Stan Hurn

Queensland University of Technology - School of Economics and Finance

GPO Box 2434

2 George Street

Brisbane, Queensland 4001

Australia

SCHOLARLY PAPERS

14

DOWNLOADS

776

SSRN CITATIONS
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in Total Papers Citations

17

CROSSREF CITATIONS

14

Scholarly Papers (14)

1.

The Impact of Monetary Policy in the UK on the Relationship between the Term Structure of Interest Rates and Future Inflation

Number of pages: 27 Posted: 21 May 2001
Gunnar Bardsen and Stan Hurn
Norwegian University of Science and Technology (NTNU) - Department of Economics and Queensland University of Technology - School of Economics and Finance
Downloads 163 (252,063)

Abstract:

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term structure, future inflation, monetary policy, recursive estimation

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 49 Posted: 01 Sep 2018
Macquarie UniversityDepartment of Economics, Macquarie University, Queensland University of Technology - School of Economics and Finance and University of Auckland Business School
Downloads 79 (422,514)
Citation 5

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Time-varying Granger causality, Subsample Wald tests, Money-income causality

Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship

Cowles Foundation Discussion Paper No. 2059
Number of pages: 59 Posted: 08 Dec 2016
Macquarie UniversityDepartment of Economics, Macquarie University, Queensland University of Technology - School of Economics and Finance and University of Auckland Business School
Downloads 78 (425,711)
Citation 4

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Time-varying Granger causality, subsample Wald tests, Money-Income

Modelling Wages and Prices in Australia

Number of pages: 41 Posted: 02 Nov 2005
Gunnar Bardsen, Stan Hurn and Zoë McHugh
Norwegian University of Science and Technology (NTNU) - Department of Economics, Queensland University of Technology - School of Economics and Finance and Tactical Global Management (TGM)
Downloads 110 (342,004)

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wage and price, cointegration, dynamic modelling, partial systems, structural breaks

Modelling Wages and Prices in Australia

Economic Record, Vol. 83, No. 261, pp. 143-158, June 2007
Number of pages: 16 Posted: 10 Jun 2007
Gunnar Bardsen, Stan Hurn and Zoë McHugh
Norwegian University of Science and Technology (NTNU) - Department of Economics, Queensland University of Technology - School of Economics and Finance and Tactical Global Management (TGM)
Downloads 27 (667,261)

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Change Detection and the Causal Impact of the Yield Curve

Cowles Foundation Discussion Paper No. 2058
Number of pages: 68 Posted: 08 Dec 2016
Queensland University of Technology - School of Economics and Finance, University of Auckland Business School and Macquarie UniversityDepartment of Economics, Macquarie University
Downloads 102 (360,131)
Citation 8

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Causality, Forward recursion, Hypothesis testing, Output, Recursive rolling test, Rolling window, Yield curve

Change Detection and the Causal Impact of the Yield Curve

Journal of Time Series Analysis, Vol. 39, Issue 6, pp. 966-987, 2018
Number of pages: 22 Posted: 07 Oct 2018
Macquarie UniversityDepartment of Economics, Macquarie University, University of Auckland Business School and Queensland University of Technology - School of Economics and Finance
Downloads 5 (873,184)
Citation 4

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Causality, forward recursion, hypothesis testing, recursive evolving test, rolling window, yield curve, real economic activity

5.

Asymmetric Unemployment Rate Dynamics in Australia

CREATES Research Paper No. 2010-2
Number of pages: 26 Posted: 10 Jan 2010
Gunnar Bardsen, Stan Hurn and Zoë McHugh
Norwegian University of Science and Technology (NTNU) - Department of Economics, Queensland University of Technology - School of Economics and Finance and Tactical Global Management (TGM)
Downloads 67 (457,133)
Citation 2

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unemployment, non-linearity, dynamic modelling, aggregate demand, real wages

6.

The Generic Properties of Equilibrium Correction Mechanisms

Arbeidsnotat Working Paper No. 1999/8
Number of pages: 4 Posted: 09 Mar 2000
Norwegian University of Science and Technology (NTNU) - Department of Economics, Queensland University of Technology - School of Economics and Finance and University of Glasgow - Department of Mathematics
Downloads 51 (519,712)

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7.

On the Efficacy of Simulated Maximum Likelihood for Estimating the Parameters of Stochastic Differential Equation

Number of pages: 19 Posted: 03 Jun 2003
Queensland University of Technology - School of Economics and Finance, University of Glasgow - Department of Mathematics and University of Melbourne - Department of Economics
Downloads 36 (593,557)

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8.

A Network Analysis of PM 2.5 Pollution in Santiago: Which Locations Have the Biggest Impact on Pollution Levels?

Number of pages: 15 Posted: 08 Mar 2020
University of Talca, Queensland University of Technology - School of Economics and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 29 (635,602)

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Particulate matter, PM 2.5, Santiago, networks

9.

On the Specification of the Drift and Diffusion Functions for Continuous-Time Models of the Spot Interest Rate

Number of pages: 18 Posted: 10 Feb 2003
Stan Hurn and Kenneth Lindsay
Queensland University of Technology - School of Economics and Finance and University of Glasgow - Department of Mathematics
Downloads 15 (742,629)

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10.

Modeling Spikes in Electricity Prices

Economic Record, Vol. 83, Issue 263, pp. 371-382, December 2007
Number of pages: 12 Posted: 05 Jan 2008
Ralf Becker, Stan Hurn and Vlad Pavlov
University of Manchester, Queensland University of Technology - School of Economics and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 14 (751,566)
Citation 1

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11.

Semi‐Parametric Forecasting of Spikes in Electricity Prices

Economic Record, Vol. 89, Issue 287, pp. 508-521, 2013
Number of pages: 14 Posted: 28 Nov 2013
Adam Clements, Joanne Fuller and Stan Hurn
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology - School of Economics and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 0 (906,128)

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12.

Identifying Aggregate Demand and Supply Shocks in a Small Open Economy

Oxford Economic Papers, Vol. 59, Issue 3, pp. 411-429, 2007
Posted: 24 Jun 2008
Walter Enders and Stan Hurn
University of Alabama - Department of Economics, Finance and Legal Studies and Queensland University of Technology - School of Economics and Finance

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JEL classifications: E3, C32

13.

Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Journal of Financial Econometrics, Vol. 5, Issue 3, pp. 390-455, 2007
Posted: 16 Jun 2008
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology and University of Glasgow - Department of Mathematics

Abstract:

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stochastic differential equations, parameter estimation, maximum likelihood, simulation, moments

14.

Asymmetric Price Adjustment and the Phillips Curve

Posted: 13 Jul 2002
Walter Enders and Stan Hurn
University of Alabama - Department of Economics, Finance and Legal Studies and Queensland University of Technology - School of Economics and Finance

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