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 2 6 90 1 4 11 157
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 0 1 60 0 0 2 130
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 0 2 1,214
Alternative Models For Conditional Stock Volatility 1 1 3 747 2 4 8 1,727
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 0 1 598
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 1 1 2 79 1 4 10 76
An econometric analysis of some models for constructed binary time series 0 0 0 77 0 2 4 231
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 0 3 83 1 1 6 114
Can Turkish Recessions Be Predicted? 0 0 0 151 0 0 1 330
Can Turkish Recessions be Predicted? 0 0 0 58 1 1 1 90
Can We Predict Recessions? 0 0 2 338 1 1 4 447
Checking If the Straitjacket Fits 0 0 2 77 4 4 9 113
Checking if the Straitjacket Fits 0 0 2 14 1 1 7 34
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 1 99 1 3 5 197
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 0 177
Diagnostic tests as residual analysis 0 3 10 78 0 3 16 204
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 2 3 8 88
Disecting the Cycle: A Methodological Investigation 1 1 10 1,268 2 3 23 2,350
Dissecting the Cycle 0 0 0 178 2 2 3 374
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 4 6 329
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 2 2 5 227
Econometric Analysis and Prediction of Recurrent Events 1 1 1 270 1 1 1 373
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 0 518 0 0 1 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 3 3 4 369
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 1 2 103
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 1 1 2 127
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 0 168 0 1 3 187
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 2 4 179
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 66 0 1 4 123
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 66 1 6 13 200
Extending an SVAR Model of the Australian Economy 0 0 2 488 0 1 5 840
Extracting, Using and Analysing Cyclical Information 0 0 3 338 0 2 11 733
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 3 3,038
Getting the ROC into Sync 0 0 0 21 0 0 1 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 0 246 1 1 3 441
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 2 29 3 3 5 44
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 1 46 1 1 5 67
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 1 1 2 411
Investigating Cycle Anatomy 0 0 2 27 1 1 11 66
Investigating the Relationship Between DSGE and SVAR Models 1 3 14 175 3 8 31 434
Issues in Adopting DSGE Models for Use in the Policy Process 1 1 1 347 2 3 7 623
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 1 3 4 88
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 1 1 2 65 2 2 3 121
Knowing the Cycle 0 0 2 317 5 5 25 658
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 1 1 283
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 1 2 150 0 2 4 290
Macro-Econometric System Modelling @75 0 0 1 41 0 0 2 136
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 1 1 191
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 0 0 1 425
Measurement of Business Cycles 0 0 4 1,216 1 1 7 3,466
Modelling the Term Structure 0 0 0 2 0 0 6 656
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 1 1 173 0 1 2 393
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 3 215
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 1 1 2 201
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 1 3 254
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 1 1 463
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 1 1 1 147
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 1 2 19 34 5 13 57 96
Recovering Stars in Macroeconomics 0 0 8 42 3 4 23 60
Recovering stars in macroeconomics 0 0 1 5 1 1 4 10
Resolving the Liquidity Effect 0 0 0 0 0 1 5 423
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 1 4 373
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 2 583 1 1 7 820
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 1 1 145
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 3 4 7 479
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 2 358 3 5 7 668
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 10 12 13 1,705
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 3 5 620
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 0 0 3 96
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 6 19 1,106 18 28 50 2,053
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 1 1 3 387
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 1 2 3 72
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 2 2 3 126
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 1 1 5 429
Structural Models of the Liquidity Effect 0 0 0 0 0 0 1 440
Structural macro-econometric modelling in a policy environment 0 0 2 188 1 2 6 329
Structural macro-wconometric modelling in a policy environment 0 0 0 91 0 1 4 174
Synchronization of cycles 0 1 6 249 2 5 15 953
Testing for Heteroskedasticity 0 0 0 0 0 0 1 345
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 0 3 330 0 2 10 599
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 358 0 1 3 810
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 1 2 2 986
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 2 2 3 307
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 2 257
The Getting of Macroeconomic Wisdom 0 0 0 116 0 0 1 285
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 3 9 31 596
The Phillips Curve in Australia 0 0 1 1,293 0 2 4 3,865
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 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 1 4 173 0 2 10 95
To Boost or Not to Boost? That is the Question 0 0 2 43 4 5 16 51
To Boost or Not to Boost? That is the Question 0 0 3 16 0 1 11 51
Too Many Shocks Spoil the Interpretation 0 0 0 52 2 2 3 26
Too many shocks spoil the interpretation 0 0 0 87 2 4 10 188
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 1 3 1,341
Turning Point and Oscillatory Cycles 0 1 1 54 0 1 3 93
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 0 3 855
Total Working Papers 9 29 159 18,391 120 221 670 51,083

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 1 276
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 5 30 2 2 15 98
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 2 2 3 16
A Simple Test for Heteroscedasticity and Random Coefficient Variation 13 21 86 2,147 31 69 238 6,844
A Structural VAR Model of the Australian Economy 1 2 18 66 2 5 29 129
A Survey of Some Recent Econometric Methods 0 0 1 232 0 1 3 487
A comparison of two business cycle dating methods 1 1 7 676 3 3 18 1,467
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 1 95
A multivariate latent factor decomposition of international bond yield spreads 0 0 1 520 1 2 4 1,510
A note on the magnitude of risk premia 0 0 0 7 1 1 2 62
A simple framework for analysing bull and bear markets 2 10 27 1,134 4 24 82 3,458
A suggested framework for classifying the modes of cycle research 0 0 0 393 1 2 4 738
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 0 1 20
Alternative models for conditional stock volatility 0 0 7 931 2 7 25 2,194
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 2 2 71
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 3 3 4 349
Assessing the Variability of Inflation 0 0 0 29 3 4 9 156
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 1 2 4 21
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 0 3 785
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 1 3 203
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 77 0 0 3 221
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 1 1 176
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 1 3 16 0 2 6 68
Cycles and their important shocks: completing the investigation 0 1 4 4 0 1 19 19
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 2 5 118
Detecting Common Dynamics in Transitory Components 0 0 0 46 3 4 5 149
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 2 386 1 2 6 988
Dissecting the cycle: a methodological investigation 3 8 41 2,791 16 30 131 5,659
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 4 11 33 1,565 13 32 74 3,546
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 1 19 1 1 3 74
Econometric analysis of structural systems with permanent and transitory shocks 1 1 4 208 1 1 8 460
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 1 1 5 150
Estimation and Solution of Models with Expectations and Structural Changes 0 1 2 28 1 3 8 113
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 1 103
Excess shocks can limit the economic interpretation 0 0 3 33 0 3 11 84
Extending a SVAR Model of the Australian Economy 0 0 0 192 5 6 14 496
Getting the ROC into Sync 0 0 2 6 0 0 7 19
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 3 3 5 440
How Reliable are ORANI Conclusions? 0 0 0 2 0 0 3 13
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 1 34 0 0 4 83
Investigating Some Issues Relating to Regime Matching 0 0 1 1 0 1 4 4
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 2 10 0 1 5 33
Learning About Models and Their Fit to Data 0 0 1 92 0 0 2 281
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 1 3 15
Limited information estimation and evaluation of DSGE models 0 0 0 213 3 4 6 516
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 1 1 2 185 6 7 11 471
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 3 9 0 0 4 16
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 0 0 162
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 1 1 3 212
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 1 102
Phillips curve inflation forecasts - comments 0 0 0 39 1 1 1 99
Policy, Theory, and the Cycle 0 0 0 0 2 2 2 206
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 6 284
Resolving the liquidity effect 0 1 3 41 0 1 7 116
Resolving the liquidity effect 0 1 3 132 1 2 6 314
Seasonal integration and the evolving seasonals model 1 1 1 59 1 4 4 183
Shocking Stories 0 0 4 16 0 0 5 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 5 14 562 18 32 56 1,459
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 1 1 4 102
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 1 60 0 0 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 3 197 1 2 5 450
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 0 1 2 219
Some uses of simulation in econometrics 0 0 0 6 0 0 0 44
Specification Testing of Markov Switching Models* 0 1 2 133 1 2 5 292
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 1 200 1 1 5 516
Synchronization of cycles 0 2 10 1,430 4 7 19 2,559
Testing for covariance stationarity in stock market data 0 0 0 156 0 1 1 446
Testing for duration dependence in economic cycles 0 0 0 107 0 0 4 378
The Econometric Analysis of Models with Risk Terms 0 0 0 237 0 2 3 675
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 0 2 537
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 37 1 2 3 142
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 4 83
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 13 25 92 4,704 28 57 232 15,145
The Phillips curve in Australia 0 0 1 266 2 4 14 1,062
The econometrics of financial markets 0 1 7 2,253 2 6 23 4,348
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 15 2 3 8 48
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 2 13 814
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 1 82
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 1 1 3 424
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 0 1 7 44
Two Stage and Related Estimators and Their Applications 0 1 1 200 1 3 8 497
Use '4Rs' criteria to assess papers 0 0 0 2 0 0 2 8
WHO'S AFRAID OF INFLATION? 0 0 0 5 1 1 2 31
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 1 4 544
Total Journal Articles 41 99 410 25,127 184 380 1,285 67,726
8 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 2 3 4 423
Nonparametric Econometrics 0 0 0 0 0 1 19 795
Nonparametric Econometrics 0 0 0 0 2 4 9 391
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 3 4 8 149
The Theory of Economic Policy 0 0 0 0 2 4 5 283
Total Books 0 0 0 142 9 16 45 2,041

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 1 1 2 101
Dynamic specification 1 2 7 742 2 3 13 1,882
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 0 1 39
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 4 134 0 0 8 324
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 3 11
Total Chapters 1 2 11 906 3 4 27 2,430

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Statistics updated 2025-11-08