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 8 84 1 2 15 146
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 1 1 153 0 2 3 289
A suggested framework for classifying the modes of cycle research 0 0 0 59 0 0 0 128
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 1 2 1,212
Alternative Models For Conditional Stock Volatility 0 0 0 744 0 2 4 1,719
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 0 1 596
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 1 2 2 77 1 3 4 65
An econometric analysis of some models for constructed binary time series 0 0 0 77 0 0 0 227
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 1 2 7 79 1 5 11 107
Can Turkish Recessions Be Predicted? 0 0 0 151 0 0 1 329
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 2 89
Can We Predict Recessions? 0 0 4 336 0 0 6 443
Checking if the Straitjacket Fits 0 0 1 11 0 0 1 24
Checking if the straitjacket fits 0 0 2 75 0 0 4 104
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 1 3 97 0 2 4 191
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 1 176
Diagnostic tests as residual analysis 1 3 6 67 4 6 16 183
Discovering Stars: Problems in Recovering Latent Variables from Models 1 1 11 77 2 2 22 78
Disecting the Cycle: A Methodological Investigation 1 4 16 1,252 1 6 36 2,318
Dissecting the Cycle 0 0 0 177 0 0 0 370
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 1 323
Econometric Analysis and Prediction of Recurrent Events 0 0 3 269 0 1 4 372
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 1 1 221
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 1 4 517 0 1 7 878
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 172 0 1 2 365
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 0 1 125
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 1 41 0 0 1 101
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 167 0 0 4 181
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 65 0 0 1 118
Estimation and Solution of Models with Expectations and Structural Changes 0 0 5 65 0 1 11 186
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 0 0 175
Extending an SVAR Model of the Australian Economy 0 2 5 486 0 2 6 835
Extracting, Using and Analysing Cyclical Information 0 0 3 335 0 2 8 722
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 0 0 0 3,035
Getting the ROC into Sync 0 0 4 21 0 1 7 42
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 1 1 245 0 1 4 437
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 27 0 0 2 39
Implications of partial information for econometric modeling of macroeconomic systems 0 0 2 45 0 0 3 62
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 1 186 1 1 2 409
Investigating Cycle Anatomy 0 2 18 23 1 7 39 49
Investigating the Relationship Between DSGE and SVAR Models 0 4 18 160 0 4 31 400
Issues in Adopting DSGE Models for Use in the Policy Process 1 1 2 346 1 2 4 616
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 0 83
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 63 0 0 2 118
Knowing the Cycle 0 1 5 315 0 1 5 615
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 2 282
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 148 0 0 0 286
Macro-Econometric System Modelling @75 0 0 1 40 0 0 2 133
Macro-Econometric System Modelling @75 0 0 1 144 0 0 2 191
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 1 3 189
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 129 0 0 3 423
Measurement of Business Cycles 1 3 10 1,211 2 4 25 3,457
Modelling the Term Structure 0 0 0 2 0 0 2 650
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 0 172 0 0 2 391
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 0 212
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 0 251
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 0 461
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 0 199
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 1 366
Patterns and Their Uses 0 0 2 59 0 0 3 145
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 2 7 7 7 3 25 25 25
Recovering Stars in Macroeconomics 0 2 31 31 2 8 31 31
Recovering stars in macroeconomics 0 1 4 4 0 1 5 5
Resolving the Liquidity Effect 0 0 0 0 0 0 1 418
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 0 1 369
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 3 580 2 2 7 812
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 0 472
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 1 355 1 3 5 657
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 1 796 2 4 9 1,692
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 0 0 615
Some Issues in Using Sign Restrictions for Identifying Structural VARs 2 5 20 1,079 3 8 31 1,995
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 1 384
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 85 0 0 1 92
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 0 1 69
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 0 0 123
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 1 2 4 424
Structural Models of the Liquidity Effect 0 0 0 0 0 0 2 439
Structural macro-econometric modelling in a policy environment 0 0 6 186 0 2 14 321
Structural macro-wconometric modelling in a policy environment 1 1 2 91 1 1 2 170
Synchronization of cycles 0 1 6 243 1 3 19 938
Testing for Heteroskedasticity 0 0 0 0 0 0 0 344
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 1 3 5 326 2 6 12 588
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 0 357 3 5 12 801
The Econometric Analysis of Constructed Binary Time Series 0 0 1 356 0 0 1 984
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 0 304
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 1 255
The Getting of Macroeconomic Wisdom 1 1 1 115 1 1 2 282
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 0 8 59 559
The Phillips Curve in Australia 0 0 0 1,291 0 2 5 3,860
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 2 1,184
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 9 0 0 0 27
Three questions regarding impulse responses and their interpretation found from sign restrictions 1 2 4 166 1 2 7 81
To Boost or Not to Boost? That is the Question 0 0 7 40 0 4 17 32
To Boost or Not to Boost? That is the Question 1 4 13 13 1 5 40 40
Too Many Shocks Spoil the Interpretation 0 0 1 52 0 0 4 23
Too many shocks spoil the interpretation 0 0 2 87 0 2 7 175
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 2 1,338
Turning point and oscillatory cycles 0 0 0 52 0 0 2 89
Two Stage and Related Estimators and Their Applications 0 1 1 212 0 1 2 601
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 1 2 235
Weak Instruments: A Guide to the Literature 0 0 1 258 0 0 1 326
What Will Take the Con Out of Econometrics? 0 0 1 171 1 1 5 852
Total Working Papers 16 60 266 18,181 40 159 666 50,279

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 1 3 275
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 1 2 25 0 1 2 83
A Note on the Extraction of Components from Time Series 0 0 0 30 0 1 1 135
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 0 1 12
A Simple Test for Heteroscedasticity and Random Coefficient Variation 10 31 127 2,041 19 70 312 6,569
A Structural VAR Model of the Australian Economy 0 5 23 48 1 11 47 99
A Survey of Some Recent Econometric Methods 0 2 5 231 0 4 14 484
A comparison of two business cycle dating methods 0 1 3 667 2 4 17 1,445
A further result on the sign of restricted least-squares estimates 0 0 1 18 0 1 2 94
A multivariate latent factor decomposition of international bond yield spreads 0 1 1 518 0 2 2 1,504
A note on the magnitude of risk premia 0 0 0 7 0 0 0 59
A simple framework for analysing bull and bear markets 1 7 29 1,098 3 24 74 3,356
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 0 3 734
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 0 5 18
Alternative models for conditional stock volatility 1 3 8 924 3 9 28 2,166
An Econometric Analysis of Some Models for Constructed Binary Time Series 2 3 4 17 2 4 9 69
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 1 3 345
Assessing the Variability of Inflation 0 1 1 29 0 2 3 147
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 0 0 0 16
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 0 2 782
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 0 0 200
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 0 76 0 0 0 218
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 0 1 175
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 0 12 0 0 3 60
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 0 113
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 0 144
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 1 383 0 0 1 981
Dissecting the cycle: a methodological investigation 7 12 52 2,738 13 30 139 5,500
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 0 1 1 34
Econometric Issues in the Analysis of Regressions with Generated Regressors 0 5 27 1,529 0 10 47 3,462
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 2 16 0 0 3 69
Econometric analysis of structural systems with permanent and transitory shocks 1 3 9 203 2 6 17 449
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 76
Estimating The Density Tail Index For Financial Time Series 0 1 1 253 0 1 4 544
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 53 0 0 0 145
Estimation and Solution of Models with Expectations and Structural Changes 0 1 5 25 0 1 22 103
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 0 1 102
Excess shocks can limit the economic interpretation 0 1 12 29 0 3 27 70
Extending a SVAR Model of the Australian Economy 0 0 3 191 0 3 11 480
Getting the ROC into Sync 1 2 3 3 2 4 10 10
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 0 1 1 434
How Reliable are ORANI Conclusions? 0 0 1 2 0 0 1 8
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 1 33 0 0 1 79
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 7 0 0 0 27
Learning About Models and Their Fit to Data 0 0 0 91 0 0 0 279
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 0 0 11
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 0 2 510
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 182 0 0 2 459
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 1 5 0 0 1 11
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 1 64 0 0 4 161
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 1 35 0 0 1 209
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 0 0 101
Phillips curve inflation forecasts - comments 0 0 0 39 0 0 0 97
Policy, Theory, and the Cycle 0 0 0 0 0 0 1 203
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 2 169
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 0 0 1 118 0 0 2 277
Resolving the liquidity effect 0 0 1 129 0 0 1 308
Resolving the liquidity effect 0 0 1 38 1 1 3 109
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 0 179
Shocking Stories 0 0 1 11 1 2 4 61
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 2 5 10 545 3 11 36 1,389
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 1 98
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 1 59 0 0 4 127
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 1 42 0 1 3 193
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 3 194 0 0 3 444
Some methods for assessing the need for non-linear models in business cycle analysis 1 1 2 92 1 1 7 217
Some uses of simulation in econometrics 0 0 0 6 0 0 0 43
Specification Testing of Markov Switching Models* 0 0 0 131 0 0 0 287
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 0 77
Structural Models Of The Liquidity Effect 0 0 2 199 1 1 5 511
Synchronization of cycles 2 9 27 1,417 4 14 47 2,536
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 0 373
The Econometric Analysis of Models with Risk Terms 0 1 2 237 0 1 4 672
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 3 255 2 2 5 535
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 0 36 0 0 0 139
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 0 1 79
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 7 22 89 4,589 17 53 225 14,861
The Phillips curve in Australia 0 1 2 265 0 4 12 1,048
The econometrics of financial markets 0 1 24 2,246 1 4 45 4,322
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 4 10 0 2 14 37
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 2 14 801
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 0 81
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 0 1 421
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 1 16 0 0 4 35
Two Stage and Related Estimators and Their Applications 0 0 1 199 1 2 7 489
Use '4Rs' criteria to assess papers 0 0 0 2 0 1 1 6
WHO'S AFRAID OF INFLATION? 0 0 1 5 0 0 1 29
Weak instruments (in Russian) 0 0 1 34 0 0 1 92
What Will Take the Con out of Econometrics? 0 0 3 187 1 1 6 538
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 1 107 0 0 1 261
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 1 22 0 0 1 95
Total Journal Articles 35 120 508 24,755 80 298 1,291 66,576
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 2 142 1 1 5 419
Nonparametric Econometrics 0 0 0 0 0 1 22 380
Nonparametric Econometrics 0 0 0 0 1 4 39 772
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 2 10 140
The Theory of Economic Policy 0 0 0 0 0 2 8 278
Total Books 0 0 2 142 3 10 84 1,989

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 0 0 99
Dynamic specification 2 3 21 734 4 10 41 1,865
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 1 1 37
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 2 130 0 1 6 313
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 1 8
Total Chapters 2 3 23 894 4 12 49 2,395

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Statistics updated 2024-09-04