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 New Method for Working With Sign Restrictions in SVARs 0 2 4 63 2 7 25 100
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 1 2 148 0 3 6 272
A suggested framework for classifying the modes of cycle research 0 4 8 50 0 4 11 109
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 1 2 13 1,179
AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES 0 0 1 76 0 1 9 216
Alternative Models For Conditional Stock Volatility 0 0 5 726 0 5 19 1,656
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 2 319 2 3 13 579
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 1 74 0 3 12 52
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 57 0 2 8 152
Australian macro-econometric models and their construction - A short history 2 11 47 47 5 16 36 36
Can Turkish Recessions Be Predicted? 0 1 3 147 0 2 5 313
Can Turkish Recessions be Predicted? 0 1 1 56 0 2 3 81
Can We Predict Recessions? 1 1 7 322 2 4 17 409
Checking if the straitjacket fits 10 34 34 34 5 9 9 9
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 1 13 65 2 12 53 107
Detecting Common Dynamics in Transitory Components 0 0 0 80 0 0 5 164
Diagnostic tests as residual analysis 0 1 9 13 2 5 23 34
Disecting the Cycle: A Methodological Investigation 3 12 50 1,153 5 22 94 2,077
Dissecting the Cycle 0 0 1 173 0 3 6 356
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 4 312
Econometric Analysis and Prediction of Recurrent Events 0 1 4 264 1 4 13 353
Econometric Analysis and Prediction of Recurrent Events 0 0 0 70 1 3 9 213
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 1 1 6 484 2 5 17 822
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 170 1 2 3 353
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 1 1 79 0 6 15 97
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 40 0 0 2 87
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 2 163 0 2 16 159
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 62 2 4 9 102
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 56 1 2 12 161
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 50 2 5 9 120
Extending an SVAR Model of the Australian Economy 0 0 3 474 1 6 29 807
Extracting, Using and Analysing Cyclical Information 1 2 16 319 18 22 49 644
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 2 3 3,031
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 2 5 238 0 3 13 417
Implications of Partial Information for Applied Macroeconomic Modelling 1 22 22 22 0 13 13 13
Implications of partial information for econometric modeling of macroeconomic systems 2 3 28 28 3 8 16 16
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 2 185 0 1 10 402
Investigating the Relationship Between DSGE and SVAR Models 0 1 10 103 4 9 34 227
Issues in Adopting DSGE Models for Use in the Policy Process 0 1 4 334 0 3 12 573
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 30 1 2 6 70
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 61 1 2 9 108
Knowing the Cycle 1 1 12 300 1 5 32 571
Limited Information Estimation and Evaluation of DSGE Models 0 1 3 134 0 4 10 270
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 2 146 0 3 7 277
Macro-Econometric System Modelling @75 0 0 2 35 0 2 12 111
Macro-Econometric System Modelling @75 0 0 4 132 0 2 12 156
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 87 2 3 5 172
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 128 1 1 6 405
Measurement of Business Cycles 2 5 15 1,177 6 18 71 3,313
Modelling the Term Structure 0 0 0 2 1 3 10 619
Monetary Transmission in an Emerging Targeter; The Case of Brazil 0 0 4 168 0 5 12 358
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 1 233 0 1 6 452
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 2 4 240
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 1 2 4 200
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 1 4 193
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 2 3 356
Patterns and Their Uses 0 0 1 52 2 4 9 126
Resolving the Liquidity Effect 0 0 0 0 0 5 10 398
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 1 119 1 1 6 364
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 2 5 12 541 4 8 22 744
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 2 2 136
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 3 4 464
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 3 331 1 1 17 600
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 775 2 6 15 1,622
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 4 11 610
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 2 19 1,007 6 9 42 1,861
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 156 0 1 3 368
Some consequences of using "measurement error shocks" when estimating time series models 0 0 2 78 1 1 10 77
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 19 2 4 6 44
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 43 0 2 4 111
Structural Macro-Econometric Modelling in a Policy Environment 0 1 9 224 0 6 21 400
Structural Models of the Liquidity Effect 0 0 0 0 0 2 10 420
Structural macro-econometric modelling in a policy environment 0 0 5 161 0 4 19 263
Structural macro-wconometric modelling in a policy environment 0 0 1 85 0 4 7 143
Synchronization of cycles 3 5 20 195 6 10 50 731
Testing for Heteroskedasticity 0 0 0 0 1 3 4 334
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 2 10 29 271 4 20 51 449
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 6 351 0 2 16 638
The Econometric Analysis of Constructed Binary Time Series 0 0 0 354 0 2 8 964
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 1 4 6 300
The Econometric Analysis of Risk Terms 0 0 0 66 0 1 2 245
The Getting of Macroeconomic Wisdom 0 1 2 109 1 3 5 264
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 6 13 58 216
The Phillips Curve in Australia 0 1 7 1,269 3 8 47 3,764
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 4 7 1,156
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 1 6 0 1 5 21
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 3 7 11 1,310
Turning point and oscillatory cycles 3 21 24 24 7 22 27 27
Two Stage and Related Estimators and Their Applications 0 0 5 205 2 4 13 572
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 1 4 7 211
Weak Instruments: A Guide to the Literature 0 0 0 255 0 3 6 314
What Will Take the Con Out of Econometrics? 0 0 1 165 0 5 18 823
Total Working Papers 35 157 491 16,592 131 447 1,427 45,771


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 1 3 5 266
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 16 0 0 12 59
A Note on the Extraction of Components from Time Series 0 0 2 25 0 0 3 124
A Short-Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 0 1 1 145
A Simple Test for Heteroscedasticity and Random Coefficient Variation 20 52 187 1,359 39 98 395 4,773
A Structural VAR Model of the Australian Economy 0 0 0 1 1 6 27 955
A Survey of Some Recent Econometric Methods 0 2 7 201 1 7 21 409
A comparison of two business cycle dating methods 0 2 15 607 4 14 72 1,299
A further result on the sign of restricted least-squares estimates 0 0 0 15 0 3 3 86
A multivariate latent factor decomposition of international bond yield spreads 1 2 7 504 3 5 23 1,473
A note on the magnitude of risk premia 0 1 1 6 1 3 3 55
A simple framework for analysing bull and bear markets 3 5 15 1,013 8 18 60 3,074
A suggested framework for classifying the modes of cycle research 0 4 13 378 2 8 26 696
Alternative models for conditional stock volatility 5 10 39 837 7 22 113 1,871
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 8 0 2 10 44
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 1 2 141 0 2 9 324
Assessing the Variability of Inflation 0 0 1 27 0 2 4 126
Australian Stock Market Volatility: 1875-1987 0 0 0 0 2 7 15 403
Calibration and Econometric Research: An Overview: Introduction 0 1 3 403 1 3 9 771
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 4 4 200
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 1 2 74 0 3 7 203
Consistency tests for heteroskedastic and risk models 1 1 1 23 3 4 10 161
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 1 6 6 1 4 14 17
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 2 4 6 96
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 1 4 136
Diagnostic Tests for Models Based on Individual Data: A Survey 0 2 6 368 0 3 14 935
Dissecting the cycle: a methodological investigation 13 48 199 2,407 29 126 478 4,572
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 2 3 3 25
Econometric Issues in the Analysis of Regressions with Generated Regressors 3 11 40 1,416 12 32 104 3,181
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 11 0 0 8 47
Econometric analysis of structural systems with permanent and transitory shocks 0 0 2 176 2 4 16 380
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 9 0 1 5 60
Efficient estimation of models with composite disturbance terms 0 0 1 18 0 2 4 73
Estimating The Density Tail Index For Financial Time Series 1 2 4 236 1 4 9 508
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 1 2 52 1 3 4 136
Estimation and Solution of Models with Expectations and Structural Changes 0 0 3 6 1 6 20 34
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 12 0 2 3 50
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 1 1 1 32 1 2 4 95
Extending a SVAR Model of the Australian Economy 1 1 2 180 1 3 12 438
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 2 87 2 4 13 405
How Reliable Are ORAN I Conclusions? 0 0 0 0 0 2 8 174
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 29 1 2 4 69
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 4 2 3 7 20
Learning About Models and Their Fit to Data 0 0 0 86 1 3 6 267
Limited information estimation and evaluation of DSGE models 0 0 0 0 0 1 2 2
Limited information estimation and evaluation of DSGE models 0 0 2 209 2 6 18 484
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 171 2 4 10 427
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 2 54 0 0 7 133
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 32 2 3 7 198
On the role of simulation in the statistical evaluation of econometric models 0 0 0 29 0 2 2 91
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 25 0 2 2 98
Phillips curve inflation forecasts - comments 0 0 1 38 2 4 7 88
Policy, Theory, and the Cycle 0 0 0 0 0 2 2 193
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 1 4 159
Rational and polynomial lags: The finite connection 0 0 0 6 0 1 2 48
Rejoinder to James Hamilton 0 0 2 114 1 1 7 263
Resolving the liquidity effect 0 0 5 25 1 4 11 72
Resolving the liquidity effect 0 0 0 125 0 0 4 285
Seasonal integration and the evolving seasonals model 0 0 0 57 0 4 5 168
Shocking Stories 0 0 2 4 1 4 19 42
Shocking Stories 0 0 0 102 0 2 7 594
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 9 468 1 10 64 1,108
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 2 3 88
Some consequences of viewing LIML as an iterated Aitken estimator 1 1 1 57 1 1 2 112
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 40 0 4 13 181
Some identification and estimation results for regression models with stochastically varying coefficients 1 3 5 179 1 4 10 403
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 83 0 1 4 199
Some uses of simulation in econometrics 0 0 0 4 0 2 4 28
Specification Testing of Markov Switching Models* 0 0 0 129 0 1 3 276
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 0 71
Structural Models Of The Liquidity Effect 1 1 4 193 2 3 11 474
Synchronization of cycles 5 17 58 1,230 12 43 148 2,094
Testing for covariance stationarity in stock market data 0 0 0 156 1 1 4 440
Testing for duration dependence in economic cycles 0 0 1 101 0 2 7 345
The Econometric Analysis of Models with Risk Terms 1 2 9 221 3 7 19 593
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 2 242 0 2 5 509
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 0 31 0 1 1 126
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 8 0 2 2 71
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 13 27 112 3,964 27 86 354 13,050
The Phillips curve in Australia 0 1 7 235 0 6 45 904
The econometrics of financial markets 3 10 52 2,090 4 27 107 3,978
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 4 10 29 703
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 1 1 74
Towards an Understanding of Some Business Cycle Characteristics 0 0 1 95 0 2 8 399
Two Stage and Related Estimators and Their Applications 0 0 0 190 0 1 3 451
WHO'S AFRAID OF INFLATION? 0 0 0 3 1 2 2 22
Weak instruments (in Russian) 0 0 0 33 2 5 5 84
What Will Take the Con out of Econometrics? 0 0 1 175 0 6 17 490
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 2 104 0 2 6 251
Total Journal Articles 74 213 845 21,882 203 704 2,571 60,104
3 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 2 140 2 5 14 403
Nonparametric Econometrics 0 0 0 0 1 13 37 249
Nonparametric Econometrics 0 0 0 0 8 34 113 399
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 4 12 72
The Theory of Economic Policy 0 0 0 0 0 3 8 238
Total Books 0 0 2 140 12 59 184 1,361


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 2 4 94
Dynamic specification 5 9 59 573 7 26 124 1,499
Final Discussion 0 0 0 4 0 1 2 68
Overview 1 1 1 10 1 3 5 25
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 3 15 96 0 8 33 226
Total Chapters 6 13 75 698 8 40 168 1,912


Statistics updated 2020-01-03