The new signings were instrumental in the Cobblers' 6-2 win over Crewe Alexandra on Tuesday.
Dunn told BBC Radio Northampton: "There was a lot of confidence with Shaun and Josh coming in.
"They are key players who've done really well for us tonight. There was confidence before the game and it showed on the pitch as well."
Although Dunn was at fault for the opening goal, he saved a penalty from Crewe's Ashley Westwood with Northampton leading 2-1.
"I managed to get a save and redeem myself after the first goal," he said.
"At 2-2 we might have been under a bit of pressure but it spurred the lads on. We ran up the other end and scored a third and that's how football works sometimes.
"The lads have done well tonight and got the goals when they've had opportunities."
Source: BBC Sport
Source: BBC Sport