Browse By Person: Hurn, Stan
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Number of items: 17.
Book Chapter
Becker, Ralf, Enders, Walter, & Hurn, Stan (2006) Modeling inflation and money demand using a Fourier-Series Approximation. In Milas, C, Rothman, P, & van Dijk, D (Eds.) Nonlinear Time Series Analysis of Business Cycles. Elsevier, The Netherlands, Amsterdam, pp. 221-246.
Journal Article
Christensen, Timothy, Hurn, Stan, & Pagan, Adrian (2011) Detecting common dynamics in transitory components. Journal of Time Series Econometrics, 3(1), pp. 1-26.
Becker, Ralf, Clements, Adam, & Hurn, Stan (2011) Semi-parametric forecasting of realized volatility. Studies in Nonlinear Dynamics and Econometrics, 15(3), pp. 1-21.
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7Christensen, Timothy, Hurn, Stan, & Lindsay, Ken (2009) It never rains but it pours: Modelling the persistence of spikes in electricity prices. The Energy Journal, 30(1), pp. 25-48.
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3Becker, Ralf & Hurn, Stan (2009) Testing for nonlinearity in mean in the presence of heteroskedasticity. Economic Analysis and Policy, 39(2), pp. 311-326.
Christensen, Timothy, Hurn, Stan, & Lindsay, Ken (2008) The devil is in the detail: hints for practical optimisation. Economic Analysis and Policy, 38(2), pp. 345-368.
Bardsen, Gunnar, Hurn, Stan, & McHugh, Zoe D. (2007) Modelling Wages and Prices in Australia. Economic Record, 83(261), pp. 143-158.
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3 3Enders, W. & Hurn, Stan (2007) Identifying aggregate demand and supply shocks in a small open economy. Oxford Economic Papers, 59(3), p. 411.
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8 5Becker, Ralf & Hurn, Stan (2007) Modelling Spikes in Electricity Prices. Economic Record, 83(263), pp. 371-382.
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7 5Forder, James & Hurn, Stan (2003) Dollar Deutschemark Polarisation: Comparing the Pound and Franc. Scottish Journal Of Political Economy, 50(3), pp. 217-231.
Conference Paper
Clements, Adam, Doolan, Mark, Hurn, Stan, & Becker, Ralf (2012) On the efficacy of techniques for evaluating multivariate volatility forecasts. In Ulubasoglu, Mehmet & Kidd, Michael (Eds.) Econometric Society Australasian Meeting (ESAM12), 3-6 July 2012, Langham Hotel, Melbourne, VIC.
Hurn, Stan, Jeisman, Joseph, & Lindsay, Ken (2006) Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations. In Dungey, M & Bardsley, P (Eds.) Econometric Society, ESAM06, 4 - 7 July 2006, Australia, Northern Territory, Alice Springs.
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11Hurn, Stan, Jeisman, Joseph, & Lindsay, Ken (2006) Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation. In Dungey, M & Bardsley, P (Eds.) Proceedings of the Australasian Meeting of the Econometric Society 2006, 4-7 July 2006, Australia, Northern Territory, Alice Springs.
Hurn, Stan, Jeisman, Joseph, & Lindsay, Kenneth (2005) ML Estimation Of The Parameters Of SDE's By Numerical Solution Of The Fokker-Planck Equation. In Zerger, A & Argent, R (Eds.) MODSIM 05 - International Congress On Modelling And Simulation Advances And Applications For Management And Decision Making, 12 December - 15 December 2005, Australia, Victoria, Melbourne.
Hurn, Stan, Lindsay, Kenneth, & Pavlov, Vladimir (2005) Smooth Estimation of Yield Curves by Laguerre Functions. In Zerger, A & Argent, R (Eds.) MODSIM 05 - International Congress On MOdelling And Simulation Advances And Applications For Management And Decision Making, 12 December - 15 December, 2005, Australia, Victoria, Melbourne.
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46Clements, Adam & Hurn, Stan (2001) Modelling Price Dynamics as the Outcome of Interaction Between Heterogenous Agents. In Canberra, A (Ed.) Proceedings of International Congress on Modelling and Simulation, 10-13 December 2001.
Becker, Ralf & Hurn, Stan (2001) Using Discreet-Time Techniques to test Continuous-Time Models for Nonlinearity Drift. In Canberra, A (Ed.) MODSIM 2001 International Conference on Modelling and Simulation, Proceedings, 10-13 December 2001.