When you have a 2 stage HP and a 2 stage furnace what controlls what stage the HP and furnace are in?

Does the HP or furnace decide on there own what stage to use, or does the stat controll that?

Also, is that stat what is controlling the speed of the blower motor.

If you have a 2 stage HP and a 2 stage furnace you need a stats that will controll 4 stages of heating right?

Thanks,
Doug