patterns: International Microeconomic Evidence," Economic Journal, Royal Economic Society, vol. 117(521), pages 333-356, 06.
  9. Giuseppe Bertola & Francine Blau & Lawrence Kahn, 2007. "Labor market institutions and demographic employment patterns," Journal of Population Economics, Springer, vol. 20(4), pages 833-867, October.
  10. Lawrence M. Kahn, 2007. "Markets: Cartel Behavior and Amateurism in College Sports," Journal of Economic Perspectives, American Economic Association, vol. 21(1), pages 209-226, Winter.
  11. Francine D. Blau & Lawrence M. Kahn, 2007. "Changes in the Labor Supply Behavior of Married Women: 1980–2000," Journal of Labor Economics, University of Chicago Press, vol. 25, pages 393-438.
  12. Blau Francine D & Kahn Lawrence M, 2007. "The Gender Pay Gap," The Economists' Voice, De Gruyter, vol. 4(4), pages 1-6, June.
  13. Gunnar B�Rdsen & Stan Hurn & Zo� Mchugh, 2007. "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 143-158, 06.
  14. 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.
  15. 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.
  16. Benno Torgler & Sascha Schmidt, 2007. "What shapes player performance in soccer? Empirical findings from a panel analysis," Applied Economics, Taylor & Francis Journals, vol. 39(18), pages 2355-2369.

2006

  1. 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.
  2. Francine D. Blau & Lawrence M. Kahn, 2006. "The U.S. gender pay gap in the 1990s: slowing convergence," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 60(1), pages 45-66, October.
  3. 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.
  4. Matthias Brauer & Sascha Schmidt, 2006. "Exploring Strategy Implementation Consistency Over Time: The Moderating Effects of Industry Velocity and Firm Performance," Journal of Management and Governance, Springer, vol. 10(2), pages 205-226, 05.
  5. Sascha L. Schmidt & Matthias Brauer, 2006. "Strategic Governance: how to assess board effectiveness in guiding strategy execution," Corporate Governance: An International Review, Wiley Blackwell, vol. 14(1), pages 13-22, 01.
  6. Ansgar Richter & Sascha L. Schmidt, 2006. "Antecedents of the Performance of Management Consultants," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 58(4), pages 365-391, October.

2005

  1. Francine D. Blau & Lawrence M. Kahn, 2005. "Do Cognitive Test Scores Explain Higher U.S. Wage Inequality?," The Review of Economics and Statistics, MIT Press, vol. 87(1), pages 184-193, February.
  2. Ansgar Richter & Sascha L. Schmidt, 2005. "How Does Strategy Process Influence Strategy Content? Antecedents Of Consistency Between Resource Allocation Decisions And Corporate Strategy," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 57(4), pages 332-350, October.

2004

  1. Lawrence M. Kahn, 2004. "Immigration, skills and the labor market: International evidence," Journal of Population Economics, Springer, vol. 17(3), pages 501-534, 08.
  2. Francine D. Blau & Lawrence M. Kahn & FJane Waldfogel, 2004. "The Impact of Welfare Benefits on Single Motherhood and Headship of Young Women: Evidence from the Census," Journal of Human Resources, University of Wisconsin Press, vol. 39(2).
  3. Bårdsen Gunnar & Hurn Stan & Lindsay Kenneth A., 2004. "Linearizations and Equilibrium Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-9, December.

2003

  1. 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.
  2. Francine D. Blau & Lawrence M. Kahn, 2003. "Understanding International Differences in the Gender Pay Gap," Journal of Labor Economics, University of Chicago Press, vol. 21(1), pages 106-144, January.
  3. Francine D. Blau & Lawrence M. Kahn & Joan Y. Moriarty & Andre Portela Souza, 2003. "The Role of the Family in Immigrants' Labor-Market Activity: An Evaluation of Alternative Explanations: Comment," American Economic Review, American Economic Association, vol. 93(1), pages 429-447, March.
  4. Lawrence Kahn, 2003. "Labour Market Institutions and Unemployment in OECD Countries," CESifo DICE Report, Ifo Institute for Economic Research at the University of Munich, vol. 1(4), pages 25-32, October.
  5. 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.
  6. 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, Wiley Blackwell, vol. 24(1), pages 45-63, 01.

2002

  1. Smith, Daniel R, 2002. "Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 183-97, April.
  2. Enders, Walter & Hurn, Stan, 2002. "Asymmetric price adjustment and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 395-412, September.
  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.
  4. Schmidt, Sascha & Rühli, Edwin, 2002. "Prior Strategy Processes as a Key to Understanding Mega-mergers:: The Novartis Case," European Management Journal, Elsevier, vol. 20(3), pages 223-234, June.

2000

  1. Lawrence M. Kahn, 2000. "The Sports Business as a Labor Market Laboratory," Journal of Economic Perspectives, American Economic Association, vol. 14(3), pages 75-94, Summer.
  2. Francine D. Blau & Lawrence M. Kahn, 2000. "Gender Differences in Pay," Journal of Economic Perspectives, American Economic Association, vol. 14(4), pages 75-99, Fall.
  3. Lawrence M. Kahn, 2000. "Wage Inequality, Collective Bargaining, And Relative Employment From 1985 To 1994: Evidence From Fifteen Oecd Countries," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 564-579, November.
  4. Francine D. Blau & Lawrence M. Kahn & Jane Waldfogel, 2000. "Understanding young women's marriage decisions: The role of labor and marriage market conditions," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 53(4), pages 624-647, July.

1999

  1. Blau, Francine D. & Kahn, Lawrence M., 1999. "Analyzing the gender pay gap," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(5), pages 625-646.
  2. Amiel, Yoram & Creedy, John & Hurn, Stan, 1999. " Measuring Attitudes towards Inequality," Scandinavian Journal of Economics, Wiley Blackwell, vol. 101(1), pages 83-96, March.

1998

  1. Kahn, Lawrence M, 1998. "Collective Bargaining and the Interindustry Wage Structure: International Evidence," Economica, London School of Economics and Political Science, vol. 65(260), pages 507-34, November.
  2. Kahn, Lawrence M, 1998. "Against the Wind: Bargaining Recentralisation and Wage Inequality in Norway 1987-91," Economic Journal, Royal Economic Society, vol. 108(448), pages 603-45, May.

1997

  1. Blau, Francine D & Kahn, Lawrence M, 1997. "Swimming Upstream: Trends in the Gender Wage Differential in 1980s," Journal of Labor Economics, University of Chicago Press, vol. 15(1), pages 1-42, January.

1996

  1. Blau, Francine D & Kahn, Lawrence M, 1996. "Wage Structure and Gender Earnings Differentials: An International Comparison," Economica, London School of Economics and Political Science, vol. 63(250), pages S29-62, Suppl..
  2. Blau, Francine D & Kahn, Lawrence M, 1996. "International Differences in Male Wage Inequality: Institutions versus Market Forces," Journal of Political Economy, University of Chicago Press, vol. 104(4), pages 791-836, August.
  3. Hurn, A S & Muscatelli, V A, 1996. "Modelling the Demand for M4 in the U.K," The Manchester School of Economic & Social Studies, University of Manchester, 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. Blau, Francine D & Kahn, Lawrence M, 1994. "Rising Wage Inequality and the U.S. Gender Gap," American Economic Review, American Economic Association, vol. 84(2), pages 23-28, May.
  2. 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, Wiley Blackwell, vol. 2(2), pages 179-90, June.
  3. 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.

1993

  1. Kahn, Lawrence M & Munighan, J Keith, 1993. "A General Experiment on Bargaining in Demand Games with Outside Options," American Economic Review, American Economic Association, vol. 83(5), pages 1260-80, December.
  2. Kahn, Lawrence M, 1993. "Free Agency, Long-Term Contracts and Compensation in Major League Baseball: Estimates from Panel Data," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 157-64, February.
  3. Kahn, Lawrence M, 1993. "Unions and Cooperative Behavior: The Effect of Discounting," Journal of Labor Economics, University of Chicago Press, vol. 11(4), pages 680-703, October.
  4. Kahn, Lawrence M. & Murnighan, J. Keith, 1993. "Conjecture, uncertainty, and cooperation in prisoner's dilemma games : Some experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 22(1), pages 91-117, September.
  5. Lawrence M. Kahn, 1993. "Managerial quality, team success, and individual player performance in major league baseball," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 46(3), pages 531-547, April.
  6. 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.
  7. 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.

1992

  1. Blau, Francine D & Kahn, Lawrence M, 1992. "The Gender Earnings Gap: Learning from International Comparisons," American Economic Review, American Economic Association, vol. 82(2), pages 533-38, May.
  2. Lawrence M. Kahn, 1992. "The effects of race on professional football players' compensation," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 45(2), pages 295-310, January.
  3. 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.
  4. Muscatelli, Vito Antonio & Hurn, A Stan, 1992. " Cointegration and Dynamic Time Series Models," Journal of Economic Surveys, Wiley Blackwell, vol. 6(1), pages 1-43.
  5. 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.

1991

  1. Hendricks, Wallace E & Kahn, Lawrence M, 1991. "Efficiency Wages, Monopoly Unions and Efficient Bargaining," Economic Journal, Royal Economic Society, vol. 101(408), pages 1149-62, September.
  2. Kahn, Lawrence M, 1991. "Customer Discrimination and Affirmative Action," Economic Inquiry, Western Economic Association International, vol. 29(3), pages 555-71, July.
  3. Lawrence M. Kahn, 1991. "Discrimination in professional sports: A survey of the literature," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 44(3), pages 395-418, April.
  4. 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.

1990

  1. Curme, Michael & Kahn, Lawrence M, 1990. "The Impact of the Threat of Bankruptcy on the Structure of Compensation," Journal of Labor Economics, University of Chicago Press, vol. 8(4), pages 419-47, October.
  2. Lawrence M. Kahn & Peter D. Sherer, 1990. "Contingent pay and managerial performance," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 43(3), pages 107-120, February.

1988

  1. Kahn, Lawrence M & Sherer, Peter D, 1988. "Racial Differences in Professional Basketball Players' Compensation," Journal of Labor Economics, University of Chicago Press, vol. 6(1), pages 40-61, January.
  2. Lawrence M. Kahn & Stuart A. Low, 1988. "Systematic and Random Search A Synthesis," Journal of Human Resources, University of Wisconsin Press, vol. 23(1), pages 1-20.

1987

  1. Kahn, Lawrence M & Curme, Michael, 1987. "Unions and Nonunion Wage Dispersion," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 600-607, November.

1986

  1. Hendricks, Wallace E & Kahn, Lawrence M, 1986. "Wage Indexation and Compensating Wage Differentials," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 484-92, August.

1984

  1. Hendricks, Wallace E & Kahn, Lawrence M, 1984. "The Demand for Labor Market Structure: An Economic Approach," Journal of Labor Economics, University of Chicago Press, vol. 2(3), pages 412-38, July.
  2. Lawrence M. Kahn & Stuart A. Low, 1984. "An Empirical Model of Employed Search, Unemployed Search, and Nonsearch," Journal of Human Resources, University of Wisconsin Press, vol. 19(1), pages 104-117.

1983

  1. Blau, Francine D & Kahn, Lawrence M, 1983. "Job Search and Unionized Employment," Economic Inquiry, Western Economic Association International, vol. 21(3), pages 412-30, July.
  2. Wallace Hendricks & Larry M. Kahn, 1983. "Cost-of-living clauses in union contracts: Determinants and effects," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 36(3), pages 447-460, April.

1982

  1. Kahn, Lawrence M & Low, Stuart A, 1982. "The Relative Effects of Employed and Unemployed Job Search," The Review of Economics and Statistics, MIT Press, vol. 64(2), pages 234-41, May.
  2. Wallace Hendricks & Larry M. Kahn, 1982. "The determinants of bargaining structure in U.S. manufacturing industries," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 35(2), pages 181-195, January.

1981

  1. Blau, Francine D & Kahn, Lawrence M, 1981. "Causes and Consequences of Layoffs," Economic Inquiry, Western Economic Association International, vol. 19(2), pages 270-96, April.
  2. Lawrence M. Kahn, 1981. "Comment on "Sex discrimination in professional employment: A case study," by Paul Osterman (32:4, July 1979)," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 34(2), pages 273-274, January.
  3. Francine D. Blau & Larry M. Kahn, 1981. "Race and sex differences in quits by young workers," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 34(4), pages 563-577, July.

1980

  1. Kahn, Lawrence M, 1980. "Bargaining Power, Search Theory and the Phillips Curve," Cambridge Journal of Economics, Oxford University Press, vol. 4(3), pages 233-44, September.
  2. Lawrence M. Kahn, 1980. "Union Spillover Effects on Organized Labor Markets," Journal of Human Resources, University of Wisconsin Press, vol. 15(1), pages 87-98.

1979

  1. Kahn, Lawrence M & Morimune, Kimio, 1979. "Unions and Employment Stability: A Sequential Logit Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 217-35, February.
  2. Lawrence M. Kahn, 1979. "Unionism and relative wages: Direct and indirect effects," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 32(4), pages 520-532, July.

1978

  1. Kahn, Lawrence M, 1978. "The Returns to Job Search: A Test of Two Models," The Review of Economics and Statistics, MIT Press, vol. 60(4), pages 496-503, November.
  2. Lawrence M. Kahn, 1978. "The effect of unions on the earnings of nonunion workers," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 31(2), pages 205-216, January.

1977

  1. Kahn, Lawrence M, 1977. "Union Impact: A Reduced Form Approach," The Review of Economics and Statistics, MIT Press, vol. 59(4), pages 503-07, November.

Undated

  1. A. S. Hurn & J. I. Jeisman & K. A. Lindsay, 0. "Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(3), pages 390-455.

Books

2009

  1. Francine D. Blau & Lawrence M. Kahn, 2009. "Wage Inequality," Books, American Enterprise Institute, number 24240, Spring.

Chapters

2008

  1. Kahn, Lawrence M. & Murnighan, J. Keith, 2008. "Payoff Uncertainty and Cooperation in Finitely-repeated Prisoner's Dilemma Games," Handbook of Experimental Economics Results, Elsevier.

2007

  1. Francine D. Blau & Lawrence M. Kahn, 2007. "Gender and Assimilation Among Mexican Americans," NBER Chapters, in: Mexican Immigration to the United States, pages 57-106 National Bureau of Economic Research, Inc.

2000

  1. Francine D. Blau & Lawrence Kahn, 2000. "Gender and Youth Employment Outcomes (The United States and West Germany, 1984-1991)," NBER Chapters, in: Youth Employment and Joblessness in Advanced Countries, pages 107-168 National Bureau of Economic Research, Inc.

1999

  1. Blau, Francine D. & Kahn, Lawrence M., 1999. "Institutions and laws in the labor market," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 25, pages 1399-1461 Elsevier.

1995

  1. Francine D. Blau & Lawrence Kahn, 1995. "The Gender Earnings Gap: Some International Evidence," NBER Chapters, in: Differences and Changes in Wage Structures, pages 105-144 National Bureau of Economic Research, Inc.