Access Statistics for Stan Hurn

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A smooth-transition model of the Australian unemployment rate 2 6 36 388 10 41 157 2,451
Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market 0 0 0 1 1 3 31 927
Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives 2 2 12 14 2 4 27 29
Discrete time-series models when counts are unobservable 3 8 28 51 11 26 114 120
Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility 2 3 19 154 4 9 55 459
Distributional Preferences and the Extended Gini Measures of Inequality 0 0 0 0 0 1 13 739
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 6 7 22 132 8 10 35 221
Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3 3 6 26 110 3 10 65 249
Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods 0 0 0 2 6 17 60 697
Estimating the Payoffs of Temperature-based Weather Derivatives 2 2 30 33 3 8 78 80
Isolating Cyclical Patterns in Irregular Time Series Data 0 0 0 0 3 12 46 421
It never rains but it pours: Modelling the persistence of spikes in electricity prices 2 5 36 37 5 12 77 81
Modelling Spikes in Electricity Prices 6 12 40 164 9 18 69 230
Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise 6 16 56 495 21 56 232 1,817
Modelling Structural Change in Money Demand Using a Fourier-Series Approximation 0 2 8 85 1 6 29 261
Modelling Wages and Prices in Australia 0 4 15 207 5 28 86 1,214
Modelling the Lifespan of Human T Lymphocyte Subsets 0 0 0 0 7 10 43 470
Momentum in Australian Stock Returns: An Update 4 7 23 48 7 12 44 51
On the efficacy of techniques for evaluating multivariate volatility forecasts 2 5 42 42 5 10 39 39
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2 1 4 15 62 2 6 30 119
Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations 2 5 19 115 5 13 37 239
Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation 1 6 21 58 3 15 96 275
Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation 1 4 14 87 2 9 52 354
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity 1 2 9 151 3 12 37 349
Testing for Time Dependence in Parameters 1 1 3 39 3 5 11 165
Testing for nonlinearity in mean in the presence of heteroskedasticity 1 1 5 68 1 1 18 175
Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8 1 1 5 49 1 2 11 74
The Devil is in the Detail: Hints for Practical Optimisation 1 2 8 43 1 3 19 30
The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation 0 0 0 0 1 3 7 197
The Generic Properties of Equilibrium Correction Mechanisms 0 0 2 18 0 1 10 162
Time Series Evidence of Global Warming 0 0 0 1 13 32 110 2,382
Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments 0 0 0 0 0 1 1 62
Total Working Papers 50 111 494 2,654 146 396 1,739 15,139

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset pricing puzzles in finance: Introduction 0 2 23 96 6 10 57 196
Asymmetric price adjustment and the Phillips curve 2 3 5 37 2 3 10 86
Causality, Predictability and Monetary Targets in South Africa 0 0 1 2 0 0 3 5
Cointegration and Dynamic Time Series Models 0 0 0 0 10 30 141 551
Dollar-Deutschemark Polarisation: Comparing The Pound And Franc 0 1 1 9 2 3 14 198
Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data 1 1 8 89 4 8 48 355
Identifying aggregate demand and supply shocks in a small open economy 0 2 20 31 1 6 81 111
In Search of Time-Varying Term Premia in the London Interbank Market 0 0 0 0 0 2 5 64
Linearizations and Equilibrium Correction Models 0 0 4 20 0 0 12 94
Measuring Attitudes towards Inequality 1 4 22 115 4 11 70 541
Mobius-Like Mappings and Their Use in Kernel Density Estimation 0 1 2 11 0 1 9 29
Modelling Spikes in Electricity Prices 0 2 14 18 2 9 30 45
Modelling Wages and Prices in Australia 1 1 8 19 1 5 25 66
Modelling the Demand for M4 in the U.K 0 0 0 0 1 1 9 93
On the Specification of the Drift and Diffusion Functions for Continuous-Time Models of the Spot Interest Rate 1 1 3 24 1 1 5 109
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* 2 3 14 90 3 7 26 203
Practitioner's Corner: Introduction 0 0 3 3 0 1 13 14
Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data 0 0 0 0 0 1 12 58
Testing Superexogeneity: The Demand for Broad Money in the UK 0 0 0 0 0 1 12 102
The Devil is in the Detail: Hints for Practical Optimisation 0 2 12 12 2 5 23 24
The Long-run Properties of the Demand for M3 in South Africa 0 0 2 4 1 1 7 17
The Money-income Causality Debate in South Africa: Reply 0 0 1 2 0 0 3 8
The Term Structure of Interest Rates in the London Interbank Market 0 0 0 1 0 4 33 536
Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim 0 0 0 0 5 13 80 424
Total Journal Articles 8 23 143 583 45 123 728 3,929

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Statistics updated 2009-11-04