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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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2021

  1. Francine D. Blau & Lawrence M. Kahn & Nikolai Boboshko & Matthew L. Comey, 2021. "The Impact of Selection into the Labor Force on the Gender Wage Gap," NBER Working Papers 28855, National Bureau of Economic Research, Inc.

2020

  1. Adrian Pagan & Tim Robinson, 2020. "Too many shocks spoil the interpretation," CAMA Working Papers 2020-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Sam Ouliaris & Adrian Pagan, 2020. "Three questions regarding impulse responses and their interpretation found from sign restrictions," CAMA Working Papers 2020-101, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Blau, Francine D. & Kahn, Lawrence M. & Comey, Matthew & Eng, Amanda & Meyerhofer, Pamela & Willén, Alexander, 2020. "Culture and Gender Allocation of Tasks: Source Country Characteristics and the Division of Non-market Work among US Immigrants," IZA Discussion Papers 13093, Institute of Labor Economics (IZA).
  4. Russell Davidson & Stan Hurn, 2020. "The Bootstrap," Post-Print hal-03136351, HAL.
  5. Christoph Schlembach & Sascha L. Schmidt & Dominik Schreyer & Linus Wunderlich, 2020. "Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model," Papers 2012.04378, arXiv.org, revised Jun 2021.
  6. Mark Kassis & Sascha L. Schmidt & Dominik Schreyer & Matthias Sutter, 2020. "Psychological pressure and the right to determine the moves in dynamic tournaments – Evidence from a natural field experiment," CREMA Working Paper Series 2020-17, Center for Research in Economics, Management and the Arts (CREMA).
  7. Steve J. Bickley & Ho Fai Chan & Sascha L. Schmidt & Benno Torgler, 2020. "Quantum-Sapiens: The Quantum Bases for Human Expertise, Knowledge, and Problem-Solving," CREMA Working Paper Series 2020-18, Center for Research in Economics, Management and the Arts (CREMA).
  8. Dominik Schreyer & Sascha L. Schmidt & Benno Torgler, 2020. "Using reminders with different reward opportunities to reduce no-show behavior: Empirical evidence from a large-scale field experiment in professional sport," CREMA Working Paper Series 2020-19, Center for Research in Economics, Management and the Arts (CREMA).

2019

  1. Adrian Pagan & Tim Robinson, 2019. "Implications of partial information for econometric modeling of macroeconomic systems," CAMA Working Papers 2019-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Adrian Pagan, 2019. "Australian macro-econometric models and their construction - A short history," CAMA Working Papers 2019-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Mariano Kulish & Adrian Pagan, 2019. "Turning point and oscillatory cycles," CAMA Working Papers 2019-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Adrian Pagan & Michael Wickens, 2019. "Checking if the straitjacket fits," CAMA Working Papers 2019-81, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Adrian Pagan & Tim Robinson, 2019. "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series wp2019n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  6. Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 2019. "Modelling and forecasting wind drought," Working Paper Series 18219, Department of Economics, Norwegian University of Science and Technology.
  7. Harvey, A. & Hurn, S. & Thiele, S., 2019. "Modeling directional (circular) time series," Cambridge Working Papers in Economics 1971, Faculty of Economics, University of Cambridge.

2018

  1. X. Liu & A.R. Pagan & T. Robinson, 2018. "Critically assessing estimated DSGE models: A case study of a multi-sector model," CAMA Working Papers 2018-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers 2018-31, Department of Economics and Business Economics, Aarhus University.

2017

  1. Adrian Pagan, 2017. "Some consequences of using "measurement error shocks" when estimating time series models," CAMA Working Papers 2017-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Blau, Francine D. & Kahn, Lawrence M. & Brummund, Peter & Cook, Jason B. & Larson-Koester, Miriam, 2017. "Is There Still Son Preference in the United States?," IZA Discussion Papers 11003, Institute of Labor Economics (IZA).
  3. Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017. "A semi-parametric point process model of the interactions between equity markets," Working Papers 2017-06, University of Tasmania, Tasmanian School of Business and Economics.

2016

  1. Adrian Pagan & Tim Robinson, 2016. "Investigating the Relationship Between DSGE and SVAR Models," NCER Working Paper Series 112, National Centre for Econometric Research.
  2. Adrian Pagan, 2016. "An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models?," NCER Working Paper Series 114, National Centre for Econometric Research.
  3. Blau, Francine D. & Kahn, Lawrence M., 2016. "The Gender Wage Gap: Extent, Trends, and Explanations," IZA Discussion Papers 9656, Institute of Labor Economics (IZA).
  4. Kahn, Lawrence M., 2016. "Permanent Jobs, Employment Protection and Job Content," IZA Discussion Papers 9961, Institute of Labor Economics (IZA).
  5. Shuping Shi & Stan Hurn & Peter C B Phillips, 2016. "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," NCER Working Paper Series 113, National Centre for Econometric Research.

2015

  1. S Ouliaris & A R Pagan, 2015. "A New Method for Working With Sign Restrictions in SVARs," NCER Working Paper Series 105, National Centre for Econometric Research.
  2. Francine D. Blau & Lawrence Kahn, 2015. "Substitution Between Individual and Source Country Characteristics: Social Capital, Culture, and US Labor Market Outcomes Among Immigrant Women," CESifo Working Paper Series 5306, CESifo.
  3. Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.
  4. Steffen Merkel & Sascha L. Schmidt & Benno Torgler, 2015. "Optimistic and Positivity Biases in Employee Ratings: Empirical Evidence from Professional Soccer," CREMA Working Paper Series 2015-02, Center for Research in Economics, Management and the Arts (CREMA).
  5. Steffen Merkel & Sascha L. Schmidt & Benno Torgler, 2015. "The Effect of Individual Uncertainty on the Specificity of Human Capital: Empirical Evidence from Professional Soccer," CREMA Working Paper Series 2015-07, Center for Research in Economics, Management and the Arts (CREMA).

2014

  1. Hyeon-Seung Huh & Lance Fisher & Adrian Pagan, 2014. "Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables," EcoMod2014 7225, EcoMod.
  2. A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2014. "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," CREATES Research Papers 2014-09, Department of Economics and Business Economics, Aarhus University.
  3. Adam Clements & Stan Hurn & Zili Li, 2014. "Forecasting day-ahead electricity load using a multiple equation time series approach," NCER Working Paper Series 103, National Centre for Econometric Research, revised 06 May 2015.

2013

  1. Adrian Pagan, 2013. "Patterns and Their Uses," NCER Working Paper Series 96, National Centre for Econometric Research.
  2. Tony Hall & Jan Jacobs & Adrian Pagan, 2013. "Macro-Econometric System Modelling @75," CAMA Working Papers 2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Lance A Fisher & Syeon-seung Huh & Adrian Pagan, 2013. "Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables," NCER Working Paper Series 97, National Centre for Econometric Research.
  4. Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change," RBA Research Discussion Papers rdp2013-11, Reserve Bank of Australia.
  5. 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.
  6. Kahn, Lawrence M., 2013. "The Structure of the Permanent Job Wage Premium: Evidence from Europe," IZA Discussion Papers 7623, Institute of Labor Economics (IZA).
  7. A S Hurn & Kenenth A Lindsay & Andrew McClelland, 2013. "On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options," NCER Working Paper Series 90, National Centre for Econometric Research.
  8. 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. Mariano Kulish & Adrian Pagan, 2012. "Estimation and Solution of Models with Expectations and Structural Changes," RBA Research Discussion Papers rdp2012-08, Reserve Bank of Australia.
  2. Blau, Francine D. & Kahn, Lawrence M., 2012. "Immigration and the Distribution of Incomes," IZA Discussion Papers 6921, Institute of Labor Economics (IZA).
  3. 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.
  4. 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.
  5. Verena Jung & Sascha L. Schmidt & Benno Torgler, 2012. "What Shapes Young Elite Athletes' Perception of Chances in an Environment of Great Uncertainty?," CREMA Working Paper Series 2012-14, Center for Research in Economics, Management and the Arts (CREMA).
  6. Daniel Högele & Sascha L. Schmidt & Benno Torgler, 2012. "The Influence of Superstars on Organizational Identification of External Stakeholders: Empirical Findings from Professional Soccer," CREMA Working Paper Series 2012-18, Center for Research in Economics, Management and the Arts (CREMA).
  7. 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. Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers 2011-33, Department of Economics and Business Economics, Aarhus University.
  2. Adrian Pagan & Tim Robinson, 2011. "Assessing Some Models of the Impact of Financial Stress upon Business Cycles," RBA Research Discussion Papers rdp2011-04, Reserve Bank of Australia.
  3. 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.
  4. 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.
  5. 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. Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," NCER Working Paper Series 53, National Centre for Econometric Research.
  2. Adrian Pagan, 2010. "Can Turkish Recessions Be Predicted?," Koç University-TUSIAD Economic Research Forum Working Papers 1027, Koc University-TUSIAD Economic Research Forum.
  3. Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series 57, National Centre for Econometric Research.
  4. Don Harding & Adrian Pagan, 2010. "Can We Predict Recessions?," NCER Working Paper Series 69, National Centre for Econometric Research.
  5. Amir Rubin & Daniel Smith, 2010. "Comparing Different Explanations of the Volatility Trend," NCER Working Paper Series 68, National Centre for Econometric Research.
  6. Christophe Perignon & Daniel R. Smith, 2010. "The level and quality of Value-at-Risk disclosure by commercial banks," Post-Print hal-00528391, HAL.
  7. Kahn, Lawrence M., 2010. "Labor Market Policy: A Comparative View on the Costs and Benefits of Labor Market Flexibility," IZA Discussion Papers 5100, Institute of Labor Economics (IZA).
  8. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers 2010-02, Department of Economics and Business Economics, Aarhus University.
  9. 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. Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009.
  2. Martin Fukac & Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research.
  3. Tim M Christensen & Stan Hurn & Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research.
  4. Smith, Daniel & Linton, Oliver & Lima, Luiz Renato & Gaglianone, Wagner Piazza, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Kahn, Lawrence M., 2009. "The Economics of Discrimination: Evidence from Basketball," IZA Discussion Papers 3987, Institute of Labor Economics (IZA).
  6. Kahn, Lawrence M., 2009. "Temporary Jobs and Job Search Effort in Europe," IZA Discussion Papers 4020, Institute of Labor Economics (IZA).
  7. Bridgewater, Sue & Kahn, Lawrence M. & Goodall, Amanda H., 2009. "Substitution between Managers and Subordinates: Evidence from British Football," IZA Discussion Papers 4589, Institute of Labor Economics (IZA).
  8. 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.
  9. 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.
  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.

2008

  1. Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research.
  2. Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales.
  3. Martin Fukac & Adrian Pagan, 2008. "Limited Information Estimation and Evaluation of DSGE Models," Reserve Bank of New Zealand Discussion Paper Series DP2008/11, Reserve Bank of New Zealand.
  4. Mr. Philippe D Karam & A. R. Pagan, 2008. "A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation," IMF Working Papers 2008/064, International Monetary Fund.
  5. Mr. Luis Catão & Mr. Douglas Laxton & A. R. Pagan, 2008. "Monetary Transmission in an Emerging Targeter: The Case of Brazil," IMF Working Papers 2008/191, International Monetary Fund.
  6. Goodall, Amanda H. & Kahn, Lawrence M. & Oswald, Andrew J., 2008. "Why Do Leaders Matter? The Role of Expert Knowledge," IZA Discussion Papers 3583, Institute of Labor Economics (IZA).
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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).
  16. 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).
  17. 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).
  18. 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.
  19. Benno Torgler & Markus Schaffner & Sascha L. Schmidt & Bruno S. Frey, 2008. "Do Employees Care about their Relative Position? Behavioural Evidence Focusing on Performance," CREMA Working Paper Series 2008-12, Center for Research in Economics, Management and the Arts (CREMA).

2007

  1. Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0704, Faculty of Economics, University of Cambridge.
  2. 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.
  3. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research.
  4. Renee Fry & Adrian Pagan, 2007. "Some Issues in Using Sign Restrictions for Identifying Structural VARs," NCER Working Paper Series 14, National Centre for Econometric Research.
  5. Christophe Pérignon & Daniel R. Smith, 2007. "Yield-factor volatility models," Post-Print hal-00461067, HAL.
  6. Kahn, Lawrence M., 2007. "Employment Protection Reforms, Employment and the Incidence of Temporary Jobs in Europe: 1995–2001," IZA Discussion Papers 3241, Institute of Labor Economics (IZA).
  7. 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.
  8. 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. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
  2. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne.
  3. Martin Fukac & Adrian Pagan, 2006. "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers 2006/6, Czech National Bank.
  4. Louis J. Maccini & Adrian Pagan, 2006. "Inventories, Fluctuations and Business Cycles. Working paper #4," NCER Working Paper Series 4, National Centre for Econometric Research.
  5. Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research.
  6. Martin Fukac & Adrian Pagan, 2006. "Limited Information Estimation and Evaluation of DSGE Models. Working paper #6," NCER Working Paper Series 6, National Centre for Econometric Research.
  7. Kahn, Lawrence M., 2006. "The Economics of College Sports: Cartel Behavior vs. Amateurism," IZA Discussion Papers 2186, Institute of Labor Economics (IZA).
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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).
  13. 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).
  14. 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).
  15. 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. Alasdair Scott & George Kapetanios & Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005 462, Society for Computational Economics.
  2. Adrian Pagan, 2005. "Some Econometric Analysis Of Constructed Binary Time Series," CAMA Working Papers 2005-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Kahn, Lawrence M., 2005. "The Impact of Employment Protection Mandates on Demographic Temporary Employment Patterns: International Microeconomic Evidence," IZA Discussion Papers 1548, Institute of Labor Economics (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. A. Pagan & J. Engel & D. Haugh, 2004. "Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting," Econometric Society 2004 Australasian Meetings 284, Econometric Society.
  2. James Engel & David Haugh & Adrian Pagan, 2004. "Some methods for assessing the need for non-linear models in business cycle analysis," CAMA Working Papers 2004-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Don Harding & Adrian Pagan, 2004. "Synchronization of cycles," CAMA Working Papers 2004-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Don Harding & Adrian Pagan, 2004. "A suggested framework for classifying the modes of cycle research," CAMA Working Papers 2004-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Daniel R. Smith & Christophe Parignon, 2004. "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings 307, Econometric Society.
  6. Kahn, Lawrence M., 2004. "Race, Performance, Pay and Retention among National Basketball Association Head Coaches," IZA Discussion Papers 1120, Institute of Labor Economics (IZA).
  7. 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.
  8. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
  9. 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.

2003

  1. Lawrence Kahn, 2003. "Sports League Expansion and Economic Efficiency: Monopoly Can Enhance Consumer Welfare," CESifo Working Paper Series 1101, CESifo.

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.
  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. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Ralf Becker & Walter Enders & Stan 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. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
  2. 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.
  3. Francine D. Blau & Lawrence M. Kahn, 2000. "Gender Differences in Pay," NBER Working Papers 7732, National Bureau of Economic Research, Inc.

1999

  1. David Gruen & Adrian Pagan & Christopher Thompson, 1999. "The Phillips Curve in Australia," RBA Research Discussion Papers rdp1999-01, Reserve Bank of Australia.
  2. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  3. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  4. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  5. 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. Dungey, M. & Pagan, A., 1997. "Towards a Strucrural VAR Model of the Australian Economy," Papers 319, Australian National University - Department of Economics.
  2. 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.

1996

  1. Pagan, A.R., 1996. "Simulation Based Estimation of Some Factor Models in Econometrics," Department of Economics - Working Papers Series 521, The University of Melbourne.
  2. Pagan, A., 1996. "The Rise and Fall and Rise ... of the Business Cycle," CEPR Discussion Papers 349, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  3. A. Pagan, 1996. "The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle," Economics Discussion / Working Papers 96-21, The University of Western Australia, Department of Economics.
  4. 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. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
  2. Pagan, A.R. & Hall, A.D. & Martin, V., 1995. "Modelling the Term Structure," Papers 284, Australian National University - Department of Economics.
  3. Pagan, A.R. & Robertson, J.C., 1995. "Structural Models of the Liquidity Effect," Papers 283, Australian National University - Department of Economics.
  4. 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.
  5. Hurn, A.S., 1995. "Modelling the Lifespan of Human T Lymphocyte Subsets," Department of Economics - Working Papers Series 496, The University of Melbourne.
  6. 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.
  7. 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. Pagan, A.R. & Robertson, J.C., 1994. "Resolving the Liquidity Effect," Papers 277, Australian National University - Department of Economics.
  2. Francine D. Blau & Lawrence M. Kahn, 1994. "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.
  3. Francine D. Blau & Lawrence M. Kahn, 1994. "International Differences in Male Wage Inequality: Institutions versus Market Forces," NBER Working Papers 4678, National Bureau of Economic Research, Inc.
  4. 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.
  2. Francine D. Blau & Lawrence M. Kahn, 1992. "The Gender Earnings Gap: Some International Evidence," NBER Working Papers 4224, National Bureau of Economic Research, Inc.

1991

  1. Pagan, A.R. & Pak, Y., 1991. "Testing for Heteroskedasticity," RCER Working Papers 315, University of Rochester - Center for Economic Research (RCER).

1990

  1. Pagan, A.R. & Kearns, P., 1990. "Ustralian Stock Market Volatility: 1875-1987," RCER Working Papers 248, University of Rochester - Center for Economic Research (RCER).
  2. Gregogy, A.W. & Pagan, A.R. & Smith, G.W., 1990. "Estimating Linear Quadratic Models With Integrated Processes," RCER Working Papers 247, University of Rochester - Center for Economic Research (RCER).
  3. Nguyen, D.T. & Pagan, A., 1990. "Fiscal Policy And The Current Account: Historical, Theoretical And Policy Perspectives, And "Twin Deficit" And The Australian Models Comments On A Conference," CEPR Discussion Papers 222, Centre for Economic Policy Research, Research School of Economics, Australian National University.

1989

  1. Adrian R. Pagan & G. William Schwert, 1989. "Alternative Models For Conditional Stock Volatility," NBER Working Papers 2955, National Bureau of Economic Research, Inc.

1988

  1. Pagan, A. & Hong, Y., 1988. "Some Simulation Studies Of Non-Parametric Estimators," RCER Working Papers 137, University of Rochester - Center for Economic Research (RCER).
  2. Hoffman, D. & Pagan, A., 1988. "Post-Sample Prediction Tests For Generalized Method Of Moment Estimators," RCER Working Papers 129, University of Rochester - Center for Economic Research (RCER).

1986

  1. Pagan, Adrian & Ullah, Aman, 1986. "The Econometric Analysis of Risk Terms," CEPR Discussion Papers 127, C.E.P.R. Discussion Papers.

1985

  1. McAleer, Michael & Pagan, Adrian, 1985. "What Will Take the Con Out of Econometrics?," CEPR Discussion Papers 39, C.E.P.R. Discussion Papers.
  2. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.

1983

  1. Adrian R Pagan & Anthony D Hall, 1983. "Diagnostic tests as residual analysis," Published Paper Series 1983-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1980

  1. PAGAN, Adrian, 1980. "Some identification and estimation results for regression models with stochastically varying coefficients," LIDAM Reprints CORE 413, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Breusch, T.S. & Pagan, A.R., 1980. "The Lagrange multiplier test and its applications to model specification in econometrics," LIDAM Reprints CORE 412, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Undated

  1. Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn, "undated". "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

2021

  1. Rosemary Batt & Lawrence M. Kahn, 2021. "Editors’ Note: A Tribute to Daniel S. Hamermesh," ILR Review, Cornell University, ILR School, vol. 74(2), pages 271-271, March.
  2. Beiderbeck, Daniel & Frevel, Nicolas & von der Gracht, Heiko A. & Schmidt, Sascha L. & Schweitzer, Vera M., 2021. "The impact of COVID-19 on the European football ecosystem – A Delphi-based scenario analysis," Technological Forecasting and Social Change, Elsevier, vol. 165(C).

2020

  1. Francine D. Blau & Lawrence M. Kahn & Peter Brummund & Jason Cook & Miriam Larson-Koester, 2020. "Is there still son preference in the United States?," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(3), pages 709-750, July.
  2. Lawrence M. Kahn, 2020. "Editorial Essay: Introduction to a Special Collection on European Labor Markets in Flux: The German Experience," ILR Review, Cornell University, ILR School, vol. 73(5), pages 1040-1045, October.
  3. Rosemary Batt & Lawrence Kahn, 2020. "The Industrial Relations Field 100 Years Later: The “Labor Question†Is More Important Than Ever: Letter from the Editors," ILR Review, Cornell University, ILR School, vol. 73(5), pages 1033-1035, October.
  4. Francine D. Blau & Lawrence M. Kahn & Matthew Comey & Amanda Eng & Pamela Meyerhofer & Alexander Willén, 2020. "Culture and gender allocation of tasks: source country characteristics and the division of non-market work among US immigrants," Review of Economics of the Household, Springer, vol. 18(4), pages 907-958, December.
  5. Christopher F Baum & Stan Hurn & Kenneth Lindsay, 2020. "Local Whittle estimation of the long-memory parameter," Stata Journal, StataCorp LP, vol. 20(3), pages 565-583, September.
  6. Holzmayer, Florian & Schmidt, Sascha L., 2020. "Dynamic managerial capabilities, firm resources, and related business diversification – Evidence from the English Premier League," Journal of Business Research, Elsevier, vol. 117(C), pages 132-143.
  7. Streicher, Tobias & Schmidt, Sascha L. & Schreyer, Dominik & Torgler, Benno, 2020. "Anticipated feelings and support for public mega projects: Hosting the Olympic Games," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
  8. Marc Valentin Lenz & Sascha L. Schmidt & Dominik Schreyer, 2020. "The impact of personality traits on talents’ performance throughout development phases: empirical evidence from professional football," Applied Economics, Taylor & Francis Journals, vol. 52(37), pages 4073-4091, July.

2019

  1. Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov, 2019. "Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors," Econometrics, MDPI, Open Access Journal, vol. 7(1), pages 1-20, January.
  2. Stan Hurn & Kenneth A. Lindsay & Lina Xu, 2019. "Revisiting the numerical solution of stochastic differential equations," China Finance Review International, Emerald Group Publishing, vol. 9(3), pages 312-323, August.

2018

  1. Xianglong Liu & Adrian R. Pagan & Tim Robinson, 2018. "Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model," The Economic Record, The Economic Society of Australia, vol. 94(307), pages 349-371, December.
  2. Lawrence M. Kahn, 2018. "Permanent Jobs, Employment Protection, and Job Content," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 57(3), pages 469-538, July.
  3. Maria Lorena Cook & Shannon Gleeson & Kati L. Griffith & Lawrence M. Kahn, 2018. "Introduction to a Special Issue on the Impact of Immigrant Legalization Initiatives: International Perspectives on Immigration and the World of Work," ILR Review, Cornell University, ILR School, vol. 71(4), pages 807-822, August.
  4. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
  5. Dominik Schreyer & Sascha L. Schmidt & Benno Torgler, 2018. "Predicting season ticket holder loyalty using geographical information," Applied Economics Letters, Taylor & Francis Journals, vol. 25(4), pages 272-277, February.
  6. David Matesanz & Florian Holzmayer & Benno Torgler & Sascha L Schmidt & Guillermo J Ortega, 2018. "Transfer market activities and sportive performance in European first football leagues: A dynamic network approach," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-16, December.
  7. Dominik Schreyer & Sascha L. Schmidt & Benno Torgler, 2018. "Game Outcome Uncertainty and Television Audience Demand: New Evidence from German Football," German Economic Review, Verein für Socialpolitik, vol. 19(2), pages 140-161, May.
  8. Dominik Schreyer & Sascha L. Schmidt & Benno Torgler, 2018. "Game Outcome Uncertainty in the English Premier League," Journal of Sports Economics, , vol. 19(5), pages 625-644, June.

2017

  1. Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
  2. Thanh D Huynh & Daniel R Smith, 2017. "Delisted stocks and momentum: Evidence from a new Australian dataset," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 140-160, February.
  3. Lawrence M. Kahn, 2017. "Book Review: Myth and Measurement by David Card and Alan B. Krueger:* Introduction to a Retrospective Symposium," ILR Review, Cornell University, ILR School, vol. 70(3), pages 813-814, May.
  4. Rosemary Batt & Lawrence Kahn, 2017. "The 70th Anniversary of the ILR Review," ILR Review, Cornell University, ILR School, vol. 70(5), pages 1071-1073, October.
  5. Francine D. Blau & Lawrence M. Kahn, 2017. "The Gender Wage Gap: Extent, Trends, and Explanations," Journal of Economic Literature, American Economic Association, vol. 55(3), pages 789-865, September.
  6. Adam E. Clements & A. Stan Hurn & Zili Li, 2017. "The Effect of Transmission Constraints on Electricity Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  7. Li, Z. & Hurn, A.S. & Clements, A.E., 2017. "Forecasting quantiles of day-ahead electricity load," Energy Economics, Elsevier, vol. 67(C), pages 60-71.
  8. Clements, Adam & Hurn, Stan & Shi, Shuping, 2017. "An empirical investigation of herding in the U.S. stock market," Economic Modelling, Elsevier, vol. 67(C), pages 184-192.
  9. Steffen Merkel & Sascha L. Schmidt & Benno Torgler, 2017. "The effect of individual uncertainty on the specificity of human capital: empirical evidence from career developments in professional soccer," Applied Economics, Taylor & Francis Journals, vol. 49(21), pages 2083-2095, May.
  10. Sascha L. Schmidt & Benno Torgler & Verena Jung, 2017. "Perceived trade-off between education and sports career: evidence from professional football," Applied Economics, Taylor & Francis Journals, vol. 49(29), pages 2829-2850, June.
  11. Dominik Schreyer & Sascha L. Schmidt & Benno Torgler, 2017. "Game Outcome Uncertainty and the Demand for International Football Games: Evidence From the German TV Market," Journal of Media Economics, Taylor & Francis Journals, vol. 30(1), pages 31-45, January.
  12. Mark Kassis & Sascha L. Schmidt & Dominik Schreyer & Benno Torgler, 2017. "Who gets promoted? Personality factors leading to promotion in highly structured work environments: evidence from a German professional football club," Applied Economics Letters, Taylor & Francis Journals, vol. 24(17), pages 1222-1227, October.
  13. Tobias Streicher & Sascha L. Schmidt & Dominik Schreyer & Benno Torgler, 2017. "Is it the economy, stupid? The role of social versus economic factors in people’s support for hosting the Olympic Games: evidence from 12 democratic countries," Applied Economics Letters, Taylor & Francis Journals, vol. 24(3), pages 170-174, February.

2016

  1. Sam Ouliaris & Adrian Pagan, 2016. "A Method for Working with Sign Restrictions in Structural Equation Modelling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 605-622, October.
  2. Lance A. Fisher & Hyeon‐Seung Huh & Adrian R. Pagan, 2016. "Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 892-911, August.
  3. Mariano Kulish & Adrian Pagan, 2016. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
  4. Lawrence M. Kahn, 2016. "The Structure of the Permanent Job Wage Premium: Evidence from Europe," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 55(1), pages 149-178, January.
  5. Rosemary Batt & Lawrence Kahn, 2016. "Letter from the ILR Review Editors," ILR Review, Cornell University, ILR School, vol. 69(5), pages 1027-1028, October.
  6. Clements, A.E. & Hurn, A.S. & Li, Z., 2016. "Forecasting day-ahead electricity load using a multiple equation time series approach," European Journal of Operational Research, Elsevier, vol. 251(2), pages 522-530.
  7. Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016. "Common trends in global volatility," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 194-214.
  8. A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2016. "A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(4), pages 707-733, June.
  9. Clements, A.E. & Hurn, A.S. & Li, Z., 2016. "Strategic bidding and rebidding in electricity markets," Energy Economics, Elsevier, vol. 59(C), pages 24-36.
  10. Schreyer, Dominik & Schmidt, Sascha L. & Torgler, Benno, 2016. "Against all odds? Exploring the role of game outcome uncertainty in season ticket holders’ stadium attendance demand," Journal of Economic Psychology, Elsevier, vol. 56(C), pages 192-217.
  11. Andreas Bergmann & Sascha L. Schmidt & Dominik Schreyer & Benno Torgler, 2016. "Age and organizational identification: empirical findings from professional sports," Applied Economics Letters, Taylor & Francis Journals, vol. 23(10), pages 718-722, July.

2015

  1. Lawrence M. Kahn, 2015. "Wage compression and the gender pay gap," IZA World of Labor, Institute of Labor Economics (IZA), pages 150-150, April.
  2. Francine D. Blau & Lawrence M. Kahn, 2015. "Substitution between Individual and Source Country Characteristics: Social Capital, Culture, and US Labor Market Outcomes among Immigrant Women," Journal of Human Capital, University of Chicago Press, vol. 9(4), pages 439-482.
  3. Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015. "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 3-18.
  4. A. S. Hurn & K. A. Lindsay & A. J. McClelland, 2015. "Estimating the Parameters of Stochastic Volatility Models Using Option Price Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 579-594, October.
  5. Clements, A.E. & Herrera, R. & Hurn, A.S., 2015. "Modelling interregional links in electricity price spikes," Energy Economics, Elsevier, vol. 51(C), pages 383-393.
  6. Becker, R. & Clements, A.E. & Doolan, M.B. & Hurn, A.S., 2015. "Selecting volatility forecasting models for portfolio allocation purposes," International Journal of Forecasting, Elsevier, vol. 31(3), pages 849-861.

2014

  1. Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
  2. Lawrence M. Kahn, 2014. "New Evidence on Gender and the Labor Market: A Symposium," ILR Review, Cornell University, ILR School, vol. 67(2), pages 283-286, April.
  3. Lawrence M. Kahn, 2014. "Introduction to the U.S. Department of Labor Centennial Symposium," ILR Review, Cornell University, ILR School, vol. 67(3_suppl), pages 563-568, May.

2013

  1. Maccini, Louis J. & Pagan, Adrian, 2013. "Inventories, Fluctuations, And Goods Sector Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 17(1), pages 89-122, January.
  2. 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;European Society for Population Economics, vol. 26(2), pages 405-435, April.
  3. 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 251-256, May.
  4. 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 17-58.
  5. 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.
  6. 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.
  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. Kahn, Lawrence M., 2012. "Temporary jobs and job search effort in Europe," Labour Economics, Elsevier, vol. 19(1), pages 113-128.
  3. 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.
  4. 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. Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
  2. 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.
  3. Renée Fry & Adrian Pagan, 2011. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.

2010

  1. Martin Fukac & Adrian Pagan, 2010. "Limited information estimation and evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 55-70.
  2. 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.
  3. Pérignon, Christophe & Smith, Daniel R., 2010. "Diversification and Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 55-66, January.
  4. 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. Mardi Dungey & Adrian Pagan, 2009. "Extending a SVAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 85(268), pages 1-20, March.
  2. Rubin, Amir & Smith, Daniel R., 2009. "Institutional ownership, volatility and dividends," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 627-639, April.
  3. 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.
  4. 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.
  5. Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.

2008

  1. Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.
  2. Adrian R. Pagan, 2008. "Phillips curve inflation forecasts - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  3. Daniel Smith, 2008. "Testing for structural breaks in GARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 18(10), pages 845-862.
  4. 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, July.
  5. Raymond Kan & Daniel R. Smith, 2008. "The Distribution of the Sample Minimum-Variance Frontier," Management Science, INFORMS, vol. 54(7), pages 1364-1380, July.
  6. Philip Gray & Daniel R. Smith, 2008. "An Empirical Investigation of the Level Effect in Australian Interest Rates," Australian Journal of Management, Australian School of Business, vol. 33(1), pages 31-45, June.
  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, Elsevier, vol. 38(2), pages 345-368, September.
  8. Hurn, Stan & Lindsay, kenneth, 2008. "Practitioner's Corner: Introduction," Economic Analysis and Policy, Elsevier, vol. 38(2), pages 343-343, September.

2007

  1. Kapetanios, G. & Pagan, A. & Scott, A., 2007. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling," Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February.
  2. Adrian Pagan, 2007. "Weak instruments (in Russian)," Quantile, Quantile, issue 2, pages 71-81, March.
  3. Martin Fukac & Adrian R. Pagan, 2007. "Commentary on \\"An estimated DSGE model for the United Kingdom\\"," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 233-240.
  4. Smith, Daniel R., 2007. "Conditional coskewness and asset pricing," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 91-119, January.
  5. 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.
  6. Perignon, Christophe & Smith, Daniel R., 2007. "Yield-factor volatility models," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3125-3144, October.
  7. 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.
  8. 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, Centre for International Research on Economic Tendency Surveys, vol. 2007(1), pages 79-98.
  9. 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, June.
  10. Giuseppe Bertola & Francine Blau & Lawrence Kahn, 2007. "Labor market institutions and demographic employment patterns," Journal of Population Economics, Springer;European Society for Population Economics, vol. 20(4), pages 833-867, October.
  11. 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.
  12. 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.
  13. Blau Francine D & Kahn Lawrence M, 2007. "The Gender Pay Gap," The Economists' Voice, De Gruyter, vol. 4(4), pages 1-6, June.
  14. Lawrence M. Kahn, 2007. "Sports League Expansion and Consumer Welfare," Journal of Sports Economics, , vol. 8(2), pages 115-138, May.
  15. 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, June.
  16. 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.
  17. 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.
  18. 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. Harding, Don & Pagan, Adrian, 2006. "Synchronization of cycles," Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May.
  2. Lawrence M. Kahn, 2006. "Race, Performance, Pay, and Retention Among National Basketball Association Head Coaches," Journal of Sports Economics, , vol. 7(2), pages 119-149, May.
  3. Francine D. Blau & Lawrence M. Kahn, 2006. "The U.S. Gender Pay Gap in the 1990S: Slowing Convergence," ILR Review, Cornell University, ILR School, vol. 60(1), pages 45-66, October.
  4. 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.
  5. A. E. Clements & S. Hurn & S. I. White, 2006. "Mixture distribution‐based forecasting using stochastic volatility models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 22(5‐6), pages 547-557, September.
  6. Matthias Brauer & Sascha Schmidt, 2006. "Exploring Strategy Implementation Consistency Over Time: The Moderating Effects of Industry Velocity and Firm Performance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 10(2), pages 205-226, May.
  7. 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, January.
  8. 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. Adrian Pagan & Don Harding, 2005. "A suggested framework for classifying the modes of cycle research," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 151-159.
  2. Engel, J. & Haugh, D. & Pagan, A., 2005. "Some methods for assessing the need for non-linear models in business cycle analysis," International Journal of Forecasting, Elsevier, vol. 21(4), pages 651-662.
  3. 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.
  4. 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. Jonathan Ohn & Larry W. Taylor & Adrian Pagan, 2004. "Testing for duration dependence in economic cycles," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 528-549, December.
  2. S. G. B Henry & A. R. Pagan, 2004. "The Econometrics of the New Keynesian Policy Model: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 581-607, September.
  3. Breunig, Robert V & Pagan, Adrian R, 2004. "Do Markov-switching models capture nonlinearities in the data?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 401-407.
  4. Lawrence M. Kahn, 2004. "Immigration, skills and the labor market: International evidence," Journal of Population Economics, Springer;European Society for Population Economics, vol. 17(3), pages 501-534, August.
  5. 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).
  6. 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.
  7. Becker, R. & Hurn, A.S., 2004. "Using discrete-time techniques to test continuous-time models for nonlinearity in drift," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(1), pages 121-131.

2003

  1. Harding, Don & Pagan, Adrian, 2003. "Rejoinder to James Hamilton," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1695-1698, July.
  2. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46.
  3. Harding, Don & Pagan, Adrian, 2003. "A comparison of two business cycle dating methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1681-1690, July.
  4. Robert Breunig & Serinah Najarian & Adrian Pagan, 2003. "Specification Testing of Markov Switching Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 703-725, December.
  5. 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.
  6. 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.
  7. Lawrence Kahn, 2003. "Labour Market Institutions and Unemployment in OECD Countries," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 1(04), pages 25-32, October.
  8. 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, August.
  9. 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, January.
  10. 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.
  11. Stan Hurn & Vlad Pavlov, 2003. "Momentum in Australian Stock Returns," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 141-155, September.

2002

  1. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March.
  2. Lawrence J. Christiano & Adrian R. Pagan & David J. Stockton, 2002. "What is a good macroeconomic model for a central bank to use? panel discussion," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  3. Adrian Pagan, 2002. "Learning About Models and Their Fit to Data," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 1-18.
  4. 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 183-197, April.
  5. Enders, Walter & Hurn, Stan, 2002. "Asymmetric price adjustment and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 395-412, September.
  6. A. S. Hurn & K. A. Lindsay, 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 547-564, December.
  7. 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.

2001

  1. Adrian Pagan & Michael Veall, 2001. "Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez," Journal of Economic Methodology, Taylor & Francis Journals, vol. 7(2), pages 211-216.

2000

  1. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  2. Mardi Dungey & Adrian Pagan, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-342, December.
  3. Allan Layton & Daniel Smith, 2000. "A further note on the three phases of the US business cycle," Applied Economics, Taylor & Francis Journals, vol. 32(9), pages 1133-1143.
  4. 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.
  5. 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.
  6. 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.
  7. Francine D. Blau & Lawrence M. Kahn & Jane Waldfogel, 2000. "Understanding Young Women's Marriage Decisions: The Role of Labor and Marriage Market Conditions," ILR Review, Cornell University, ILR School, vol. 53(4), pages 624-647, July.

1999

  1. Gruen, David & Pagan, Adrian & Thompson, Christopher, 1999. "The Phillips curve in Australia," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 223-258, October.
  2. Pagan, Adrian, 1999. "Some uses of simulation in econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 341-349.
  3. 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.
  4. Yoram Amiel & John Creedy & Stan Hurn, 1999. "Measuring Attitudes Towards Inequality," Scandinavian Journal of Economics, Wiley Blackwell, vol. 101(1), pages 83-96, March.
  5. Hurn, A.S. & Lindsay, K.A., 1999. "Estimating the parameters of stochastic differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 373-384.

1998

  1. A. R. Pagan & J. C. Robertson, 1998. "Structural Models Of The Liquidity Effect," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 202-217, May.
  2. McKibbin, Warwick J. & Pagan, Adrian R. & Robertson, John C., 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 113-142, December.
  3. S. Levtchenkova & A. R. Pagan & J. C. Robertson, 1998. "Shocking Stories," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 507-532, December.
  4. 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 603-645, May.

1997

  1. Pagan, Adrian, 1997. "Policy, Theory, and the Cycle," Oxford Review of Economic Policy, Oxford University Press, vol. 13(3), pages 19-33, Autumn.
  2. Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
  3. Phillip Kearns & Adrian Pagan, 1997. "Estimating The Density Tail Index For Financial Time Series," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 171-175, May.
  4. Adrian Pagan, 1997. "Towards an Understanding of Some Business Cycle Characteristics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 30(1), pages 1-15, March.
  5. 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.
  6. Hurn, A.S. & McDonald, A.D., 1997. "Isolating cyclical patterns in irregular time-series data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 405-412.
  7. Stan Hurn, A. & Lindsay, K.A., 1997. "Estimating the parameters of stochastic differential equations by Monte Carlo methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 495-501.
  8. Enders, Walter & Hurn, Stan, 1997. "Common trends and generalized purchasing power parity," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 437-443.

1996

  1. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  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. Adrian R. Pagan & John C. Robertson, 1995. "Resolving the liquidity effect," Review, Federal Reserve Bank of St. Louis, issue May, pages 33-54.
  2. 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 152-164, May.
  3. 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 419-436, July.
  4. McDonald, A.David & Hurn, A.Stan, 1995. "Unobservable cyclical components in term premia of fixed-term financial instruments," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 403-409.

1994

  1. Pagan, Adrian, 1994. "Calibration and Econometric Research: An Overview: Introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages 1-10, Suppl. De.
  2. 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.
  3. 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 179-190, June.
  4. 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 363-371, March.

1993

  1. P. Kearns & A.R. Pagan, 1993. "Australian Stock Market Volatility: 1875–1987," The Economic Record, The Economic Society of Australia, vol. 69(2), pages 163-178, June.
  2. 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 1260-1280, December.
  3. 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 157-164, February.
  4. 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.
  5. 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.
  6. Lawrence M. Kahn, 1993. "Managerial Quality, Team Success, and Individual Player Performance in Major League Baseball," ILR Review, Cornell University, ILR School, vol. 46(3), pages 531-547, April.
  7. 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 311-322, August.
  8. 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, March.

1992

  1. Adián R. Pagan & Hernán Sabau, 1992. "Consistency tests for heteroskedastic and risk models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 7(1), pages 3-30.
  2. 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 533-538, May.
  3. Lawrence M. Kahn, 1992. "The Effects of Race on Professional Football Players' Compensation," ILR Review, Cornell University, ILR School, vol. 45(2), pages 295-310, January.
  4. 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 543-556, November.
  5. 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.
  6. 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, June.

1991

  1. Adrián R. Pagan & Hernán Sabau, 1991. "On the inconsistency of the MLE in certain heteroskedastic regression models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 6(2), pages 159-172.
  2. Hendricks, Wallace E & Kahn, Lawrence M, 1991. "Efficiency Wages, Monopoly Unions and Efficient Bargaining," Economic Journal, Royal Economic Society, vol. 101(408), pages 1149-1162, September.
  3. Kahn, Lawrence M, 1991. "Customer Discrimination and Affirmative Action," Economic Inquiry, Western Economic Association International, vol. 29(3), pages 555-571, July.
  4. Lawrence M. Kahn, 1991. "Discrimination in Professional Sports: A Survey of the Literature," ILR Review, Cornell University, ILR School, vol. 44(3), pages 395-418, April.
  5. 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. Pagan, Adrian R. & Schwert, G. William, 1990. "Testing for covariance stationarity in stock market data," Economics Letters, Elsevier, vol. 33(2), pages 165-170, June.
  2. Pagan, Adrian R. & Schwert, G. William, 1990. "Alternative models for conditional stock volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 267-290.
  3. Pagan, A.R., 1990. "Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50," Econometric Theory, Cambridge University Press, vol. 6(2), pages 273-281, June.
  4. 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 419-447, October.
  5. Lawrence M. Kahn & Peter D. Sherer, 1990. "Contingent Pay and Managerial Performance," ILR Review, Cornell University, ILR School, vol. 43(3), pages 107-1-120-, April.

1989

  1. Pagan, Adrian R & Wickens, M R, 1989. "A Survey of Some Recent Econometric Methods," Economic Journal, Royal Economic Society, vol. 99(398), pages 962-1025, December.
  2. Hoffman, Dennis L & Pagan, Adrian R, 1989. "Post-Sample Prediction Tests for Generalized Method of Moments Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(3), pages 333-343, August.
  3. Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 29-59, Supplemen.
  4. Pagan, Adrian, 1989. "On the role of simulation in the statistical evaluation of econometric models," Journal of Econometrics, Elsevier, vol. 40(1), pages 125-139, January.

1988

  1. Hong, Y & Pagan, Adrian, 1988. "Some Simulation Studies of Nonparametric Estimators," Empirical Economics, Springer, vol. 13(3/4), pages 251-266.
  2. Pagan, Adrian, 1988. "Comment on Poirier: Dogma or Doubt?," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 153-158, Winter.
  3. Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
  4. Pagan, Adrian, 1988. "A note on the magnitude of risk premia," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 109-110, March.
  5. 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.
  6. 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. Pagan, Adrian, 1987. "Three Econometric Methodologies: A Critical Appraisal," Journal of Economic Surveys, Wiley Blackwell, vol. 1(1), pages 3-24.
  2. A. R. Pagan & J. H. Shannon, 1987. "How Reliable are ORANI Conclusions?," The Economic Record, The Economic Society of Australia, vol. 63(1), pages 33-45, March.
  3. 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. McAleer, Michael & Pagan, Adrian & Visco, Ignazio, 1986. "A further result on the sign of restricted least-squares estimates," Journal of Econometrics, Elsevier, vol. 32(2), pages 287-290, July.
  2. Adrian Pagan, 1986. "Two Stage and Related Estimators and Their Applications," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 517-538.
  3. 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 484-492, August.

1985

  1. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June.
  2. Pagan, Adrian, 1985. "Time Series Behaviour and Dynamic Specification," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(3), pages 199-211, August.

1984

  1. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
  2. Pagan, A. R. & Nicholls, D. F., 1984. "Estimating predictions, prediction errors and their standard deviations using constructed variables," Journal of Econometrics, Elsevier, vol. 24(3), pages 293-310, March.
  3. 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 412-438, July.
  4. 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. Nicholls, D F & Pagan, A R, 1983. "Heteroscedasticity in Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 51(4), pages 1233-1242, July.
  2. Adrian Pagan, 1983. "Who'S Afraid Of Inflation?," Economic Papers, The Economic Society of Australia, vol. 2(4), pages 79-93, December.
  3. A. R. Pagan & A. D. Hall & P. K. Trivedi, 1983. "Assessing the Variability of Inflation," Review of Economic Studies, Oxford University Press, vol. 50(4), pages 585-596.
  4. Blau, Francine D & Kahn, Lawrence M, 1983. "Job Search and Unionized Employment," Economic Inquiry, Western Economic Association International, vol. 21(3), pages 412-430, July.
  5. Wallace E. Hendricks & Lawrence M. Kahn, 1983. "Cost-of-Living Clauses in Union Contracts: Determinants and Effects," 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 234-241, May.
  2. Wallace E. Hendricks & Lawrence M. Kahn, 1982. "The Determinants of Bargaining Structure in U.S. Manufacturing Industries," ILR Review, Cornell University, ILR School, vol. 35(2), pages 181-195, January.

1981

  1. Hall, Anthony David & Pagan, Adrian Rodney, 1981. "The LIML and Related Estimators of an Equation with Moving Average Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 719-730, October.
  2. Blau, Francine D & Kahn, Lawrence M, 1981. "Causes and Consequences of Layoffs," Economic Inquiry, Western Economic Association International, vol. 19(2), pages 270-296, April.
  3. Francine D. Blau & Lawrence M. Kahn, 1981. "Race and Sex Differences in Quits by Young Workers," ILR Review, Cornell University, ILR School, vol. 34(4), pages 563-577, July.

1980

  1. Pagan, Adrian, 1980. "Some identification and estimation results for regression models with stochastically varying coefficients," Journal of Econometrics, Elsevier, vol. 13(3), pages 341-363, August.
  2. T. S. Breusch & A. R. Pagan, 1980. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics," Review of Economic Studies, Oxford University Press, vol. 47(1), pages 239-253.
  3. Kahn, Lawrence M, 1980. "Bargaining Power, Search Theory and the Phillips Curve," Cambridge Journal of Economics, Oxford University Press, vol. 4(3), pages 233-244, September.
  4. 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. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
  2. Pagan, Adrian, 1979. "Some consequences of viewing LIML as an iterated Aitken estimator," Economics Letters, Elsevier, vol. 3(4), pages 369-372.
  3. D. J. Carland & A. R. Pagan, 1979. "A Short‐Run Econometric Model of the Japanese Wool Textile Industry," The Economic Record, The Economic Society of Australia, vol. 55(4), pages 317-327, December.
  4. 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 217-235, February.
  5. Lawrence M. Kahn, 1979. "Unionism and Relative Wages: Direct and Indirect Effects," ILR Review, Cornell University, ILR School, vol. 32(4), pages 520-532, July.

1978

  1. Pagan, Adrian, 1978. "Rational and polynomial lags : The finite connection," Journal of Econometrics, Elsevier, vol. 8(2), pages 247-254, October.
  2. 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.
  3. Lawrence M. Kahn, 1978. "Unions and Wages: The Effect of Unions on the Earnings of Nonunion Workers," ILR Review, Cornell University, ILR School, vol. 31(2), pages 205-216, January.

1977

  1. Nicholls, D F & Pagan, A R, 1977. "Specification of the Disturbance for Efficient Estimation-An Extended Analysis," Econometrica, Econometric Society, vol. 45(1), pages 211-217, January.
  2. Kahn, Lawrence M, 1977. "Union Impact: A Reduced Form Approach," The Review of Economics and Statistics, MIT Press, vol. 59(4), pages 503-507, November.

1976

  1. A. R. Pagan & D. F. Nicholls, 1976. "Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors," Review of Economic Studies, Oxford University Press, vol. 43(3), pages 383-387.

1975

  1. Nicholls, D F & Pagan, Adrian R & Terrell, R D, 1975. "The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 113-134, February.
  2. Pagan, Adrian R, 1975. "A Note on the Extraction of Components from Time Series," Econometrica, Econometric Society, vol. 43(1), pages 163-168, January.
  3. Pagan, Adrian R, 1975. "Optimal Control of Econometric Models with Autocorrelated Disturbance Terms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 258-263, February.

1974

  1. Pagan, Adrian, 1974. "A Generalised Approach to the Treatment of Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 13(23), pages 267-280, December.

1973

  1. Pagan, Adrian, 1973. "Efficient estimation of models with composite disturbance terms," Journal of Econometrics, Elsevier, vol. 1(4), pages 329-340, December.
  2. Pagan, Adrian, 1973. "Econometric studies of macro and monetary relations : A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75)," Journal of Econometrics, Elsevier, vol. 1(4), pages 402-403, December.

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

2021

  1. Christopher F Baum & Stan Hurn, 2021. "Environmental Econometrics Using Stata," Stata Press books, StataCorp LP, number eeus, August.

2016

  1. Don Harding & Adrian Pagan, 2016. "The Econometric Analysis of Recurrent Events in Macroeconomics and Finance," Economics Books, Princeton University Press, edition 1, number 10744, April.

2013

  1. Martin,Vance & Hurn,Stan & Harris,David, 2013. "Econometric Modelling with Time Series," Cambridge Books, Cambridge University Press, number 9780521139816.

2008

  1. Juraj Antal & Frantisek Brazdik & Jan Bruha & Martin Fukac & Adrian Pagan & Jiri Podpiera & Stanislav Polak & Yuliya Rychalovska, 2008. "CNB Economic Research Bulletin: Inflation Targeting and DSGE Models," Occasional Publications - Edited Volumes, Czech National Bank, edition 2, volume 6, number rb06/2 edited by Juraj Antal & Jan Babecky, March.
  2. Preston,A. J. & Pagan,A. R., 2008. "The Theory of Economic Policy," Cambridge Books, Cambridge University Press, number 9780521070225.

2004

  1. Ralf Becker & Stan Hurn (ed.), 2004. "Contemporary Issues in Economics and Econometrics," Books, Edward Elgar Publishing, number 3277, December.

2000

  1. Francine D. Blau & Lawrence M. Kahn, 2000. "Wage Inequality: International Comparisons of Its Sources," Books, American Enterprise Institute, number 52934, September.

1999

  1. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521586115.

Chapters

2016

  1. Don Harding & Adrian Pagan, 2016. "Overview," Introductory Chapters, in: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance, Princeton University Press.

2011

  1. Luis A.V. Catão & Adrian Pagan, 2011. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 5, pages 105-144, Central Bank of Chile.

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, in: Charles R. Plott & Vernon L. Smith (ed.), Handbook of Experimental Economics Results, edition 1, volume 1, chapter 65, pages 598-606, 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.

2001

  1. Adrian Pagan, 2001. "The Getting of Macroeconomic Wisdom," International Economic Association Series, in: Jacques Drèze (ed.), Advances in Macroeconomic Theory, chapter 11, pages 219-235, Palgrave Macmillan.

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. Adrian Pagan & Vince FitzGerald, 1995. "Final Discussion," RBA Annual Conference Volume (Discontinued), in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.),Productivity and Growth, Reserve Bank of Australia.
  2. 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.

1993

  1. Adrian Pagan, 1993. "A Perspective," RBA Annual Conference Volume (Discontinued), in: Adrian Blundell-Wignall (ed.),The Exchange Rate, International Trade and the Balance of Payments, Reserve Bank of Australia.

1984

  1. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100, Elsevier.

Software components

2021

  1. Christopher F Baum & Stan Hurn & Kenneth Lindsay, 2021. "WHITTLE: Stata module to compute long-memory parameter via Whittle method," Statistical Software Components S458894, Boston College Department of Economics.
  2. Jesús Otero & Christopher F Baum & Stan Hurn, 2021. "TVGC: Stata module to perform Time-Varying Granger Causality tests," Statistical Software Components S458916, Boston College Department of Economics, revised 01 Mar 2021.

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