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
"Change Detection and the Causal Impact of the Yield Curve 0 0 0 50 2 4 6 140
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 1 1 100 1 4 6 146
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 2 5 5 176
A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing 0 0 0 112 4 5 8 420
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions 0 0 0 74 1 1 2 199
A semi-parametric point process model of the interactions between equity markets 0 0 0 34 3 5 7 52
A simple linear alternative to multiplicative error models with an application to trading volume 0 0 1 58 4 7 12 47
A smooth-transition model of the Australian unemployment rate 0 0 0 467 2 2 3 2,708
Asymmetric unemployment rate dynamics in Australia 0 0 0 78 2 4 6 245
Asymmetric unemployment rate dynamics in Australia 0 0 0 38 2 5 6 223
Asymmetric unemployment rate dynamics in Australia 0 1 1 31 0 1 5 152
Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market 0 0 0 1 0 1 1 969
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 1 81 2 4 9 106
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 1 1 74 0 4 5 172
Change Detection and the Casual Impact of the Yield Curve 0 0 2 52 1 2 4 112
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 0 177
Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives 0 0 0 52 1 2 6 154
Discrete time-series models when counts are unobservable 0 0 1 111 1 3 6 427
Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility 0 0 0 191 0 1 2 628
Distributional Preferences and the Extended Gini Measures of Inequality 0 0 0 0 0 0 1 807
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 173 1 5 5 371
Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3 0 0 0 177 1 4 6 430
Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods 0 0 0 2 1 1 1 893
Estimating the Payoffs of Temperature-based Weather Derivatives 0 0 0 103 0 2 3 353
Evaluating multivariate volatility forecasts 0 0 0 149 1 2 3 308
Forecasting day-ahead electricity load using a multiple equation time series approach 0 0 1 47 0 5 8 90
Isolating Cyclical Patterns in Irregular Time Series Data 0 0 0 0 1 2 2 569
It never rains but it pours: Modelling the persistence of spikes in electricity prices 0 0 1 163 1 2 5 380
Modeling directional (circular) time series 0 0 0 95 2 4 4 140
Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise 0 0 0 624 0 2 5 2,541
Modelling Structural Change in Money Demand Using a Fourier-Series Approximation 0 0 1 133 2 4 5 428
Modelling Wages and Prices in Australia 0 0 0 273 1 3 5 1,456
Modelling and forecasting wind drought 0 0 2 20 3 8 13 69
Modelling the Lifespan of Human T Lymphocyte Subsets 0 0 0 0 1 2 2 542
Momentum in Australian Stock Returns: An Update 0 0 1 166 0 2 5 336
On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options 1 1 1 13 4 7 7 77
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2 0 0 0 137 1 2 4 314
Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations 0 0 0 169 2 5 6 415
Selecting forecasting models for portfolio allocation 0 0 1 66 0 2 3 187
Teaching Financial Econometrics to Students Converting to Finance 0 0 17 34 2 4 41 69
Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation 0 0 0 139 1 1 4 541
Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation 0 0 1 171 1 4 5 570
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity 0 0 0 172 3 5 6 516
Testing for Time Dependence in Parameters 0 0 0 52 0 2 2 262
Testing for nonlinearity in mean in the presence of heteroskedasticity 0 0 0 78 0 1 1 260
Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8 0 0 0 58 2 3 3 152
Testing for time-varying Granger causality 1 5 17 160 11 18 41 294
Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy 0 0 1 238 1 2 7 797
The Bootstrap 0 0 0 0 2 4 9 47
The Devil is in the Detail: Hints for Practical Optimisation 0 0 0 68 1 2 3 133
The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation 0 0 0 0 0 1 1 389
The Generic Properties of Equilibrium Correction Mechanisms 0 0 0 35 1 1 3 233
Time Series Evidence of Global Warming 0 0 0 1 0 1 1 2,674
Transition from the Taylor rule to the zero lower bound 0 0 0 40 1 2 3 113
Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments 0 0 0 0 1 1 1 82
Total Working Papers 2 9 52 5,497 77 176 323 25,091

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Likelihood Approximations for Univariate Diffusions* 0 1 1 1 0 1 1 2
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 1 2 23 1 3 6 96
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions 0 0 0 64 1 3 6 325
An empirical investigation of herding in the U.S. stock market 0 0 0 42 3 5 6 145
Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed 0 0 0 1 0 1 2 4
Asset pricing puzzles in finance: Introduction 0 0 0 194 0 1 1 420
Asymmetric Unemployment Rate Dynamics in Australia 0 0 1 58 1 2 8 244
Asymmetric price adjustment and the Phillips curve 0 0 0 71 2 3 3 186
Causality, Predictability and Monetary Targets in South Africa 0 0 0 5 0 1 1 23
Change Detection and the Causal Impact of the Yield Curve 1 1 2 22 2 4 10 74
Cointegration and Dynamic Time Series Models 0 0 0 0 1 4 5 1,229
Common trends and generalized purchasing power parity 0 0 0 14 2 3 4 45
Common trends in global volatility 0 0 0 17 1 4 7 95
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 4 6 150
Dollar‐Deutschemark Polarisation: Comparing The Pound And Franc 0 0 0 16 0 1 4 250
Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes* 0 0 0 0 0 3 5 5
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 0 0 2 22 3 6 9 69
Estimating the parameters of stochastic differential equations 0 0 1 10 1 4 5 45
Estimating the parameters of stochastic differential equations by Monte Carlo methods 0 0 0 13 1 1 1 48
Forecasting day-ahead electricity load using a multiple equation time series approach 1 2 3 15 3 4 11 90
Forecasting quantiles of day-ahead electricity load 0 0 0 9 0 0 3 58
Forecasting spikes in electricity prices 0 2 2 85 2 8 16 276
Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data 0 1 1 143 2 3 4 558
Housing networks and driving forces 0 0 0 5 0 1 4 25
Identifying aggregate demand and supply shocks in a small open economy 0 0 1 124 3 5 7 380
In Search of Time-Varying Term Premia in the London Interbank Market 0 0 0 0 0 1 2 89
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 0 0 37
Isolating cyclical patterns in irregular time-series data 0 0 0 1 2 5 6 28
It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices 0 0 0 0 0 6 6 6
It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices 0 0 1 31 1 3 5 235
Linearizations and Equilibrium Correction Models 0 0 0 36 1 2 2 149
Local Whittle estimation of the long-memory parameter 0 0 0 8 2 4 6 43
Measuring Attitudes Towards Inequality 0 1 3 199 94 153 379 1,154
Mixture distribution‐based forecasting using stochastic volatility models 0 0 0 0 1 1 3 6
Mobius-Like Mappings and Their Use in Kernel Density Estimation 0 0 0 41 2 3 3 104
Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach 0 0 1 2 1 1 4 8
Modelling Spikes in Electricity Prices 0 0 2 48 2 3 7 151
Modelling Wages and Prices in Australia 0 0 0 52 2 5 6 198
Modelling circular time series 0 1 2 10 1 6 13 35
Modelling interregional links in electricity price spikes 0 0 2 20 1 4 8 90
Modelling the Demand for M4 in the U.K 0 0 0 0 1 2 2 144
Momentum in Australian Stock Returns 0 0 3 24 1 2 10 87
On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate 0 0 0 0 1 1 2 5
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations 0 0 5 162 0 4 10 381
Practitioner's Corner: Introduction 0 0 0 9 0 0 0 53
Revisiting the numerical solution of stochastic differential equations 0 0 0 0 1 1 2 16
Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data 0 0 0 0 0 1 2 86
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations 0 0 0 35 0 2 7 106
Selecting volatility forecasting models for portfolio allocation purposes 0 0 1 33 1 5 9 133
Semi-Parametric Forecasting of Realized Volatility 0 0 1 52 1 2 4 161
Semi-parametric Forecasting of Spikes in Electricity Prices 0 1 1 8 0 2 7 55
Specification tests for univariate diffusions 0 0 0 0 1 3 4 6
Strategic bidding and rebidding in electricity markets 0 1 2 30 2 5 10 99
Testing Superexogeneity: The Demand for Broad Money in the UK 0 0 0 0 2 2 3 154
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity 0 0 0 51 0 2 3 164
Testing for time-varying Granger causality 0 0 6 46 3 7 22 99
The BDS test of independence 1 2 5 69 1 4 13 168
The Devil is in the Detail: Hints for Practical Optimisation 0 0 0 64 3 3 4 174
The Effect of Transmission Constraints on Electricity Prices 1 1 2 4 2 5 12 15
The Effect of Transmission Constraints on Electricity Prices 0 0 1 29 1 2 3 104
The Long‐run Properties of the Demand for M3 in South Africa 0 0 0 21 1 3 5 72
The Money‐income Causality Debate in South Africa: Reply 0 0 0 6 0 1 1 34
The Term Structure of Interest Rates in the London Interbank Market 0 0 0 1 1 3 5 678
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 0 1 8 8 4 7 29 29
Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim 0 0 0 0 0 1 6 918
Transition from the Taylor rule to the zero lower bound 0 0 0 5 0 1 3 15
Unobservable cyclical components in term premia of fixed-term financial instruments 0 0 0 0 0 0 0 10
Using discrete-time techniques to test continuous-time models for nonlinearity in drift 0 0 0 1 1 3 4 21
Volatility transmission in global financial markets 0 1 2 72 2 4 8 193
“What good is a volatility model?” A reexamination after 20 years 0 2 2 26 3 6 10 56
Total Journal Articles 4 19 66 2,211 173 356 785 11,411
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Modelling with Time Series 0 0 0 0 2 5 24 540
Econometric Modelling with Time Series 0 0 0 0 1 1 13 334
Environmental Econometrics Using Stata 0 3 13 160 1 8 29 292
Total Books 0 3 13 160 4 14 66 1,166

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Inflation and Money Demand Using a Fourier-Series Approximation 0 0 2 3 0 1 5 10
Total Chapters 0 0 2 3 0 1 5 10
1 registered items for which data could not be found

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
TVGC: Stata module to perform Time-Varying Granger Causality tests 2 11 74 892 26 57 231 2,574
WHITTLE: Stata module to compute long-memory parameter via Whittle method 0 0 0 33 1 3 7 122
Total Software Items 2 11 74 925 27 60 238 2,696

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09