Stan Hurn
Names
first:  Stan 
last:  Hurn 
Contact
email: 
Affiliations

Queensland University of Technology
→ Business School
→ School of Economics and Finance (weight: 50%)
 website
 location: Brisbane, Australia

National Centre for Econometric Research (NCER) (weight: 50%)
 website
 location: Brisbane/Sydney, Australia
Research profile
author of:

Asymmetric price adjustment and the Phillips curve
by Enders, Walter & Hurn, Stan 
Theory and Tests of Generalized PurchasingPower Parity: Common Trends and Real Exchange Rates in the Pacific Rim.
by Enders, Walter & Hurn, Stan 
Unobservable Cyclical Components in Term Premia of Fixed Term Financial Instruments.
by McDonald, A. D. & Hurn, A. S. 
Modelling Wages and Prices in Australia
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh 
Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market.
by Hurn, A. S. & McDonald, A. D. 
Testing Superexogeneity: The Demand for Broad Money in the UK.
by Hurn, A. S. & Muscatelli, V. A. 
In Search of TimeVarying Term Premia in the London Interbank Market.
by Hurn, A. S. & McDonald, A. D. & Moody, T. 
The Term Structure of Interest Rates in the London Interbank Market.
by Hurn, A. Stan & Moody, Terry & Muscatelli, V. Anton 
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
by Stan Hurn 
Discretised NonLinear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility
by Scott I. White & Adam E. Clements & Stan Hurn 
Testing for Time Dependence in Parameters
by Ralf Becker & Walter Enders & A. Stan Hurn 
Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data.
by Hurn, A. S. 
Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise
by Jonathan Manton & Anton Muscatelli & Vikram Krishnamurthy & Stan Hurn 
Measuring Attitudes Towards Inequality
by Yoram Amiel & John Creedy & Stan Hurn 
Dollar‐Deutschemark Polarisation: Comparing The Pound And Franc
by James Forder & Stan Hurn 
A smoothtransition model of the Australian unemployment rate
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh 
Cointegration and Dynamic Time Series Models.
by Muscatelli, Vito Antonio & Hurn, A. Stan 
Modelling the Demand for M4 in the U.K.
by Hurn, A. S. & Muscatelli, V. A. 
Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data.
by Hurn, A. S. & Wright, Robert E. 
Modelling Structural Change in Money Demand Using a FourierSeries Approximation
by Ralf Becker & Walter Enders & Stan Hurn 
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations
by A. S. Hurn & K. A. Lindsay & V. L. Martin 
The Generic Properties of Equilibrium Correction Mechanisms
by Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay 
Testing for nonlinearity in mean in the presence of heteroskedasticity
by Stan Hurn & Ralf Becker 
The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation.
by Hurn, A. S. 
Time Series Evidence of Global Warming.
by Hurn, A. S. & Lindsay, K. A. 
Modelling the Lifespan of Human T Lymphocyte Subsets.
by Hurn, A. S. 
Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the FokkerPlanck equation
by Stan Hurn & J. Jeisman & K. A. Lindsay 
Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods.
by Hurn, A. S. & Lindsay, K. A. 
Distributional Preferences and the Extended Gini Measures of Inequality
by Creedy, J. & Hurn, S. 
Isolating Cyclical Patterns in Irregular Time Series Data.
by Hurn, A. S. & McDonald, A. D. 
Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations
by Stan Hurn & J. Jeisman & K. A. Lindsay 
Asset pricing puzzles in finance: Introduction
by Hurn, Stan & Siklos, Pierre L. 
Estimating Stochastic Volatility Models Using a Discrete Nonlinear Filter. Working paper #3
by Adam Clements & Stan Hurn & Scott White 
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2
by Stan Hurn & J. Jeisman & K. A. Lindsay 
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7
by Adrian Pagan & Hashem Pesaran 
MobiusLike Mappings and Their Use in Kernel Density Estimation
by Clements A. & Hurn S. & Lindsay K. 
Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the FokkerPlanck Equation
by A. Hurn & J. Jeisman & K. Lindsay 
Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8
by Stan Hurn & Ralf Becker 
Causality, Predictability and Monetary Targets in South Africa
by A. S. HURN 
The Long‐run Properties of the Demand for M3 in South Africa
by A. S. HURN & V. A. MUSCATELLI 
Modelling Wages and Prices in Australia
by GUNNAR BÅRDSEN & STAN HURN & ZOË MCHUGH 
The Money‐income Causality Debate in South Africa: Reply
by A. S. HURN 
Modelling Spikes in Electricity Prices
by RALF BECKER & STAN HURN & VLAD PAVLOV 
Identifying aggregate demand and supply shocks in a small open economy
by Walter Enders & Stan Hurn 
Momentum in Australian Stock Returns: An Update
by A. S. Hurn & V. Pavlov 
It never rains but it pours: Modelling the persistence of spikes in electricity prices
by T. M. Christensen & A. S. Hurn & K. A. Lindsay 
The Devil is in the Detail: Hints for Practical Optimisation
by T. M. Christensen & A. S. Hurn & K. A. Lindsay 
Discrete timeseries models when counts are unobservable
by T. M. Christensen & A. S. Hurn & K. A. Lindsay 
Estimating the Payoffs of Temperaturebased Weather Derivatives
by Adam Clements & A. S. Hurn & K. A. Lindsay 
Developing analytical distributions for temperature indices for the purposes of pricing temperaturebased weather derivatives
by Adam Clements & A. S. Hurn & K. A. Lindsay 
Evaluating multivariate volatility forecasts
by Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker 
It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices
by Timothy Christensen & Stan Hurn & Kenneth Lindsay 
Linearizations and Equilibrium Correction Models
by Bårdsen Gunnar & Hurn Stan & Lindsay Kenneth A. 
Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy
by Vlad Pavlov & Stan Hurn 
Detecting Common Dynamics in Transitory Components
by Tim M. Christensen & Stan Hurn & Adrian Pagan 
Asymmetric unemployment rate dynamics in Australia
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh 
A quasimaximum likelihood method for estimating the parameters of multivariate diffusions
by Stan Hurn & Andrew McClelland & Kenneth Lindsay 
Asymmetric unemployment rate dynamics in Australia
by Gunnar Bårdsen & Stan Hurn & Zoë McHugh 
Detecting Common Dynamics in Transitory Components
by Christensen Timothy & Hurn Stan & Pagan Adrian 
Asymmetric unemployment rate dynamics in Australia
by Gunnar Bardsen & Stan Hurn & Zoe McHugh 
SemiParametric Forecasting of Realized Volatility
by Becker Ralf & Clements Adam E. & Hurn Stan 
Asymmetric Unemployment Rate Dynamics in Australia
by Bårdsen Gunnar & Hurn Stanley & McHugh Zöe 
A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing
by Stephen Hogg & Stan Hurn & Stuart McDonald & Alicia Rambaldi 
Forecasting spikes in electricity prices
by Christensen, T. M. & Hurn, A. S. & Lindsay, K. A. 
Selecting forecasting models for portfolio allocation
by Adam E. Clements & Mark Doolan & Stan Hurn & Ralf Becker 
A quasimaximum likelihood method for estimating the parameters of multivariate diffusions
by Hurn, A. S. & Lindsay, K. A. & McClelland, A. J. 
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations
by A. S. Hurn & J. I. Jeisman & K. A. Lindsay 
Estimating the parameters of stochastic differential equations
by Hurn, A. S. & Lindsay, K. A. 
Isolating cyclical patterns in irregular timeseries data
by Hurn, A. S. & McDonald, A. D. 
Estimating the parameters of stochastic differential equations by Monte Carlo methods
by Stan Hurn, A. & Lindsay, K. A. 
Econometric Modelling with Time Series
by Martin, Vance & Hurn, Stan & Harris, David 
Unobservable cyclical components in term premia of fixedterm financial instruments
by McDonald, A. David & Hurn, A. Stan 
Semiparametric Forecasting of Spikes in Electricity Prices
by Adam Clements & Joanne Fuller & Stan Hurn 
Econometric Modelling with Time Series
by Martin, Vance & Hurn, Stan & Harris, David 
On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options
by A. S. Hurn & Kenenth A. Lindsay & Andrew McClelland 
Using discretetime techniques to test continuoustime models for nonlinearity in drift
by Becker, R. & Hurn, A. S. 
Common trends and generalized purchasing power parity
by Enders, Walter & Hurn, Stan 
Momentum in Australian Stock Returns
by Stan Hurn & Vlad Pavlov 
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market
by A. S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta 
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market
by A. S. Hurn & Annastiina Silvennoinen & Timo Terasvirta 
Volatility transmission in global financial markets
by Clements, A. E. & Hurn, A. S. & Volkov, V. V. 
Estimating the Parameters of Stochastic Volatility Models Using Option Price Data
by A. S. Hurn & K. A. Lindsay & A. J. McClelland 
The Devil is in the Detail: Hints for Practical Optimisation
by Christensen, T. M. & Hurn, A. S. & Lindsay, K. A. 
Forecasting dayahead electricity load using a multiple equation time series approach
by Clements, A. E. & Hurn, A. S. & Li, Z. 
Forecasting dayahead electricity load using a multiple equation time series approach
by Adam Clements & Stan Hurn & Zili Li 
Change Detection and the Casual Impact of the Yield Curve
by Stan Hurn & Peter C. B. Phillips & Shuping Shi 
Causal Change Detection in Possibly Integrated Systems: Revisiting the MoneyIncome Relationship
by Shuping Shi & Stan Hurn & Peter C. B. Phillips 
Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
by Stan Hurn & Ralf Becker 
Common trends in global volatility
by Clements, A. E. & Hurn, A. S. & Volkov, V. V. 
Practitioner's Corner: Introduction
by Hurn, Stan & Lindsay, kenneth 
Modelling interregional links in electricity price spikes
by Clements, A. E. & Herrera, R. & Hurn, A. S. 
Selecting volatility forecasting models for portfolio allocation purposes
by Becker, R. & Clements, A. E. & Doolan, M. B. & Hurn, A. S. 
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market
by A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta 
Strategic bidding and rebidding in electricity markets
by Clements, A. E. & Hurn, A. S. & Li, Z. 
Causal Change Detection in Possibly Integrated Systems: Revisiting the MoneyIncome Relationship
by ShuPing Shi & Stan Hurn & Peter C. B. Phillips 
"Change Detection and the Causal Impact of the Yield Curve
by Stan Hurn & Peter C. B. Phillips & ShuPing Shi 
A semiparametric point process model of the interactions between equity markets
by Clements, A. E. & Hurn, A. S. & Lindsay, K. A. & Volkov, V. V. 
The Effect of Transmission Constraints on Electricity Prices
by Adam E. Clements & A. Stan Hurn & Zili Li 
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors
by Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov 
Mixture distribution‐based forecasting using stochastic volatility models
by A. E. Clements & S. Hurn & S. I. White 
Change Detection and the Causal Impact of the Yield Curve
by Shuping Shi & Peter C. B. Phillips & Stan Hurn 
Transition from the Taylor rule to the zero lower bound
by Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta 
Forecasting quantiles of dayahead electricity load
by Li, Z. & Hurn, A. S. & Clements, A. E. 
An empirical investigation of herding in the U.S. stock market
by Clements, Adam & Hurn, Stan & Shi, Shuping 
Modelling and forecasting wind drought
by Gunnar Bårdsen & Stan Hurn & Kenneth Lindsay 
Modeling directional (circular) time series
by Harvey, A. & Hurn, S. & Thiele, S. 
On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate
by A. S. Hurn & K. A. Lindsay 
Local Whittle estimation of the longmemory parameter
by Christopher F. Baum & Stan Hurn & Kenneth Lindsay 
WHITTLE: Stata module to compute longmemory parameter via Whittle method
by Christopher F. Baum & Stan Hurn & Kenneth Lindsay 
TVGC: Stata module to perform TimeVarying Granger Causality tests
by Jesús Otero & Christopher F. Baum & Stan Hurn 
Environmental Econometrics Using Stata
by Christopher F. Baum & Stan Hurn 
The Bootstrap
by Russell Davidson & Stan Hurn 
Revisiting the numerical solution of stochastic differential equations
by Stan Hurn & Kenneth A. Lindsay & Lina Xu
editor of:

Contemporary Issues in Economics and Econometrics
edited by Ralf Becker & Stan Hurn