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National Centre for Econometric Research

NCER Working Paper Series

Contact information of National Centre for Econometric Research:
Phone: 07 3138 5066
Fax: 07 3138 1500
Web page: http://www.ncer.edu.au
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For technical questions regarding this series, please contact (School of Economics and Finance)
Series handle: repec:qut:auncer

2009

48 Inter‐market Arbitrage in Sports Betting
by Egon Franck & Erwin Verbeek & Stephan Nüesch [Downloadable!]
47 Relational Good at Work! Crime and Sport Participation in Italy. Evidence from Panel Data Regional Analysis over the Period 1997-2003
by Raul Caruso [Downloadable!]
46 The Influence of Social Pressure and Nationality on Individual Decisions: Evidence from the Behaviour of Referees
by Peter Dawson & Stephen Dobson [Downloadable!]
45 Forecast performance of implied volatility and the impact of the volatility risk premium
by Ralf Becker & Adam Clements & Christopher Coleman-Fenn [Downloadable!]
44 On the economic benefit of utility based estimation of a volatility model
by Adam Clements & Annastiina Silvennoinen [Downloadable!]
43 A nonparametric approach to forecasting realized volatility
by Adam Clements & Ralf Becker [Downloadable!]
42 The Economics of Credence Goods: On the Role of Liability, Verifiability, Reputation and Competition
by Uwe Dulleck & Rudolf Kerschbamer & Matthias Sutter [Downloadable!]
41 On the efficacy of techniques for evaluating multivariate volatility forecasts
by Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker [Downloadable!]
40 The Economics of Discrimination: Evidence from Basketball
by Lawrence M. Kahn [Downloadable!]
39 An Econometric Analysis of Some Models for Constructed Binary Time Series
by Don Harding & Adrian Pagan [Downloadable!]
38 Timeless Perspective Policymaking: When is Discretion Superior?
by Richard Dennis [Downloadable!]

2008

37 Are optimistic expectations keeping the Chinese happy?
by Paul Frijters & Amy Y.C. Liu & Xin Meng [Downloadable!]
36 Inequality Aversion and Performance in and on the Field
by Benno Torgler & Markus Schaffner & Bruno S. Frey & Sascha L. Schmidt & Uwe Dulleck [Downloadable!]
35 Discrete time-series models when counts are unobservable
by T M Christensen & A. S. Hurn & K A Lindsay [Downloadable!]
34 Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
by Adam Clements & A S Hurn & K A Lindsay [Downloadable!]
33 Estimating the Payoffs of Temperature-based Weather Derivatives
by Adam Clements & A S Hurn & K A Lindsay [Downloadable!]
32 The Devil is in the Detail: Hints for Practical Optimisation
by T M Christensen & A S Hurn & K A Lindsay [Downloadable!]
31 Buying Online: Sequential Decision Making by Shopbot Visitors
by Uwe Dulleck & Franz Hackl & Bernhard Weiss & Rudolf Winter-Ebmer [Downloadable!]
30 Model Uncertainty and Monetary Policy
by Richard Dennis [Downloadable!]
29 The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics
by Richard Dennis [Downloadable!]
28 Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?
by Paul Frijters & Aydogan Ulker [Downloadable!]
27 Early Child Development and Maternal Labor Force Participation: Using Handedness as an Instrument
by Paul Frijters & David W. Johnston & Manisha Shah & Michael A. Shields [Downloadable!]
26 The mystery of the U-shaped relationship between happiness and age
by Paul Frijters & Tony Beatton [Downloadable!]
25 It never rains but it pours: Modelling the persistence of spikes in electricity prices
by T M Christensen & A S Hurn & K A Lindsay [Downloadable!]
24 The Jump component of S&P 500 volatility and the VIX index
by Ralf Becker & Adam Clements & Andrew McClelland [Downloadable!]
23 Momentum in Australian Stock Returns: An Update
by A. S. Hurn & V.Pavlov [Downloadable!]
22 Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH
by Mardi Dungey & George Milunovich & Susan Thorp [Downloadable!]
21 Extending an SVAR Model of the Australian Economy
by Mardi Dungey & Adrian Pagan [Downloadable!]

2007

20 Mirror, Mirror on the Wall, who is the Happiest of Them All?
by Benno Torgler & Nemanja Antic & Uwe Dulleck [Downloadable!]
19 Social Capital And Relative Income Concerns: Evidence From 26 Countries
by Justina AV Fischer & Benno Torgler [Downloadable!]
18 Forecasting stock market volatility conditional on macroeconomic conditions
by Ralf Becker & Adam Clements [Downloadable!]
17 Are combination forecasts of S&P 500 volatility statistically superior?
by Ralf Becker & Adam Clements [Downloadable!]
16 Imported Equipment, Human Capital and Economic Growth in Developing Countries
by Uwe Dulleck & Neil Foster [Downloadable!]
15 Does implied volatility reflect a wider information set than econometric forecasts?
by Ralf Becker & Adam Clements & James Curchin [Downloadable!]
14 Some Issues in Using Sign Restrictions for Identifying Structural VARs
by Renee Fry & Adrian Pagan [Downloadable!]
13 Weak Instruments: A Guide to the Literature
by Adrian Pagan [Downloadable!]
12 Effects of Tax Morale on Tax Compliance: Experimental and Survey Evidence
by Ronald G. Cummings & Jorge Martinez-Vazquez & Michael McKee & Benno Torgler [Downloadable!]
11 The Power of Positional Concerns: A Panel Analysis
by Benno Torgler & Sascha L. Schmidt & Bruno S. Frey [Downloadable!]
10 Modelling Spikes in Electricity Prices
by Ralf Becker & Stan Hurn & Vlad Pavlov [Downloadable!]
9 Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation
by A. Hurn & J. Jeisman & K. Lindsay [Downloadable!]
8 Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8
by Stan Hurn & Ralf Becker [Downloadable!]
7 Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7
by Adrian Pagan & Hashem Pesaran [Downloadable!]

2006

6 Limited Information Estimation and Evaluation of DSGE Models. Working paper #6
by Martin Fukac & Adrian Pagan [Downloadable!]
5 Income and Happiness: Evidence, Explanations and Economic Implications. Working paper #5
by Andrew E. Clark & Paul Frijters & Michael A. Shields [Downloadable!]
4 Inventories, Fluctuations and Business Cycles. Working paper #4
by Louis J. Maccini & Adrian Pagan [Downloadable!]
3 Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3
by Adam Clements & Stan Hurn & Scott White [Downloadable!]
2 Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2
by Stan Hurn & J.Jeisman & K.A. Lindsay [Downloadable!]
1 The Econometric Analysis of Constructed Binary Time Series. Working paper #1
by Adrian pagan & Don Harding [Downloadable!]

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This page was last updated on 2009-10-28.

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