Stan Hurn

CFDPs

CFDP 2059 Shuping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship," (December 2016) [58pp, Abstract] (See: CFP 1727)
CFDP 2058 Stan Hurn, Peter C. B. Phillips, Shuping Shi, "Change Detection and the Causal Impact of the Yield Curve," (December 2016) [67pp, Abstract] (See: CFP 1611)

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CFPs

CFP 1727 Shuping Shi, Stan Hurn, Peter C. B. Phillips, "Causal Change Detection in Possibly Integrated Systems: Revisiting the Money–Income Relationship," Journal of Financial Econometrics, (Winter 2020), 18(1): 158–180 (See CFDP 2059)
CFP 1611 Shuping Shi, Peter C. B. Phillips, Stan Hurn, "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, (November 2018), 39(6): 966-987 (See CFDP 2058)