Access Statistics for Adrian Rodney Pagan

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 3 9 38 77 4 12 60 137
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 5 24 79 939
AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES 6 12 29 29 11 26 43 43
Alternative Models For Conditional Stock Volatility 4 14 44 573 7 22 88 1,206
An Econometric Analysis of Some Models for Constructed Binary Time Series 12 27 117 117 23 49 168 168
Disecting the Cycle: A Methodological Investigation 9 22 104 584 13 35 161 1,155
Dissecting the Cycle 0 3 26 78 1 7 54 159
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 11 41 215
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 7 13 61 169 12 22 107 204
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 6 7 22 132 8 10 35 221
Extending an SVAR Model of the Australian Economy 11 23 102 131 16 34 166 220
Extracting, Using and Analysing Cyclical Information 3 7 37 111 5 15 76 223
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 2 10 25 2,966
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 3 16 172 0 6 25 268
Inventories, Fluctuations and Business Cycles. Working paper #4 3 7 37 107 8 18 80 203
Issues in Adopting DSGE Models for Use in the Policy Process 1 8 35 217 3 16 61 323
Knowing the Cycle 8 15 47 106 10 20 76 202
Limited Information Estimation and Evaluation of DSGE Models 4 10 46 58 10 17 73 92
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 3 4 17 114 5 9 33 172
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 2 6 16 92 6 15 54 263
Measurement of Business Cycles 11 33 150 402 15 63 231 600
Modelling the Term Structure 0 0 0 2 2 7 26 495
Monetary Transmission in an Emerging Targeter: The Case of Brazil 5 6 43 71 10 16 85 125
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 3 9 35 3 5 14 81
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 3 10 39 126 10 24 79 214
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 3 4 11 59 4 7 26 127
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 1 11 55 0 2 19 85
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 2 4 27 268
Resolving the Liquidity Effect 0 0 0 0 1 3 9 262
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 1 5 9 99 2 7 29 278
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 4 14 45 237 5 17 65 298
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 1 4 94
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 2 3 9 385
Seasonal Integration and the Evolving Seasonals Models 0 0 0 61 0 1 16 1,385
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 2 5 20 495
Some Issues in Using Sign Restrictions for Identifying Structural VARs 16 36 122 296 32 71 241 467
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 3 5 18 119 6 9 43 269
Structural Models of the Liquidity Effect 0 0 0 0 1 6 24 277
Testing for Heteroskedasticity 0 0 0 0 0 4 15 297
The Econometric Analysis of Constructed Binary Time Series 1 8 62 215 12 37 187 516
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 1 4 13 85 3 14 52 190
The Econometric Analysis of Risk Terms 2 2 4 50 2 5 13 188
The Getting of Macroeconomic Wisdom 0 5 16 59 2 11 42 140
The Phillips Curve in Australia 1 8 35 1,159 4 18 99 3,468
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 2 3 28 876
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 4 4 17 1,162
Two Stage and Related Estimators and Their Applications 2 4 32 123 6 11 80 345
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 1 3 20 145
Weak Instruments: A Guide to the Literature 1 4 27 179 1 5 42 152
What Will Take the Con Out of Econometrics? 1 5 21 111 2 12 82 584
Total Working Papers 138 347 1,461 6,417 286 756 3,149 23,647

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 5 9 30 104
A Note on the Extraction of Components from Time Series 0 0 2 10 0 1 5 78
A Short-Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 2 7 26 94
A Simple Test for Heteroscedasticity and Random Coefficient Variation 10 22 146 703 23 57 404 2,974
A Structural VAR Model of the Australian Economy 0 0 0 1 11 23 81 606
A Survey of Some Recent Econometric Methods 0 3 20 82 0 6 36 151
A comparison of two business cycle dating methods 2 12 65 212 6 24 112 477
A further result on the sign of restricted least-squares estimates 1 2 3 5 1 3 7 23
A multivariate latent factor decomposition of international bond yield spreads 3 7 28 357 8 15 102 1,092
A note on the magnitude of risk premia 0 0 0 0 1 2 9 23
A simple framework for analysing bull and bear markets 13 27 95 576 20 46 234 1,827
A suggested framework for classifying the modes of cycle research 0 1 38 151 3 8 64 286
Alternative models for conditional stock volatility 9 31 74 419 15 46 128 756
Assessing the Variability of Inflation 0 0 0 14 0 0 5 54
Australian Stock Market Volatility: 1875-1987 0 0 0 0 4 8 59 285
Calibration and Econometric Research: An Overview: Introduction 6 17 48 247 12 36 99 496
Comment on Poirier: Dogma or Doubt? 0 1 1 10 0 1 6 157
Commentary on "An estimated DSGE model for the United Kingdom" 1 5 17 41 4 13 57 116
Consistency tests for heteroskedastic and risk models 0 0 0 0 4 6 15 65
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 1 2 12 71 2 12 70 312
Diagnostic Tests for Models Based on Individual Data: A Survey 5 9 39 210 7 13 59 606
Diagnostic tests as residual analysis 2 4 47 115 14 29 226 457
Dissecting the cycle: a methodological investigation 10 29 169 496 13 44 231 826
E.J. (Ted) Hannan 0 1 1 1 1 4 9 9
Econometric Issues in the Analysis of Regressions with Generated Regressors 16 39 147 663 21 54 225 1,540
Econometric analysis of structural systems with permanent and transitory shocks 2 7 23 24 2 8 49 55
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 1 2 0 1 4 13
Efficient estimation of models with composite disturbance terms 0 0 1 3 0 1 5 21
Estimating The Density Tail Index For Financial Time Series 1 4 23 161 1 5 48 335
Estimating predictions, prediction errors and their standard deviations using constructed variables 1 5 11 28 1 5 23 62
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 1 1 2 2 2 4 9 9
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 1 19 0 0 8 59
Extending a SVAR Model of the Australian Economy 5 10 34 34 8 29 85 85
Gregory C. Chow 1 1 1 1 1 2 5 5
Heteroscedasticity in Models with Lagged Dependent Variables 1 3 8 57 2 8 21 277
How Reliable Are ORAN I Conclusions? 0 0 0 0 0 2 17 129
LEARNING ABOUT MODELS AND THEIR FIT TO DATA * 1 5 17 44 2 7 47 116
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 3 18 63 1 8 30 123
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 1 3 8 32 89
On the role of simulation in the statistical evaluation of econometric models 0 1 2 6 0 2 6 24
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 2 16 1 1 8 67
Phillips curve inflation forecasts - comments 1 1 4 4 1 5 14 14
Policy, Theory, and the Cycle 0 0 0 0 0 0 10 116
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 2 3 13 99
Rational and polynomial lags: The finite connection 0 0 2 5 1 2 5 18
Rejoinder to James Hamilton 0 1 15 53 0 1 22 134
Reply 0 0 0 1 0 0 3 7
Resolving the liquidity effect 3 3 5 64 4 5 16 148
Seasonal integration and the evolving seasonals model 0 0 1 46 0 1 6 103
Shocking Stories 1 1 3 82 2 3 18 486
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 4 56
Some consequences of viewing LIML as an iterated Aitken estimator 1 2 11 17 2 4 15 36
Some experiments in constructing a hybrid model for macroeconomic analysis 0 1 3 21 3 4 11 92
Some identification and estimation results for regression models with stochastically varying coefficients 3 8 31 76 3 11 46 120
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 7 49 1 3 18 117
Specification Testing of Markov Switching Models 6 8 30 73 8 11 55 133
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 2 3 0 0 5 42
Structural Models Of The Liquidity Effect 1 5 13 112 2 9 30 269
Synchronization of cycles 12 29 118 235 18 47 173 361
Testing for covariance stationarity in stock market data 1 5 20 122 6 14 57 327
Testing for duration dependence in economic cycles 1 2 15 63 1 2 24 217
The Econometric Analysis of Models with Risk Terms 0 1 16 154 0 2 32 409
The Econometrics of the New Keynesian Policy Model: Introduction 6 12 31 164 9 16 68 355
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 17 1 2 10 71
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 1 4 0 0 5 44
The Lagrange Multiplier Test and Its Applications to Model Specification in Econometrics 48 124 530 2,275 163 390 1,682 7,285
The Phillips curve in Australia 3 4 20 139 5 9 51 489
The Short-run Demand for Transactions Balances in Australia 0 0 4 7 0 0 8 40
The econometrics of financial markets 6 29 151 1,322 17 52 288 2,376
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 2 11 48 411
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 2 42
Towards an Understanding of Some Business Cycle Characteristics 2 8 19 19 8 26 86 86
Two Stage and Related Estimators and Their Applications 2 5 19 100 4 11 37 249
Weak instruments (in Russian) 0 1 6 17 1 3 17 37
What Will Take the Con out of Econometrics? 1 9 30 98 1 14 60 225
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 6 68 0 0 15 176
Total Journal Articles 190 511 2,210 10,255 466 1,219 5,650 30,073

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 2 4 25 25 5 15 60 60
Total Books 2 4 25 25 5 15 60 60

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Perspective 0 0 2 8 1 2 8 62
Dynamic specification 4 9 30 132 8 22 76 306
Final Discussion 0 0 0 2 0 0 3 46
Total Chapters 4 9 32 142 9 24 87 414

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Statistics updated 2009-11-04