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 1 3 41 1 3 22 106
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 92 0 0 3 126
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 2 4 54 1 3 8 159
A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing 0 0 1 109 1 3 16 389
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions 0 0 2 74 0 0 7 189
A semi-parametric point process model of the interactions between equity markets 0 0 0 34 0 0 2 39
A smooth-transition model of the Australian unemployment rate 0 0 0 465 1 1 2 2,699
Asymmetric unemployment rate dynamics in Australia 0 0 0 38 0 1 10 197
Asymmetric unemployment rate dynamics in Australia 0 0 0 78 1 2 13 228
Asymmetric unemployment rate dynamics in Australia 0 0 5 30 0 5 16 124
Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market 0 0 0 1 0 0 2 966
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 1 3 7 40 4 8 23 79
Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship 0 0 3 70 0 1 6 71
Change Detection and the Casual Impact of the Yield Curve 0 1 3 41 1 3 19 80
Detecting Common Dynamics in Transitory Components 0 0 1 81 0 0 6 170
Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives 0 2 2 48 0 2 2 133
Discrete time-series models when counts are unobservable 0 0 0 109 0 0 3 417
Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility 0 0 0 189 2 2 9 616
Distributional Preferences and the Extended Gini Measures of Inequality 0 0 0 0 1 1 5 797
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 170 0 1 4 357
Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3 0 1 2 166 1 2 7 405
Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods 0 0 0 2 0 0 9 877
Estimating the Payoffs of Temperature-based Weather Derivatives 0 0 2 102 0 0 25 337
Evaluating multivariate volatility forecasts 0 0 0 147 2 2 7 297
Forecasting day-ahead electricity load using a multiple equation time series approach 0 3 7 43 1 7 22 69
Isolating Cyclical Patterns in Irregular Time Series Data 0 0 0 0 0 0 4 564
It never rains but it pours: Modelling the persistence of spikes in electricity prices 0 1 3 160 0 2 9 363
Modeling directional (circular) time series 1 2 14 71 4 8 35 76
Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise 0 0 2 619 1 2 13 2,517
Modelling Structural Change in Money Demand Using a Fourier-Series Approximation 0 0 0 130 1 1 6 413
Modelling Wages and Prices in Australia 0 0 2 269 1 3 9 1,430
Modelling and forecasting wind drought 0 0 2 14 2 7 19 22
Modelling the Lifespan of Human T Lymphocyte Subsets 0 0 0 0 0 0 2 537
Momentum in Australian Stock Returns: An Update 1 1 4 162 3 6 14 315
On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options 0 0 0 12 1 1 1 66
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2 1 2 5 135 1 2 9 296
Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations 0 0 1 168 1 2 5 394
Selecting forecasting models for portfolio allocation 0 0 0 65 2 2 8 173
Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation 0 2 3 129 0 4 11 502
Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation 0 2 4 164 0 3 9 545
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity 0 0 0 171 0 1 9 505
Testing for Time Dependence in Parameters 0 0 0 51 0 1 9 252
Testing for nonlinearity in mean in the presence of heteroskedasticity 0 0 0 78 0 2 6 252
Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8 0 0 0 58 0 0 5 148
Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy 0 0 0 226 11 23 24 757
The Devil is in the Detail: Hints for Practical Optimisation 0 1 2 68 0 2 6 127
The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation 0 0 0 0 0 0 1 380
The Generic Properties of Equilibrium Correction Mechanisms 0 0 1 35 3 4 8 224
Time Series Evidence of Global Warming 0 0 0 1 0 0 3 2,667
Transition from the Taylor rule to the zero lower bound 1 2 10 24 3 8 38 74
Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments 0 0 0 0 0 0 0 81
Total Working Papers 5 26 96 5,034 51 131 511 23,607


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 14 0 1 6 68
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions 0 0 0 60 0 0 3 288
An empirical investigation of herding in the U.S. stock market 1 1 10 23 1 1 23 67
Asset pricing puzzles in finance: Introduction 0 0 0 192 0 0 0 414
Asymmetric Unemployment Rate Dynamics in Australia 0 0 1 57 0 2 10 214
Asymmetric price adjustment and the Phillips curve 0 0 1 67 0 0 5 173
Causality, Predictability and Monetary Targets in South Africa 0 0 0 5 0 0 2 19
Change Detection and the Causal Impact of the Yield Curve 0 0 2 7 3 5 17 35
Cointegration and Dynamic Time Series Models 0 0 0 0 2 3 5 1,210
Common trends and generalized purchasing power parity 0 0 0 12 0 0 4 34
Common trends in global volatility 0 0 3 14 0 4 19 75
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 2 138
Dollar‐Deutschemark Polarisation: Comparing The Pound And Franc 0 0 0 13 0 0 2 239
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 0 0 3 10 0 0 7 34
Estimating the parameters of stochastic differential equations 0 1 1 8 0 1 4 27
Estimating the parameters of stochastic differential equations by Monte Carlo methods 0 0 1 12 0 1 5 40
Forecasting day-ahead electricity load using a multiple equation time series approach 1 1 1 8 1 3 6 52
Forecasting quantiles of day-ahead electricity load 0 1 2 6 0 2 8 36
Forecasting spikes in electricity prices 2 4 8 60 6 11 22 201
Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data 2 2 3 138 3 3 9 540
Identifying aggregate demand and supply shocks in a small open economy 1 1 10 114 1 3 30 343
In Search of Time-Varying Term Premia in the London Interbank Market 0 0 0 0 0 0 2 82
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 1 6 0 3 14 33
Isolating cyclical patterns in irregular time-series data 0 0 0 1 1 1 1 19
It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices 2 4 5 18 3 8 19 198
Linearizations and Equilibrium Correction Models 0 0 0 34 0 0 2 140
Local Whittle estimation of the long-memory parameter 1 1 1 1 1 8 8 8
Measuring Attitudes Towards Inequality 0 1 2 183 1 2 7 746
Mixture distribution‐based forecasting using stochastic volatility models 0 0 0 0 0 0 0 2
Mobius-Like Mappings and Their Use in Kernel Density Estimation 0 0 0 40 0 0 7 97
Modelling Spikes in Electricity Prices 0 0 1 42 0 0 4 123
Modelling Wages and Prices in Australia 0 0 0 50 0 0 1 184
Modelling interregional links in electricity price spikes 0 0 1 8 0 0 8 47
Modelling the Demand for M4 in the U.K 0 0 0 0 0 0 2 132
Momentum in Australian Stock Returns 1 1 3 6 2 3 8 39
On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate 0 0 0 0 0 1 1 1
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations 1 3 3 134 1 3 7 333
Practitioner's Corner: Introduction 0 0 0 9 0 1 3 52
Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data 0 0 0 0 0 1 1 81
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations 0 0 2 34 0 4 11 90
Selecting volatility forecasting models for portfolio allocation purposes 1 1 3 20 2 5 19 87
Semi-Parametric Forecasting of Realized Volatility 0 0 0 49 0 0 1 150
Semi-parametric Forecasting of Spikes in Electricity Prices 0 0 0 6 1 1 4 42
Strategic bidding and rebidding in electricity markets 1 1 3 11 1 1 6 50
Testing Superexogeneity: The Demand for Broad Money in the UK 0 0 0 0 0 0 1 143
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity 0 0 0 51 0 0 6 154
The Devil is in the Detail: Hints for Practical Optimisation 0 0 0 63 1 4 8 161
The Effect of Transmission Constraints on Electricity Prices 0 0 2 22 0 3 16 75
The Long‐run Properties of the Demand for M3 in South Africa 0 0 3 20 0 0 3 64
The Money‐income Causality Debate in South Africa: Reply 0 0 0 5 0 0 0 32
The Term Structure of Interest Rates in the London Interbank Market 0 0 0 1 0 0 1 666
Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim 0 0 0 0 3 6 19 854
Unobservable cyclical components in term premia of fixed-term financial instruments 0 0 0 0 0 0 1 10
Using discrete-time techniques to test continuous-time models for nonlinearity in drift 0 0 0 1 0 0 0 14
Volatility transmission in global financial markets 1 2 6 54 1 3 19 142
Total Journal Articles 15 25 83 1,735 35 98 399 9,298


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 9 23 130 327
Econometric Modelling with Time Series 0 0 0 0 8 15 65 233
Total Books 0 0 0 0 17 38 195 560


Statistics updated 2021-01-03