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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

2023

  1. Francine D. Blau & Isaac Cohen & Matthew L. Comey & Lawrence Kahn & Nikolai Boboshko, 2023. "The Minimum Wage and Inequality Between Groups," NBER Working Papers 31725, National Bureau of Economic Research, Inc.

2021

  1. Francine D. Blau & Lawrence Kahn & Nikolai Boboshko & Matthew Comey, 2021. "Th Impact of Selection into the Labor Force on the Gender Wage Gap," CESifo Working Paper Series 9103, CESifo.
  2. Christopher F Baum & Jesús Otero & Stan Hurn, 2021. "Testing for time-varying Granger causality," Economics Virtual Symposium 2021 9, Stata Users Group.
  3. Clements, Adam & Hurn, Stan & Volkov, Vladimir, 2021. "A simple linear alternative to multiplicative error models with an application to trading volume," Working Papers 2021-06, University of Tasmania, Tasmanian School of Business and Economics.

2020

  1. Francine D. Blau & Lawrence 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," CESifo Working Paper Series 8195, CESifo.
  2. Russell Davidson & Stan Hurn, 2020. "The Bootstrap," Post-Print hal-03136351, HAL.
  3. 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.
  4. 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).
  5. 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).
  6. 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. Francine D. Blau & Lawrence Kahn & Peter Brummund & Jason B. Cook & Miriam Larson-Koester, 2019. "Is There Still Son Preference in the United States?," CESifo Working Paper Series 7948, CESifo.
  2. 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.
  3. 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. 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. 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. Francine D. Blau & Lawrence Kahn, 2016. "The Gender Wage Gap: Extent, Trends, and Explanations," CESifo Working Paper Series 5722, CESifo.
  2. Kahn, Lawrence M., 2016. "Permanent Jobs, Employment Protection and Job Content," IZA Discussion Papers 9961, Institute of Labor Economics (IZA).
  3. 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. 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.
  2. 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.
  3. 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).
  4. 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. 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.
  2. 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. Lawrence Kahn, 2013. "The Structure of the Permanent Job Wage Premium: Evidence from Europe," CESifo Working Paper Series 4538, CESifo.
  2. Francine D. Blau & Lawrence Kahn, 2013. "Immigration and the Distribution of Incomes," CESifo Working Paper Series 4561, CESifo.
  3. Blau, Francine D. & Kahn, Lawrence M., 2013. "Female Labor Supply: Why is the US Falling Behind?," IZA Discussion Papers 7140, Institute of Labor Economics (IZA).
  4. 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.
  5. 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. 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.
  2. Adam E Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2012. "Selecting forecasting models for portfolio allocation," NCER Working Paper Series 85, National Centre for Econometric Research.
  3. 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).
  4. 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).
  5. Verena Jung & Sascha L. Schmidt & Benno Torgler, 2012. "Antecedents of Attitudes Towards Risky Career Choices," CREMA Working Paper Series 2012-20, Center for Research in Economics, Management and the Arts (CREMA).

2011

  1. Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith, 2011. "Forecasting Equicorrelation," NCER Working Paper Series 72, National Centre for Econometric Research, revised 29 Aug 2011.
  2. Blau, Francine D. & Kahn, Lawrence M., 2011. "The Feasibility and Importance of Adding Measures of Actual Experience to Cross-Sectional Data Collection," IZA Discussion Papers 5873, Institute of Labor Economics (IZA).
  3. Blau, Francine D. & Kahn, Lawrence M., 2011. "Substitution Between Individual and Cultural Capital: Pre-Migration Labor Supply, Culture and US Labor Market Outcomes Among Immigrant Woman," IZA Discussion Papers 5890, Institute of Labor Economics (IZA).

2010

  1. Amir Rubin & Daniel Smith, 2010. "Comparing Different Explanations of the Volatility Trend," NCER Working Paper Series 68, National Centre for Econometric Research.
  2. Christophe Perignon & Daniel R. Smith, 2010. "The level and quality of Value-at-Risk disclosure by commercial banks," Post-Print hal-00528391, HAL.
  3. Lawrence Kahn, 2010. "Labor Market Policy: A Comparative View on the Costs and Benefits of Labor Market Flexibility," CESifo Working Paper Series 3140, CESifo.
  4. 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.
  5. 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. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Kahn, Lawrence M., 2009. "The Economics of Discrimination: Evidence from Basketball," IZA Discussion Papers 3987, Institute of Labor Economics (IZA).
  3. Kahn, Lawrence M., 2009. "Temporary Jobs and Job Search Effort in Europe," IZA Discussion Papers 4020, Institute of Labor Economics (IZA).
  4. 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).
  5. 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.
  6. 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.
  7. Tim M Christensen & Stan Hurn & Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research.
  8. 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. 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).
  2. Blau, Francine D. & Kahn, Lawrence M. & Papps, Kerry L., 2008. "Gender, Source Country Characteristics and Labor Market Assimilation among Immigrants: 1980-2000," IZA Discussion Papers 3725, Institute of Labor Economics (IZA).
  3. Blau, Francine D. & Kahn, Lawrence M. & Liu, Albert Yung-Hsu & Papps, Kerry L., 2008. "The Transmission of Women's Fertility, Human Capital and Work Orientation across Immigrant Generations," IZA Discussion Papers 3732, Institute of Labor Economics (IZA).
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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).
  11. 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).
  12. 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).
  13. 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.
  14. 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. Christophe Pérignon & Daniel R. Smith, 2007. "Yield-factor volatility models," Post-Print hal-00461067, HAL.
  2. 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).
  3. 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.
  4. 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.
  5. 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. Blau, Francine D. & Kahn, Lawrence M., 2006. "The U.S. Gender Pay Gap in the 1990s: Slowing Convergence," IZA Discussion Papers 2176, Institute of Labor Economics (IZA).
  2. Blau, Francine D. & Kahn, Lawrence M., 2006. "Changes in the Labor Supply Behavior of Married Women: 1980-2000," IZA Discussion Papers 2180, Institute of Labor Economics (IZA).
  3. Kahn, Lawrence M., 2006. "The Economics of College Sports: Cartel Behavior vs. Amateurism," IZA Discussion Papers 2186, Institute of Labor Economics (IZA).
  4. 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.
  5. Stan Hurn & J.Jeisman & K.A. Lindsay, 2006. "Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations," Stan Hurn Discussion Papers 2006, School of Economics and Finance, Queensland University of Technology.
  6. 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.
  7. 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.
  8. 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).
  9. 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).
  10. 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).
  11. 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. 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).
  2. Francine D. Blau & Lawrence M. Kahn, 2005. "Gender and Assimilation Among Mexican Americans," NBER Working Papers 11512, National Bureau of Economic Research, Inc.
  3. Benno Torgler & Sascha Schmidt, 2005. "What Shapes Players? Performance in Soccer? Empirical Findings from a Panel Analysis," CREMA Working Paper Series 2005-25, Center for Research in Economics, Management and the Arts (CREMA), revised Jan 2006.

2004

  1. Daniel R. Smith & Christophe Parignon, 2004. "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings 307, Econometric Society.
  2. Francine D. Blau & Lawrence Kahn, 2004. "Do Cognitive Test Scores Explain Higher U.S. Wage Inequality?," CESifo Working Paper Series 1139, CESifo.
  3. Kahn, Lawrence M., 2004. "Race, Performance, Pay and Retention among National Basketball Association Head Coaches," IZA Discussion Papers 1120, Institute of Labor Economics (IZA).
  4. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
  5. 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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002. "A smooth-transition model of the Australian unemployment rate," Working Paper Series 1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003.

2001

  1. Bertola, Giuseppe & Blau, Francine D & Kahn, Lawrence, 2001. "Comparative Analysis of Labour Market Outcomes: Lessons for the US from International Long-Run Evidence," CEPR Discussion Papers 3023, C.E.P.R. Discussion Papers.
  2. Francine D. Blau & Lawrence M. Kahn, 2001. "Understanding International Differences in the Gender Pay Gap," NBER Working Papers 8200, National Bureau of Economic Research, Inc.
  3. 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.
  4. 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.
  5. 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. Francine D. Blau & Lawrence M. Kahn & Jane Waldfogel, 2000. "Understanding Young Women's Marriage Decisions: The Role of Labor and Marriage Market Conditions," NBER Working Papers 7510, National Bureau of Economic Research, Inc.
  2. Francine D. Blau & Lawrence M. Kahn, 2000. "Gender Differences in Pay," NBER Working Papers 7732, National Bureau of Economic Research, Inc.

1999

  1. Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay, 1999. "The Generic Properties of Equilibrium Correction Mechanisms," Working Paper Series 0402, Department of Economics, Norwegian University of Science and Technology.

1998

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

1997

  1. Francine D. Blau & Lawrence M. Kahn, 1997. "Gender and Youth Employment Outcomes: The US and West Germany, 1984-91," NBER Working Papers 6078, National Bureau of Economic Research, Inc.

1996

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

1995

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

1994

  1. 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.
  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. 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.

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

2023

  1. Virginia Doellgast & Lawrence Kahn, 2023. "Letter From The Editors," ILR Review, Cornell University, ILR School, vol. 76(5), pages 787-789, October.

2022

  1. Rosemary Batt & Lawrence Kahn, 2022. "ILR Review at 75: Editorial Changes and the Launch of “Novel Technologies at Workâ€," ILR Review, Cornell University, ILR School, vol. 75(5), pages 1095-1096, October.
  2. Hurn, Stan & Shi, Shuping & Wang, Ben, 2022. "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, vol. 134(C).
  3. Christopher F Baum & Stan Hurn & Kenneth Lindsay & Jesús Otero, 2022. "Testing for time-varying Granger causality," Stata Journal, StataCorp LP, vol. 22(2), pages 355-378, June.
  4. Stan Hurn & Vance L. Martin & Lina Xu, 2022. "Specification tests for univariate diffusions," Econometric Reviews, Taylor & Francis Journals, vol. 41(6), pages 607-632, July.
  5. Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022. "Transition from the Taylor rule to the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(5), pages 635-647, December.

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. Rosemary Batt & Lawrence Kahn, 2021. "Data Transparency and Methods in Quantitative and Qualitative Research: Letter from the Editors," ILR Review, Cornell University, ILR School, vol. 74(5), pages 1079-1082, October.
  3. Christopher F Baum & Stan Hurn & Kenneth Lindsay, 2021. "The BDS test of independence," Stata Journal, StataCorp LP, vol. 21(2), pages 279-294, June.
  4. Christopher F Baum & Stan Hurn, 2021. "“What good is a volatility model?” A reexamination after 20 years," Stata Journal, StataCorp LP, vol. 21(2), pages 295-319, June.
  5. Stan Hurn & Jing Tian & Lina Xu, 2021. "Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 525-547, December.
  6. 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 & 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.
  2. 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.
  3. 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.
  4. 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.
  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, 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 Limited, vol. 9(3), pages 312-323, August.

2018

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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. 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.
  2. 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.
  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. 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).
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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. 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.
  2. Rosemary Batt & Lawrence Kahn, 2016. "Letter from the ILR Review Editors," ILR Review, Cornell University, ILR School, vol. 69(5), pages 1027-1028, October.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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. 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.
  2. 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. 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.
  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. "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.
  4. 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.
  5. 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.
  6. 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. Kahn, Lawrence M., 2012. "Temporary jobs and job search effort in Europe," Labour Economics, Elsevier, vol. 19(1), pages 113-128.
  2. 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.
  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. Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  2. Rubin, Amir & Smith, Daniel R., 2011. "Comparing different explanations of the volatility trend," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1581-1597, June.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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. Pérignon, Christophe & Smith, Daniel R., 2010. "The level and quality of Value-at-Risk disclosure by commercial banks," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 362-377, February.
  2. Pérignon, Christophe & Smith, Daniel R., 2010. "Diversification and Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 55-66, January.
  3. Kahn, Lawrence M., 2010. "Employment protection reforms, employment and the incidence of temporary jobs in Europe: 1996-2001," Labour Economics, Elsevier, vol. 17(1), pages 1-15, January.

2009

  1. Rubin, Amir & Smith, Daniel R., 2009. "Institutional ownership, volatility and dividends," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 627-639, April.
  2. Smith Daniel R, 2009. "Asymmetry in Stochastic Volatility Models: Threshold or Correlation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-36, May.
  3. 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.
  4. 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. 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.
  2. Raymond Kan & Daniel R. Smith, 2008. "The Distribution of the Sample Minimum-Variance Frontier," Management Science, INFORMS, vol. 54(7), pages 1364-1380, July.
  3. 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.
  4. 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.
  5. Hurn, Stan & Lindsay, kenneth, 2008. "Practitioner's Corner: Introduction," Economic Analysis and Policy, Elsevier, vol. 38(2), pages 343-343, September.

2007

  1. Smith, Daniel R., 2007. "Conditional coskewness and asset pricing," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 91-119, January.
  2. Perignon, Christophe & Smith, Daniel R. & Villa, Christophe, 2007. "Why common factors in international bond returns are not so common," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 284-304, March.
  3. Perignon, Christophe & Smith, Daniel R., 2007. "Yield-factor volatility models," Journal of Banking & Finance, Elsevier, vol. 31(10), pages 3125-3144, October.
  4. Layton, Allan P. & Smith, Daniel R., 2007. "Business cycle dynamics with duration dependence and leading indicators," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 855-875, December.
  5. Daniel R. Smith & Allan Layton, 2007. "Comparing Probability Forecasts in Markov Regime Switching Business Cycle Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(1), pages 79-98.
  6. 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.
  7. Blau Francine D & Kahn Lawrence M, 2007. "The Gender Pay Gap," The Economists' Voice, De Gruyter, vol. 4(4), pages 1-6, June.
  8. Lawrence M. Kahn, 2007. "The Impact of Employment Protection Mandates on Demographic Temporary Employment Patterns: International Microeconomic Evidence," Economic Journal, Royal Economic Society, vol. 117(521), pages 333-356, June.
  9. Lawrence M. Kahn, 2007. "Sports League Expansion and Consumer Welfare," Journal of Sports Economics, , vol. 8(2), pages 115-138, May.
  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. 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(3), pages 393-438.
  12. Gunnar Bårdsen & Stan Hurn & Zoë Mchugh, 2007. "Modelling Wages and Prices in Australia," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 143-158, June.
  13. Ralf Becker & Stan Hurn & Vlad Pavlov, 2007. "Modelling Spikes in Electricity Prices," The Economic Record, The Economic Society of Australia, vol. 83(263), pages 371-382, December.
  14. Walter Enders & Stan Hurn, 2007. "Identifying aggregate demand and supply shocks in a small open economy," Oxford Economic Papers, Oxford University Press, vol. 59(3), pages 411-429, July.
  15. 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. 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.
  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. Hurn, Stan & Siklos, Pierre L., 2006. "Asset pricing puzzles in finance: Introduction," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 103-105, August.
  4. 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.
  5. 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.
  6. 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.
  7. Ansgar Richter & Sascha L. Schmidt, 2006. "Antecedents of the Performance of Management Consultants," Schmalenbach Business Review (sbr), LMU Munich School of Management, vol. 58(4), pages 365-391, October.

2005

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

2004

  1. Lawrence M. Kahn, 2004. "Immigration, skills and the labor market: International evidence," Journal of Population Economics, Springer;European Society for Population Economics, vol. 17(3), pages 501-534, August.
  2. Francine D. Blau & Lawrence M. Kahn & FJane Waldfogel, 2004. "The Impact of Welfare Benefits on Single Motherhood and Headship of Young Women: Evidence from the Census," Journal of Human Resources, University of Wisconsin Press, vol. 39(2).
  3. Bårdsen Gunnar & Hurn Stan & Lindsay Kenneth A., 2004. "Linearizations and Equilibrium Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 1-9, December.
  4. 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. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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. 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.
  2. Enders, Walter & Hurn, Stan, 2002. "Asymmetric price adjustment and the Phillips curve," Journal of Macroeconomics, Elsevier, vol. 24(3), pages 395-412, September.
  3. 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.
  4. Schmidt, Sascha & Rühli, Edwin, 2002. "Prior Strategy Processes as a Key to Understanding Mega-mergers:: The Novartis Case," European Management Journal, Elsevier, vol. 20(3), pages 223-234, June.

2000

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.

1999

  1. Blau, Francine D. & Kahn, Lawrence M., 1999. "Analyzing the gender pay gap," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(5), pages 625-646.
  2. Yoram Amiel & John Creedy & Stan Hurn, 1999. "Measuring Attitudes Towards Inequality," Scandinavian Journal of Economics, Wiley Blackwell, vol. 101(1), pages 83-96, March.
  3. 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. Lawrence M. Kahn, 1998. "Collective Bargaining and the Interindustry Wage Structure: International Evidence," Economica, London School of Economics and Political Science, vol. 65(260), pages 507-534, November.
  2. Kahn, Lawrence M, 1998. "Against the Wind: Bargaining Recentralisation and Wage Inequality in Norway 1987-91," Economic Journal, Royal Economic Society, vol. 108(448), pages 603-645, May.

1997

  1. Blau, Francine D & Kahn, Lawrence M, 1997. "Swimming Upstream: Trends in the Gender Wage Differential in 1980s," Journal of Labor Economics, University of Chicago Press, vol. 15(1), pages 1-42, January.
  2. 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.
  3. 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.
  4. 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. 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.
  2. Hurn, A S & Muscatelli, V A, 1996. "Modelling the Demand for M4 in the U.K," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(1), pages 70-78, March.

1995

  1. Hurn, A S & McDonald, A D & Moody, T, 1995. "In Search of Time-Varying Term Premia in the London Interbank Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 42(2), pages 152-164, May.
  2. Hurn, A Stan & Moody, Terry & Muscatelli, V Anton, 1995. "The Term Structure of Interest Rates in the London Interbank Market," Oxford Economic Papers, Oxford University Press, vol. 47(3), pages 419-436, July.
  3. 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. Blau, Francine D & Kahn, Lawrence M, 1994. "Rising Wage Inequality and the U.S. Gender Gap," American Economic Review, American Economic Association, vol. 84(2), pages 23-28, May.
  2. Enders, Walter & Hurn, Stan, 1994. "Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim," Review of International Economics, Wiley Blackwell, vol. 2(2), pages 179-190, June.
  3. Hurn, A S & Wright, Robert E, 1994. "Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data," Economic Journal, Royal Economic Society, vol. 104(423), pages 363-371, March.

1993

  1. Kahn, Lawrence M & Munighan, J Keith, 1993. "A General Experiment on Bargaining in Demand Games with Outside Options," American Economic Review, American Economic Association, vol. 83(5), pages 1260-1280, December.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Hurn, A S, 1993. "Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data," Scottish Journal of Political Economy, Scottish Economic Society, vol. 40(3), pages 311-322, August.
  7. A.S. Hurn, 1993. "The Money‐income Causality Debate in South Africa: Reply," South African Journal of Economics, Economic Society of South Africa, vol. 61(1), pages 58-60, March.

1992

  1. Blau, Francine D & Kahn, Lawrence M, 1992. "The Gender Earnings Gap: Learning from International Comparisons," American Economic Review, American Economic Association, vol. 82(2), pages 533-538, May.
  2. 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.
  3. Hurn, A S & Muscatelli, V A, 1992. "Testing Superexogeneity: The Demand for Broad Money in the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(4), pages 543-556, November.
  4. Muscatelli, Vito Antonio & Hurn, A Stan, 1992. "Cointegration and Dynamic Time Series Models," Journal of Economic Surveys, Wiley Blackwell, vol. 6(1), pages 1-43.
  5. A.S. Hurn & V.A. Muscatelli, 1992. "The Long‐run Properties of the Demand for M3 in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 60(2), pages 93-101, June.

1991

  1. Hendricks, Wallace E & Kahn, Lawrence M, 1991. "Efficiency Wages, Monopoly Unions and Efficient Bargaining," Economic Journal, Royal Economic Society, vol. 101(408), pages 1149-1162, September.
  2. Kahn, Lawrence M, 1991. "Customer Discrimination and Affirmative Action," Economic Inquiry, Western Economic Association International, vol. 29(3), pages 555-571, July.
  3. 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.
  4. A.S. Hurn, 1991. "Causality, Predictability and Monetary Targets in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 59(4), pages 229-241, December.

1990

  1. 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.
  2. 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.

1988

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

1987

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

1986

  1. Hendricks, Wallace E & Kahn, Lawrence M, 1986. "Wage Indexation and Compensating Wage Differentials," The Review of Economics and Statistics, MIT Press, vol. 68(3), pages 484-492, August.

1984

  1. Hendricks, Wallace E & Kahn, Lawrence M, 1984. "The Demand for Labor Market Structure: An Economic Approach," Journal of Labor Economics, University of Chicago Press, vol. 2(3), pages 412-438, July.
  2. Lawrence M. Kahn & Stuart A. Low, 1984. "An Empirical Model of Employed Search, Unemployed Search, and Nonsearch," Journal of Human Resources, University of Wisconsin Press, vol. 19(1), pages 104-117.

1983

  1. Blau, Francine D & Kahn, Lawrence M, 1983. "Job Search and Unionized Employment," Economic Inquiry, Western Economic Association International, vol. 21(3), pages 412-430, July.
  2. 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. 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.
  2. 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.

1981

  1. Blau, Francine D & Kahn, Lawrence M, 1981. "Causes and Consequences of Layoffs," Economic Inquiry, Western Economic Association International, vol. 19(2), pages 270-296, April.
  2. Lawrence M. Kahn, 1981. "Sex Discrimination in Professional Employment: A Case Study," ILR Review, Cornell University, ILR School, vol. 34(2), pages 273-275, January.
  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. Kahn, Lawrence M, 1980. "Bargaining Power, Search Theory and the Phillips Curve," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 4(3), pages 233-244, September.
  2. Lawrence M. Kahn, 1980. "Union Spillover Effects on Organized Labor Markets," Journal of Human Resources, University of Wisconsin Press, vol. 15(1), pages 87-98.

1979

  1. Kahn, Lawrence M & Morimune, Kimio, 1979. "Unions and Employment Stability: A Sequential Logit Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 217-235, February.
  2. 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. 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.
  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.

1977

  1. Kahn, Lawrence M, 1977. "Union Impact: A Reduced Form Approach," The Review of Economics and Statistics, MIT Press, vol. 59(4), pages 503-507, November.

Undated

  1. A. S. Hurn & J. I. Jeisman & K. A. Lindsay, 0. "Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations," Journal of Financial Econometrics, Oxford University Press, 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.

2013

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

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.

Chapters

2008

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

2000

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

1999

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

1995

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

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, revised 06 Mar 2023.
  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 18 Jan 2024.

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