Access Statistics for Adrian Rodney Pagan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method for Working With Sign Restrictions in SVARs 0 1 4 88 0 2 8 153
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 0 153 0 0 2 291
A suggested framework for classifying the modes of cycle research 0 1 1 60 0 1 2 130
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 2 2 1,214
Alternative Models For Conditional Stock Volatility 0 1 2 746 0 2 4 1,723
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 1 1 2 598
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 1 2 78 0 3 8 72
An econometric analysis of some models for constructed binary time series 0 0 0 77 0 0 2 229
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 0 0 0 167
Australian Macro-Econometric Models and Their Construction - A Short History 0 2 5 83 1 3 7 113
Can Turkish Recessions Be Predicted? 0 0 0 151 0 1 1 330
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 0 89
Can We Predict Recessions? 0 1 2 338 0 1 3 446
Checking If the Straitjacket Fits 0 0 2 77 0 0 5 109
Checking if the Straitjacket Fits 0 0 3 14 0 0 9 33
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 1 2 99 1 2 3 194
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 1 177
Diagnostic tests as residual analysis 0 2 9 75 1 4 22 201
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 2 78 0 0 9 85
Disecting the Cycle: A Methodological Investigation 1 2 16 1,267 2 5 30 2,347
Dissecting the Cycle 0 0 1 178 0 1 2 372
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 2 325
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 2 4 225
Econometric Analysis and Prediction of Recurrent Events 0 0 0 269 0 0 0 372
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 518 0 0 2 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 0 0 1 366
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 0 1 102
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 0 1 126
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 168 0 0 5 186
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 0 2 177
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 0 1 4 122
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 0 2 8 194
Extending an SVAR Model of the Australian Economy 1 1 2 488 1 1 4 839
Extracting, Using and Analysing Cyclical Information 0 0 3 338 2 2 9 731
FISCAL POLICY AND THE CURRENT ACCOUNT: HISTORICAL, THEORETICAL AND POLICY PERSPECTIVES, AND "TWIN DEFICIT" AND THE AUSTRALIAN MODELS COMMENTS ON A CONFERENCE 0 0 0 2 1 1 3 3,038
Getting the ROC into Sync 0 0 0 21 0 0 3 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 1 246 0 1 3 440
Implications of Partial Information for Applied Macroeconomic Modelling 0 1 2 29 0 1 2 41
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 1 46 0 2 4 66
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 0 2 410
Investigating Cycle Anatomy 0 2 4 27 0 3 17 65
Investigating the Relationship Between DSGE and SVAR Models 0 0 12 172 2 6 26 426
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 1 346 0 0 5 620
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 1 2 85
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 1 64 0 1 1 119
Knowing the Cycle 0 0 2 317 0 3 38 653
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 0 282
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 1 1 1 149 1 1 2 288
Macro-Econometric System Modelling @75 0 0 1 41 0 0 3 136
Macro-Econometric System Modelling @75 0 0 1 145 0 0 1 192
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 0 1 190
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 130 0 0 2 425
Measurement of Business Cycles 0 0 6 1,216 0 1 10 3,465
Modelling the Term Structure 0 0 0 2 0 0 6 656
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 0 172 0 1 1 392
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 462
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 1 1 3 215
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 1 200
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 2 253
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 1 367
Patterns and Their Uses 0 0 0 59 0 0 1 146
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 1 6 27 32 3 14 61 83
Recovering Stars in Macroeconomics 1 2 11 42 2 10 27 56
Recovering stars in macroeconomics 0 1 1 5 0 2 4 9
Resolving the Liquidity Effect 0 0 0 0 0 2 4 422
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 1 2 3 372
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 3 583 1 1 9 819
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 0 144
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 0 3 475
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 356 0 0 7 663
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 0 0 3 1,693
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 1 2 617
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 2 23 1,100 0 5 33 2,025
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 2 386
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 85 0 1 4 96
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 0 1 70
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 0 1 124
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 2 2 5 428
Structural Models of the Liquidity Effect 0 0 0 0 1 1 1 440
Structural macro-econometric modelling in a policy environment 0 0 2 188 0 1 6 327
Structural macro-wconometric modelling in a policy environment 0 0 1 91 1 1 4 173
Synchronization of cycles 0 3 5 248 1 6 11 948
Testing for Heteroskedasticity 0 0 0 0 1 1 1 345
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 2 5 330 1 6 11 597
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 358 0 0 11 809
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 0 0 984
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 1 305
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 2 257
The Getting of Macroeconomic Wisdom 0 0 2 116 0 0 4 285
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 3 6 28 587
The Phillips Curve in Australia 0 0 2 1,293 0 0 3 3,863
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 1 2 1,186
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 1 10 0 0 1 28
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 2 7 172 0 6 13 93
To Boost or Not to Boost? That is the Question 0 0 4 16 1 2 11 50
To Boost or Not to Boost? That is the Question 1 1 3 43 1 3 14 46
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 1 1 24
Too many shocks spoil the interpretation 0 0 0 87 0 2 9 184
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 2 1,340
Turning Point and Oscillatory Cycles 0 0 1 53 0 0 3 92
Two Stage and Related Estimators and Their Applications 0 0 2 214 0 0 3 604
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 1 236
Weak Instruments: A Guide to the Literature 0 0 0 258 0 0 1 327
What Will Take the Con Out of Econometrics? 0 0 0 171 0 1 4 855
Total Working Papers 6 37 197 18,362 34 139 623 50,862

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalised Approach to the Treatment of Autocorrelation 0 0 0 0 0 0 0 275
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 1 5 30 3 5 13 96
A Note on the Extraction of Components from Time Series 0 0 1 31 0 0 1 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 0 2 14
A Simple Test for Heteroscedasticity and Random Coefficient Variation 7 23 95 2,126 19 73 225 6,775
A Structural VAR Model of the Australian Economy 1 2 16 64 2 6 26 124
A Survey of Some Recent Econometric Methods 0 0 1 232 0 0 2 486
A comparison of two business cycle dating methods 0 1 8 675 0 3 21 1,464
A further result on the sign of restricted least-squares estimates 0 0 0 18 1 1 1 95
A multivariate latent factor decomposition of international bond yield spreads 0 0 2 520 0 0 4 1,508
A note on the magnitude of risk premia 0 0 0 7 0 0 2 61
A simple framework for analysing bull and bear markets 2 7 27 1,124 8 19 81 3,434
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 1 2 736
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 0 2 20
Alternative models for conditional stock volatility 0 1 8 931 1 7 24 2,187
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 1 346
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 2 17 0 0 2 69
Assessing the Variability of Inflation 0 0 0 29 3 4 5 152
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 1 1 3 19
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 1 3 785
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 1 2 202
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 77 0 1 3 221
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 0 0 175
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 3 15 1 2 6 66
Cycles and their important shocks: completing the investigation 1 1 3 3 1 10 18 18
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 2 3 116
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 1 145
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 3 386 0 0 5 986
Dissecting the cycle: a methodological investigation 6 17 52 2,783 31 53 142 5,629
Do Markov-switching models capture nonlinearities in the data? 0 0 1 8 0 0 1 35
Econometric Issues in the Analysis of Regressions with Generated Regressors 2 6 25 1,554 6 16 52 3,514
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 1 3 19 1 2 4 73
Econometric analysis of structural systems with permanent and transitory shocks 0 0 5 207 2 2 12 459
Econometric studies of macro and monetary relations: A.A. Powell and R.A. Williams (eds.), (North-Holland Publ. Co., Amsterdam, 1973) viii+358 pp. ($18.75) 0 0 0 10 0 0 0 68
Efficient estimation of models with composite disturbance terms 0 0 0 20 0 0 1 77
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 0 0 2 546
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 1 54 2 2 4 149
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 27 1 2 7 110
Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50 0 0 0 15 0 0 0 57
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 1 1 103
Excess shocks can limit the economic interpretation 0 1 4 33 0 4 11 81
Extending a SVAR Model of the Australian Economy 0 0 1 192 2 3 10 490
Getting the ROC into Sync 0 0 4 6 0 1 11 19
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 1 1 3 437
How Reliable are ORANI Conclusions? 0 0 0 2 2 2 5 13
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 1 1 1 34 2 3 4 83
Investigating Some Issues Relating to Regime Matching 1 1 1 1 2 3 3 3
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 2 9 1 3 5 32
Learning About Models and Their Fit to Data 0 1 1 92 0 1 2 281
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 1 3 14
Limited information estimation and evaluation of DSGE models 0 0 0 213 1 1 2 512
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 2 184 0 0 5 464
Mardi Dungey: 11 December 1966 – 12 January 2019 0 2 4 9 1 3 5 16
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 0 1 162
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 0 1 2 211
On the role of simulation in the statistical evaluation of econometric models 0 0 0 31 0 0 0 99
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 1 1 102
Phillips curve inflation forecasts - comments 0 0 0 39 0 0 1 98
Policy, Theory, and the Cycle 0 0 0 0 0 0 1 204
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 1 170
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 0 0 2 120 0 0 7 284
Resolving the liquidity effect 0 1 2 131 0 1 4 312
Resolving the liquidity effect 0 0 2 40 0 1 7 115
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 0 179
Shocking Stories 0 0 5 16 0 0 7 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 3 14 557 3 9 41 1,427
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 1 1 3 101
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 1 60 0 1 6 133
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 0 2 195
Some identification and estimation results for regression models with stochastically varying coefficients 0 1 2 196 0 1 4 448
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 92 0 0 2 218
Some uses of simulation in econometrics 0 0 0 6 0 0 1 44
Specification Testing of Markov Switching Models* 0 0 1 132 0 2 3 290
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 0 77
Structural Models Of The Liquidity Effect 1 1 1 200 2 3 5 515
Synchronization of cycles 1 4 13 1,428 3 6 20 2,552
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 0 445
Testing for duration dependence in economic cycles 0 0 0 107 0 0 5 378
The Econometric Analysis of Models with Risk Terms 0 0 0 237 0 1 1 673
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 1 1 4 537
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 37 0 0 1 140
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 1 2 81
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 8 22 97 4,679 25 62 244 15,088
The Phillips curve in Australia 0 1 1 266 3 4 10 1,058
The econometrics of financial markets 0 1 6 2,252 1 4 21 4,342
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 1 1 4 14 1 1 8 45
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 4 11 812
Time Series Behaviour and Dynamic Specification 0 0 0 0 1 1 1 82
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 0 2 423
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 1 2 8 43
Two Stage and Related Estimators and Their Applications 0 0 0 199 3 3 6 494
Use '4Rs' criteria to assess papers 0 0 0 2 0 1 2 8
WHO'S AFRAID OF INFLATION? 0 0 0 5 0 0 1 30
Weak instruments (in Russian) 0 0 0 34 0 0 1 93
What Will Take the Con out of Econometrics? 0 0 0 187 1 2 6 543
What is a good macroeconomic model for a central bank to use? panel discussion 1 1 1 23 1 1 2 97
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 0 2 263
Total Journal Articles 34 103 438 25,158 145 356 1,210 67,706
6 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CNB Economic Research Bulletin: Inflation Targeting and DSGE Models 0 0 0 142 0 0 2 420
Nonparametric Econometrics 0 0 0 0 1 2 7 387
Nonparametric Econometrics 0 0 0 0 2 5 23 794
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 2 6 145
The Theory of Economic Policy 0 0 0 0 0 0 1 279
Total Books 0 0 0 142 3 9 39 2,025

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Perspective 0 0 0 15 0 1 1 100
Dynamic specification 0 1 8 740 1 3 18 1,879
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 0 2 39
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 1 1 4 134 1 2 11 324
The Getting of Macroeconomic Wisdom 0 0 0 0 3 3 3 11
Total Chapters 1 2 12 904 5 9 35 2,426

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Statistics updated 2025-08-05