1

Change Detection and the Causal Impact of the Yield Curve

Shi, Shuping, Phillips, Peter C. B., Hurn, Stan
Journal:
Journal of Time Series Analysis
Year:
2018
Language:
english
File:
PDF, 412 KB
english, 2018
2

Testing the profitability of moving-average rules as a portfolio selection strategy

Vlad Pavlov, Stan Hurn
Journal:
Pacific-Basin Finance Journal
Year:
2012
Language:
english
File:
PDF, 2.93 MB
english, 2012
5

A general test for time dependence in parameters

Ralf Becker, Walter Enders, Stan Hurn
Journal:
Journal of Applied Econometrics
Year:
2004
Language:
english
File:
PDF, 121 KB
english, 2004
7

COINTEGRATION AND DYNAMIC TIME SERIES MODELS

Vito Antonio Muscatelli, Stan Hurn
Journal:
Journal of Economic Surveys
Year:
1992
Language:
english
File:
PDF, 2.27 MB
english, 1992
8

Modelling Wages and Prices in Australia

GUNNAR BÅRDSEN, STAN HURN, ZOË MCHUGH
Journal:
Economic Record
Year:
2007
Language:
english
File:
PDF, 634 KB
english, 2007
9

Asymmetric price adjustment and the Phillips curve

Walter Enders, Stan Hurn
Journal:
Journal of Macroeconomics
Year:
2002
Language:
english
File:
PDF, 256 KB
english, 2002
10

Asset pricing puzzles in finance: Introduction

Stan Hurn, Pierre L. Siklos
Journal:
The North American Journal of Economics and Finance
Year:
2006
Language:
english
File:
PDF, 53 KB
english, 2006
11

A General Test for Time Dependence in Parameters

Ralf Becker, Walter Enders and Stan Hurn
Journal:
Journal of Applied Econometrics
Year:
2004
Language:
english
File:
PDF, 956 KB
english, 2004
17

Common trends and generalized purchasing power parity

Walter Enders, Stan Hurn
Journal:
Mathematics and Computers in Simulation
Year:
1997
Language:
english
File:
PDF, 374 KB
english, 1997
18

Measuring Attitudes Towards Inequality

Yoram Amiel, John Creedy, Stan Hurn
Journal:
The Scandinavian Journal of Economics
Year:
1999
Language:
english
File:
PDF, 161 KB
english, 1999
19

Dollar-Deutschemark Polarisation: Comparing The Pound And Franc

James Forder, Stan Hurn
Journal:
Scottish Journal of Political Economy
Year:
2003
Language:
english
File:
PDF, 163 KB
english, 2003
20

Modelling Spikes in Electricity Prices

RALF BECKER, STAN HURN, VLAD PAVLOV
Journal:
Economic Record
Year:
2007
Language:
english
File:
PDF, 384 KB
english, 2007
23

Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity

Becker, Ralf, Hurn, Stan
Journal:
Economic Analysis and Policy
Year:
2009
Language:
english
File:
PDF, 327 KB
english, 2009
24

The Future Of Superannuation A One-day Symposium on Friday, 2nd November 2001

Drew, Michal, Hurn, Stan
Journal:
Economic Analysis and Policy
Year:
2002
Language:
english
File:
PDF, 244 KB
english, 2002
25

Practitioners’ Forum

Hurn, Stan, Lindsay, Kenneth
Journal:
Economic Analysis and Policy
Year:
2008
Language:
english
File:
PDF, 47 KB
english, 2008
27

Semi-parametric Forecasting of Spikes in Electricity Prices

Clements, Adam, Fuller, Joanne, Hurn, Stan
Journal:
Economic Record
Year:
2013
Language:
english
File:
PDF, 148 KB
english, 2013
28

Semi-Parametric Forecasting of Realized Volatility

Becker, Ralf, Clements, Adam E, Hurn, Stan
Journal:
Studies in Nonlinear Dynamics and Econometrics
Year:
2011
Language:
english
File:
PDF, 289 KB
english, 2011
29

Detecting Common Dynamics in Transitory Components

Christensen, Timothy, Hurn, Stan, Pagan, Adrian
Journal:
Journal of Time Series Econometrics
Year:
2011
Language:
english
File:
PDF, 373 KB
english, 2011
30

Measuring Attitudes Towards Inequality

Yoram Amiel, John Creedy and Stan Hurn
Journal:
The Scandinavian Journal of Economics
Year:
1999
Language:
english
File:
PDF, 1.18 MB
english, 1999
31

Identifying Aggregate Demand and Supply Shocks in a Small Open Economy

Walter Enders and Stan Hurn
Journal:
Oxford Economic Papers
Year:
2007
Language:
english
File:
PDF, 1.76 MB
english, 2007
32

An empirical investigation of herding in the U.S. stock market

Clements, Adam, Hurn, Stan, Shi, Shuping
Journal:
Economic Modelling
Year:
2017
Language:
english
File:
PDF, 2.61 MB
english, 2017