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 3 7 87 2 5 13 151
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 153 1 1 3 290
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 0 2 1,212
Alternative Models For Conditional Stock Volatility 0 1 1 745 1 2 6 1,721
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 0 1 597
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 2 77 1 2 7 68
An econometric analysis of some models for constructed binary time series 0 0 0 77 0 0 1 228
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 1 5 81 0 1 8 109
Can Turkish Recessions Be Predicted? 0 0 0 151 0 0 0 329
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 1 89
Can We Predict Recessions? 0 0 1 336 0 1 3 444
Checking if the Straitjacket Fits 1 1 3 13 1 1 8 31
Checking if the straitjacket fits 1 1 2 76 2 2 4 106
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 0 3 98 0 0 4 192
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 1 177
Diagnostic tests as residual analysis 0 2 11 73 2 5 23 196
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 2 78 1 1 5 81
Disecting the Cycle: A Methodological Investigation 0 5 17 1,263 2 9 33 2,338
Dissecting the Cycle 0 0 1 178 0 0 1 371
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 0 323
Econometric Analysis and Prediction of Recurrent Events 0 0 0 269 0 0 1 372
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 1 1 3 223
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 3 518 0 1 6 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 0 0 2 366
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 1 1 126
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 1 1 102
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 168 0 0 6 185
Estimation and Solution of Models with Expectations and Structural Changes 0 0 3 66 1 5 10 192
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 1 1 176
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 1 1 2 120
Extending an SVAR Model of the Australian Economy 0 0 4 487 1 1 6 838
Extracting, Using and Analysing Cyclical Information 1 3 4 338 3 6 11 729
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 1 3,036
Getting the ROC into Sync 0 0 2 21 0 0 6 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 2 246 0 0 2 438
Implications of Partial Information for Applied Macroeconomic Modelling 0 1 1 28 0 1 2 40
Implications of partial information for econometric modeling of macroeconomic systems 0 1 2 46 1 2 4 64
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 0 1 409
Investigating Cycle Anatomy 0 0 9 25 1 2 27 61
Investigating the Relationship Between DSGE and SVAR Models 0 5 15 167 1 8 26 413
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 1 346 0 1 3 617
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 1 84
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 63 0 0 1 118
Knowing the Cycle 1 2 4 317 1 10 37 650
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 1 1 1 287
Macro-Econometric System Modelling @75 0 0 0 40 0 0 1 134
Macro-Econometric System Modelling @75 0 0 1 144 0 0 1 191
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 0 3 190
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 130 0 0 3 425
Measurement of Business Cycles 2 2 8 1,216 2 2 17 3,463
Modelling the Term Structure 0 0 0 2 0 3 3 653
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 0 104 1 1 1 252
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 2 2 214
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 1 1 1 200
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 1 1 1 367
Patterns and Their Uses 0 0 1 59 0 0 2 146
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 1 4 21 21 4 11 56 56
Recovering Stars in Macroeconomics 1 1 9 36 2 3 24 41
Recovering stars in macroeconomics 0 0 2 4 1 1 4 7
Resolving the Liquidity Effect 0 0 0 0 1 1 1 419
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 1 3 583 1 2 8 816
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 1 1 1 473
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 356 0 1 8 662
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 796 0 0 5 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 24 1,093 2 8 38 2,013
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 1 2 3 386
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 85 0 0 2 94
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 0 0 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 0 0 5 425
Structural Models of the Liquidity Effect 0 0 0 0 0 0 1 439
Structural macro-econometric modelling in a policy environment 1 2 3 188 1 2 9 325
Structural macro-wconometric modelling in a policy environment 0 0 2 91 0 1 3 171
Synchronization of cycles 1 2 5 245 1 2 11 940
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 0 0 6 328 0 0 10 590
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 358 0 1 16 809
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 1 1 305
The Econometric Analysis of Risk Terms 0 0 0 69 1 1 3 257
The Getting of Macroeconomic Wisdom 0 0 2 116 0 0 3 284
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 3 10 46 576
The Phillips Curve in Australia 0 0 1 1,292 0 0 3 3,861
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 0 1,184
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 0 5 169 1 1 9 86
To Boost or Not to Boost? That is the Question 1 1 4 42 2 3 15 39
To Boost or Not to Boost? That is the Question 1 1 5 14 4 6 15 46
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 0 1 23
Too many shocks spoil the interpretation 0 0 1 87 1 2 8 180
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 1 2 1,339
Turning point and oscillatory cycles 0 0 1 53 0 0 2 91
Two Stage and Related Estimators and Their Applications 0 0 2 213 0 0 3 602
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 1 1 2 236
Weak Instruments: A Guide to the Literature 0 0 0 258 1 1 1 327
What Will Take the Con Out of Econometrics? 0 0 1 171 1 1 7 854
Total Working Papers 14 45 222 18,294 63 148 654 50,613

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 2 275
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 3 4 28 0 3 4 86
A Note on the Extraction of Components from Time Series 0 0 1 31 0 0 2 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 1 1 2 14
A Simple Test for Heteroscedasticity and Random Coefficient Variation 6 22 128 2,094 13 52 277 6,679
A Structural VAR Model of the Australian Economy 1 4 17 53 4 8 33 109
A Survey of Some Recent Econometric Methods 1 1 4 232 1 1 9 485
A comparison of two business cycle dating methods 1 1 6 670 4 6 19 1,456
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 1 94
A multivariate latent factor decomposition of international bond yield spreads 0 1 3 520 0 2 6 1,508
A note on the magnitude of risk premia 0 0 0 7 1 1 2 61
A simple framework for analysing bull and bear markets 0 4 35 1,115 4 20 93 3,402
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 0 2 735
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 0 2 19
Alternative models for conditional stock volatility 0 2 10 928 1 5 24 2,176
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 3 17 0 0 4 69
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 1 345
Assessing the Variability of Inflation 0 0 1 29 1 1 3 148
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 0 1 2 18
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 1 2 783
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 1 1 201
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 1 1 77 0 2 2 220
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 1 13 0 0 4 62
Cycles and their important shocks: completing the investigation 0 1 1 1 0 4 4 4
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 1 1 1 114
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 1 1 145
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 1 384 1 1 2 983
Dissecting the cycle: a methodological investigation 3 7 51 2,760 9 25 132 5,563
Do Markov-switching models capture nonlinearities in the data? 1 1 1 8 1 1 2 35
Econometric Issues in the Analysis of Regressions with Generated Regressors 4 9 23 1,541 5 12 41 3,484
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 3 18 0 0 3 71
Econometric analysis of structural systems with permanent and transitory shocks 1 2 7 206 1 3 16 456
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 0 1 253 1 2 3 546
Estimating predictions, prediction errors and their standard deviations using constructed variables 1 1 1 54 2 2 2 147
Estimation and Solution of Models with Expectations and Structural Changes 0 1 4 27 1 2 10 107
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 0 102
Excess shocks can limit the economic interpretation 1 1 7 31 1 2 17 75
Extending a SVAR Model of the Australian Economy 0 0 2 192 0 0 11 485
Getting the ROC into Sync 0 1 5 5 1 4 16 16
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 0 0 2 435
How Reliable are ORANI Conclusions? 0 0 0 2 0 1 3 11
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 33 0 1 1 80
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 8 0 1 2 29
Learning About Models and Their Fit to Data 0 0 0 91 0 1 1 280
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 0 0 510
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 1 2 13
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 2 183 1 2 6 463
Mardi Dungey: 11 December 1966 – 12 January 2019 0 1 2 7 0 1 2 13
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 1 64 0 0 2 162
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 1 98
Policy, Theory, and the Cycle 0 0 0 0 0 0 2 204
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 1 1 2 170
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 0 0 0 118 0 1 2 279
Resolving the liquidity effect 0 1 2 130 2 3 4 311
Resolving the liquidity effect 0 0 2 39 0 2 7 113
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 0 179
Shocking Stories 1 3 5 16 1 3 8 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 14 553 4 8 45 1,416
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 0 59 1 1 5 130
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 0 2 194
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 194 0 0 2 446
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 92 0 0 1 217
Some uses of simulation in econometrics 0 0 0 6 0 0 1 44
Specification Testing of Markov Switching Models* 0 1 1 132 0 1 1 288
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 1 199 0 1 3 512
Synchronization of cycles 1 1 24 1,423 2 3 35 2,545
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 2 4 5 378
The Econometric Analysis of Models with Risk Terms 0 0 1 237 0 0 1 672
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 1 3 536
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 0 79
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 5 24 110 4,644 16 57 246 14,987
The Phillips curve in Australia 0 0 1 265 0 1 7 1,050
The econometrics of financial markets 1 2 12 2,249 3 8 29 4,335
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 12 1 2 10 42
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 3 4 11 807
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 1 2 2 423
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 1 16 1 2 5 39
Two Stage and Related Estimators and Their Applications 0 0 1 199 1 2 7 491
Use '4Rs' criteria to assess papers 0 0 0 2 0 0 2 7
WHO'S AFRAID OF INFLATION? 0 0 0 5 0 0 0 29
Weak instruments (in Russian) 0 0 0 34 0 1 1 93
What Will Take the Con out of Econometrics? 0 0 3 187 0 0 6 540
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 0 1 262
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 22 1 1 1 96
Total Journal Articles 28 98 510 24,982 98 282 1,240 67,166
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 1 142 0 1 3 420
Nonparametric Econometrics 0 0 0 0 5 10 33 786
Nonparametric Econometrics 0 0 0 0 1 3 13 385
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 0 6 142
The Theory of Economic Policy 0 0 0 0 0 0 3 278
Total Books 0 0 1 142 6 14 58 2,011

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 0 4 20 739 1 5 37 1,874
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 1 1 3 39
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 4 133 1 2 9 320
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 0 8
Total Chapters 0 5 24 902 3 8 49 2,413

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03