Stan Hurn : Citation Profile

National Centre for Econometric Research (NCER) (50% share)
Queensland University of Technology (50% share)

21

H index

30

i10 index

1164

Citations

RESEARCH PRODUCTION:

70

Articles

55

Papers

3

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 34
   Journals where Stan Hurn has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 29 (2.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu111
   Updated: 2025-04-19    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Baum, Christopher (5)

Martin, Vance (2)

Otero, Jesus (2)

Clements, Adam (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stan Hurn.

Is cited by:

Weron, Rafał (28)

Creedy, John (24)

Clements, Adam (19)

GUPTA, RANGAN (18)

Trueck, Stefan (15)

Caporin, Massimiliano (14)

Grossi, Luigi (11)

Janczura, Joanna (9)

Gallagher, David (9)

Herrera, Rodrigo (8)

Ajmi, Ahdi Noomen (8)

Cites to:

Engle, Robert (41)

Bollerslev, Tim (34)

Diebold, Francis (28)

Shephard, Neil (25)

Phillips, Peter (25)

Cartea, Álvaro (24)

Andersen, Torben (22)

Gallant, A. (20)

Campbell, John (18)

Tauchen, George (17)

Shi, Shuping (16)

Main data

Production by document typearticlebookpaperchapter199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents1234567891011121314151617181920212223050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Stan Hurn has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)6
The Economic Record4
Studies in Nonlinear Dynamics & Econometrics4
Stata Journal4
Journal of Financial Econometrics3
Economic Analysis and Policy3
South African Journal of Economics3
Scottish Journal of Political Economy3
Energy Economics3
Oxford Bulletin of Economics and Statistics2
Journal of Econometrics2
The Energy Journal2
International Journal of Forecasting2
Journal of Time Series Analysis2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
NCER Working Paper Series / National Centre for Econometric Research23
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Stan Hurn Discussion Papers / School of Economics and Finance, Queensland University of Technology3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney2
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2
Econometric Society 2004 Australasian Meetings / Econometric Society2

Recent works citing Stan Hurn (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2024.

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2024.

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2025Intergenerational Discounting and Inequality. (2025). Piacquadio, Paolo Giovanni ; Nesje, Frikk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11630.

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2025Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment. (2025). Saadaoui, Jamel ; Coelho, José ; Afonso, Antonio ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11694.

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2024Geo-political risks, uncertainty, financial development, renewable energy, and carbon intensity: Empirical evidence from countries at high geo-political risks. (2024). Murshed, Muntasir ; Işık, cem ; Tillaguango, Brayan ; Hossain, Mohammad Razib ; Shu, Ying ; Chen, Zhiguang ; Iik, Cem ; Alvarado, Rafael. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924017045.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Dong, Jichang ; Li, Xuerong ; Mi, Anran ; Xu, Xiaoyue. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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2024On the time-varying impact of Chinas bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?. (2024). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000737.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2025Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis. (2025). Alsamara, Mouyad ; Mrabet, Zouhair ; Awwad, Abdulkareem ; Mimouni, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002712.

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2024Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform. (2024). Saiki, Yoshitaka ; Muto, Makoto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001165.

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2024Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Xu, Chen ; Li, Chenxu ; Ait-Sahalia, Yacine. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389.

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2024Emission intensities in the Australian National Electricity Market – An econometric analysis. (2024). Truck, Stefan ; Nazifi, Fatemeh. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006825.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024How do changes in settlement periods affect wholesale market prices? Evidence from Australias National Electricity Market. (2024). Khezr, Peyman ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001336.

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2024Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Demetriades, Elias ; Tselika, Maria. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024From 30- to 5-minute settlement rule in the NEM: An early evaluation. (2024). Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003252.

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2024Enhancing electric vehicle charging efficiency at the aggregator level: A deep-weighted ensemble model for wholesale electricity price forecasting. (2024). Hussain, Zakir ; Teni, Abhishek Prasad ; Kim, Yun-Su ; Zia, Muhammad Fahad ; Alharby, Maher ; Alwayle, Ibrahim M ; Irshad, Reyazur Rashid ; Eichman, Josh ; Pallonetto, Fabiano. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224025970.

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2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Time-varying causality among whisky, wine, and equity markets. (2024). Moroz, David ; Pecchioli, Bruno ; Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751.

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2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2024Nexus between fintech, green finance and natural resources management: Transition of BRICS nation industries from resource curse to resource blessed sustainable economies. (2024). Luthra, Sunil ; Kumar, Anil ; Samadhiya, Ashutosh ; Yadav, Sanjeev ; Pandey, Krishan Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002708.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation. (2024). Oviedo, Rodolfo ; Ortiz-Gracia, Luis ; Blanc-Blocquel, Augusto. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:225:y:2024:i:c:p:430-445.

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2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Ngene, Geoffrey ; Lesame, Keagile ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738.

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2024How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980.

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2025Fiscal and External Sustainability: a Two-Step Time-varying Granger Causality Assessment. (2025). Saadaoui, Jamel ; Coelho, José ; Afonso, Antonio ; Alves, Jos. In: Working Papers REM. RePEc:ise:remwps:wp03692025.

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2025Integration, Contagion and Turmoils; Evidence from Emerging markets. (2025). Harzallah, Amira ; Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:123775.

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2024Co-movement of Oil and Stock Markets During COVID-19: Evidence from the Gulf Corporation Council. (2024). Hanif, Muhammad. In: Contemporary Review of the Middle East. RePEc:sae:crmide:v:11:y:2024:i:3:p:338-359.

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2024Discovering maritime-piracy hotspots: a study based on AHP and spatio-temporal analysis. (2024). Alexopoulos, Thomas ; Fytopoulos, Antonios ; Kalaitzi, Dimitra ; Tsioufis, Marios. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:2:d:10.1007_s10479-023-05352-z.

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Stan Hurn has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Stan Hurn:

Year  ↓Title  ↓Type  ↓Cited  ↓
2010Asymmetric unemployment rate dynamics in Australia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2012Asymmetric Unemployment Rate Dynamics in Australia.(2012) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2010Asymmetric unemployment rate dynamics in Australia.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2011Asymmetric unemployment rate dynamics in Australia.(2011) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market In: CREATES Research Papers.
[Full Text][Citation analysis]		paper15
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market.(2014) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 15		paper
2016A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 15		article
2018Transition from the Taylor rule to the zero lower bound In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2022Transition from the Taylor rule to the zero lower bound.(2022) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 1		article
2009It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices In: The Energy Journal.
[Full Text][Citation analysis]		article33
2008It never rains but it pours: Modelling the persistence of spikes in electricity prices.(2008) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
.() In: .
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This paper has nother version. Agregated cites: 33		article
2017The Effect of Transmission Constraints on Electricity Prices In: The Energy Journal.
[Full Text][Citation analysis]		article7
.() In: .
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This paper has nother version. Agregated cites: 7		article
2003Mobius-Like Mappings and Their Use in Kernel Density Estimation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
2007Modelling Wages and Prices in Australia In: The Economic Record.
[Full Text][Citation analysis]		article10
2005Modelling Wages and Prices in Australia.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2007Modelling Spikes in Electricity Prices In: The Economic Record.
[Full Text][Citation analysis]		article31
2013Semi-parametric Forecasting of Spikes in Electricity Prices In: The Economic Record.
[Full Text][Citation analysis]		article12
2021Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed In: The Economic Record.
[Full Text][Citation analysis]		article0
1992 Cointegration and Dynamic Time Series Models. In: Journal of Economic Surveys.
[Citation analysis]		article51
2003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article112
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 112		paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112		paper
1996Modelling the Demand for M4 in the U.K. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article2
1992Testing Superexogeneity: The Demand for Broad Money in the UK. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article9
2002On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
1994Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim. In: Review of International Economics.
[Citation analysis]		article51
1991Causality, Predictability and Monetary Targets in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
1992The Long‐run Properties of the Demand for M3 in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article3
1993The Money‐income Causality Debate in South Africa: Reply In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
1999Measuring Attitudes Towards Inequality In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article120
1993Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1995In Search of Time-Varying Term Premia in the London Interbank Market. In: Scottish Journal of Political Economy.
[Citation analysis]		article3
2003Dollar‐Deutschemark Polarisation: Comparing The Pound And Franc In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		paper11
2022Testing for time-varying Granger causality.(2022) In: Stata Journal.
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This paper has nother version. Agregated cites: 11		article
2011Detecting Common Dynamics in Transitory Components In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article4
2009Detecting Common Dynamics in Transitory Components.(2009) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 4		paper
2011Semi-Parametric Forecasting of Realized Volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2004Linearizations and Equilibrium Correction Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2019Modeling directional (circular) time series In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2013Econometric Modelling with Time Series In: Cambridge Books.
[Citation analysis]		book27
2013Econometric Modelling with Time Series.(2013) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 27		book
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 9		paper
2024Teaching Financial Econometrics to Students Converting to Finance In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1994Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data. In: Economic Journal.
[Full Text][Citation analysis]		article45
2004Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper13
2009Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity.(2009) In: Economic Analysis and Policy.
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This paper has nother version. Agregated cites: 13		article
2006Testing for nonlinearity in mean in the presence of heteroskedasticity.(2006) In: Stan Hurn Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2004Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper6
2008Practitioners Corner: Introduction In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article0
2008The Devil is in the Detail: Hints for Practical Optimisation In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article7
2008The Devil is in the Detail: Hints for Practical Optimisation.(2008) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 7		paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
[Full Text][Citation analysis]		article24
2006Asset pricing puzzles in finance: Introduction In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2013A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2010A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024Modelling circular time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2025The dynamics of U.S. industrial production: A time-varying Granger causality perspective In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2016Forecasting day-ahead electricity load using a multiple equation time series approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article36
2015Forecasting day-ahead electricity load using a multiple equation time series approach.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2015Volatility transmission in global financial markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2015Modelling interregional links in electricity price spikes In: Energy Economics.
[Full Text][Citation analysis]		article41
2016Strategic bidding and rebidding in electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article22
2017Forecasting quantiles of day-ahead electricity load In: Energy Economics.
[Full Text][Citation analysis]		article14
2012Forecasting spikes in electricity prices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article59
2015Selecting volatility forecasting models for portfolio allocation purposes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article25
2022Housing networks and driving forces In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2016Common trends in global volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2002Asymmetric price adjustment and the Phillips curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
1995Unobservable cyclical components in term premia of fixed-term financial instruments In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
1993Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments..(1993) In: Tasmania - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1997Isolating cyclical patterns in irregular time-series data In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
1995Isolating Cyclical Patterns in Irregular Time Series Data..(1995) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1997Common trends and generalized purchasing power parity In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article11
1997Estimating the parameters of stochastic differential equations by Monte Carlo methods In: Mathematics and Computers in Simulation (MATCOM).
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1995Modelling the Lifespan of Human T Lymphocyte Subsets. In: Department of Economics - Working Papers Series.
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2008Estimating the Payoffs of Temperature-based Weather Derivatives In: NCER Working Paper Series.
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2009Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy In: NCER Working Paper Series.
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