NCER Working Paper Series

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48: Inter‐market Arbitrage in Sports Betting: Egon Franck, Erwin Verbeek and Stephan Nuesch
47: Relational Good at Work! Crime and Sport Participation in Italy. Evidence from Panel Data Regional Analysis over the Period 1997-2003: Raul Caruso
46: The Influence of Social Pressure and Nationality on Individual Decisions: Evidence from the Behaviour of Referees: Peter Michael Dawson and Stephen Dobson
45: Forecast performance of implied volatility and the impact of the volatility risk premium: Ralf Becker, Adam Clements and Christopher Andrew Coleman-Fenn
44: On the economic benefit of utility based estimation of a volatility model: Adam Clements and Annastiina Silvennoinen
43: A nonparametric approach to forecasting realized volatility: Adam Clements and Ralf Becker
42: The Economics of Credence Goods: On the Role of Liability, Verifiability, Reputation and Competition: Uwe Dulleck, Rudolf Kerschbamer and Matthias Sutter
41: On the efficacy of techniques for evaluating multivariate volatility forecasts: Adam Clements, Mark Doolan, Stan Hurn and Ralf Becker
40: The Economics of Discrimination: Evidence from Basketball: Lawrence Kahn
39: An Econometric Analysis of Some Models for Constructed Binary Time Series: Don Harding and Adrian Rodney Pagan
38: Timeless Perspective Policymaking: When is Discretion Superior?: Richard Dennis
37: Are optimistic expectations keeping the Chinese happy?: Paul Frijters, Amy Y.C. Liu and Xin Meng
36: Inequality Aversion and Performance in and on the Field: Benno Torgler, Markus Schaffner, Bruno S. Frey, Sascha Leonard Schmidt and Uwe Dulleck
35: Discrete time-series models when counts are unobservable: T M Christensen, Stan Hurn and K A Lindsay
34: Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives: Adam Clements, Stan Hurn and K A Lindsay
33: Estimating the Payoffs of Temperature-based Weather Derivatives: Adam Clements, Stan Hurn and K A Lindsay
32: The Devil is in the Detail: Hints for Practical Optimisation: T M Christensen, Stan Hurn and K A Lindsay
31: Buying Online: Sequential Decision Making by Shopbot Visitors: Uwe Dulleck, Franz Hackl, Bernhard Weiss and Rudolf Winter-Ebmer
30: Model Uncertainty and Monetary Policy: Richard Dennis
29: The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics: Richard Dennis
28: Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?: Paul Frijters and Aydogan Ulker
27: Early Child Development and Maternal Labor Force Participation: Using Handedness as an Instrument: Paul Frijters, David W. Johnston, Manisha Shah and Michael A. Shields
26: The mystery of the U-shaped relationship between happiness and age: Paul Frijters and Tony Beatton
25: It never rains but it pours: Modelling the persistence of spikes in electricity prices: T M Christensen, Stan Hurn and K A Lindsay
24: The Jump component of S&P 500 volatility and the VIX index: Ralf Becker, Adam Clements and Andrew McClelland
23: Momentum in Australian Stock Returns: An Update: Stan Hurn and Vlad Pavlov
22: Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH: Mardi Dungey, George Milunovich and Susan Thorp
21: Extending an SVAR Model of the Australian Economy: Mardi Dungey and Adrian Rodney Pagan
20: Mirror, Mirror on the Wall, who is the Happiest of Them All?: Benno Torgler, Nemanja Antić and Uwe Dulleck
19: Social Capital And Relative Income Concerns: Evidence From 26 Countries: Justina A. V. Fischer and Benno Torgler
18: Forecasting stock market volatility conditional on macroeconomic conditions: Ralf Becker and Adam Clements
17: Are combination forecasts of S&P 500 volatility statistically superior?: Ralf Becker and Adam Clements
16: Imported Equipment, Human Capital and Economic Growth in Developing Countries: Uwe Dulleck and Neil Foster
15: Does implied volatility reflect a wider information set than econometric forecasts?: Ralf Becker, Adam Clements and James Curchin
14: Some Issues in Using Sign Restrictions for Identifying Structural VARs: Renee A. Fry and Adrian Rodney Pagan
13: Weak Instruments: A Guide to the Literature: Adrian Rodney Pagan
12: Effects of Tax Morale on Tax Compliance: Experimental and Survey Evidence: Ronald G. Cummings, Jorge Martinez-Vazquez, Michael McKee and Benno Torgler
11: The Power of Positional Concerns: A Panel Analysis: Benno Torgler, Sascha Leonard Schmidt and Bruno S. Frey
10: Modelling Spikes in Electricity Prices: Ralf Becker, Stan Hurn and Vlad Pavlov
9: Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation: Stan Hurn, J. Jeisman and K. Lindsay
8: Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8: Stan Hurn and Ralf Becker
7: Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7: Adrian Rodney Pagan and M Hashem Pesaran (Stan Hurn)
6: Limited Information Estimation and Evaluation of DSGE Models. Working paper #6: Martin Fukac and Adrian Rodney Pagan
5: Income and Happiness: Evidence, Explanations and Economic Implications. Working paper #5: Andrew Clark, Paul Frijters and Michael A. Shields
4: Inventories, Fluctuations and Business Cycles. Working paper #4: Louis John Maccini and Adrian Rodney Pagan
3: Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3: Adam Clements, Stan Hurn and Scott White
2: Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2: Stan Hurn, J.Jeisman and K.A. Lindsay
1: The Econometric Analysis of Constructed Binary Time Series. Working paper #1: Adrian Rodney Pagan and Don Harding