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 4 91 2 4 15 166
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 154 3 4 9 300
A suggested framework for classifying the modes of cycle research 0 0 1 60 2 2 17 146
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 8 10 22 1,234
Alternative Models For Conditional Stock Volatility 0 0 2 747 7 11 33 1,754
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 2 4 8 605
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 1 1 3 80 2 3 17 86
An econometric analysis of some models for constructed binary time series 0 0 0 77 3 5 14 243
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 0 1 6 173
Australian Macro-Econometric Models and Their Construction - A Short History 1 1 3 84 2 4 11 121
Can Turkish Recessions Be Predicted? 1 1 1 152 2 3 8 337
Can Turkish Recessions be Predicted? 0 0 0 58 2 3 7 96
Can We Predict Recessions? 1 1 2 339 4 5 11 456
Checking If the Straitjacket Fits 0 0 1 78 4 5 17 126
Checking if the Straitjacket Fits 0 2 4 18 4 9 25 58
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 1 99 1 5 16 208
Detecting Common Dynamics in Transitory Components 0 0 0 81 7 8 8 185
Diagnostic tests as residual analysis 0 1 8 81 1 6 23 220
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 3 11 96
Disecting the Cycle: A Methodological Investigation 0 1 5 1,270 11 16 29 2,371
Dissecting the Cycle 0 0 0 178 3 6 13 384
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 2 15 339
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 5 6 13 236
Econometric Analysis and Prediction of Recurrent Events 0 0 1 270 4 6 13 385
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 519 0 0 10 890
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 173 3 4 13 379
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 2 2 91 1 5 12 138
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 5 6 10 112
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 1 2 2 170 4 7 12 198
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 2 5 11 188
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 2 5 23 144
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 3 4 21 213
Extending an SVAR Model of the Australian Economy 0 0 1 488 2 5 13 851
Extracting, Using and Analysing Cyclical Information 0 2 2 340 7 15 33 762
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 3 8 3,045
Getting the ROC into Sync 0 0 0 21 2 4 9 54
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 0 246 5 6 15 454
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 1 29 1 1 11 51
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 0 46 1 2 8 72
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 1 6 416
Investigating Cycle Anatomy 0 1 4 29 1 4 13 75
Investigating the Relationship Between DSGE and SVAR Models 0 0 5 177 3 6 34 454
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 2 348 2 4 15 635
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 2 2 11 95
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 65 1 1 10 128
Knowing the Cycle 0 0 1 318 0 1 15 665
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 3 5 287
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 2 150 1 2 13 300
Macro-Econometric System Modelling @75 0 0 0 41 2 4 19 155
Macro-Econometric System Modelling @75 0 1 1 146 2 5 13 205
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 3 4 9 199
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 2 3 17 442
Measurement of Business Cycles 0 0 1 1,217 5 9 22 3,486
Modelling the Term Structure 0 0 0 2 0 1 5 661
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 2 174 4 5 11 402
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 2 9 209
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 2 6 258
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 2 4 10 224
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 1 1 6 468
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 1 5 372
Patterns and Their Uses 0 1 2 61 3 5 17 163
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 0 0 12 38 1 10 58 127
Recovering Stars in Macroeconomics 0 0 3 43 1 6 28 74
Recovering stars in macroeconomics 0 0 2 6 2 4 19 26
Resolving the Liquidity Effect 0 0 0 0 4 5 11 431
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 3 5 10 380
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 1 2 585 1 2 11 829
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 2 3 6 150
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 2 18 493
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 2 3 17 1,710
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 358 5 8 26 689
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 5 5 12 628
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 0 1 8 103
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 1 10 1,108 3 10 62 2,082
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 1 7 16 402
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 2 15 85
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 2 4 8 132
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 2 3 11 437
Structural Models of the Liquidity Effect 0 0 0 0 1 3 9 448
Structural macro-econometric modelling in a policy environment 0 0 2 190 5 6 15 341
Structural macro-wconometric modelling in a policy environment 0 0 0 91 1 3 12 184
Synchronization of cycles 1 1 8 253 2 3 23 965
Testing for Heteroskedasticity 0 0 0 0 0 0 6 350
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 2 4 8 336 2 7 30 621
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 0 358 1 1 5 814
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 0 11 995
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 3 11 316
The Econometric Analysis of Risk Terms 0 0 0 69 0 2 3 260
The Getting of Macroeconomic Wisdom 0 0 0 116 0 0 9 294
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 4 16 51 632
The Phillips Curve in Australia 0 0 0 1,293 3 12 19 3,882
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 5 7 11 1,196
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 10 2 2 3 31
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 3 173 3 5 18 105
To Boost or Not to Boost? That is the Question 0 1 2 44 2 7 20 63
To Boost or Not to Boost? That is the Question 0 0 0 16 0 0 8 56
Too Many Shocks Spoil the Interpretation 0 0 0 52 3 3 11 34
Too many shocks spoil the interpretation 0 0 0 87 0 2 12 194
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 2 2 3 1,343
Turning Point and Oscillatory Cycles 0 0 1 54 1 3 10 102
Two Stage and Related Estimators and Their Applications 0 0 0 214 2 3 12 616
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 2 2 5 241
Weak Instruments: A Guide to the Literature 0 0 0 258 1 5 10 337
What Will Take the Con Out of Econometrics? 0 0 0 171 6 9 18 872
Total Working Papers 8 26 125 18,450 238 459 1,522 52,245

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 5 280
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 2 31 1 3 21 112
A Note on the Extraction of Components from Time Series 0 0 0 31 1 2 5 141
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 3 3 10 24
A Simple Test for Heteroscedasticity and Random Coefficient Variation 12 27 101 2,204 30 90 341 7,043
A Structural VAR Model of the Australian Economy 0 2 8 70 2 7 25 143
A Survey of Some Recent Econometric Methods 0 0 1 233 1 2 10 496
A comparison of two business cycle dating methods 0 0 4 678 1 4 16 1,477
A further result on the sign of restricted least-squares estimates 0 0 0 18 6 7 8 102
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 3 4 17 1,525
A note on the magnitude of risk premia 0 0 0 7 3 3 6 67
A simple framework for analysing bull and bear markets 5 13 40 1,157 17 44 139 3,554
A suggested framework for classifying the modes of cycle research 0 0 1 5 1 1 11 31
A suggested framework for classifying the modes of cycle research 0 0 0 393 3 6 11 746
Alternative models for conditional stock volatility 1 1 2 932 11 16 34 2,214
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 7 14 360
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 3 5 13 82
Assessing the Variability of Inflation 0 0 0 29 0 2 12 160
Australian Stock Market Volatility: 1875–1987* 1 1 1 5 1 3 12 30
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 3 10 21 805
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 2 6 207
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 1 1 78 2 6 15 235
Consistency tests for heteroskedastic and risk models 0 0 0 25 2 7 13 188
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 1 16 0 1 10 74
Cycles and their important shocks: completing the investigation 0 0 2 4 1 3 27 35
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 7 121
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 1 8 153
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 0 386 2 4 12 998
Dissecting the cycle: a methodological investigation 5 13 45 2,811 28 47 175 5,751
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 1 2 8 43
Econometric Issues in the Analysis of Regressions with Generated Regressors 10 21 58 1,606 32 69 167 3,665
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 1 19 3 5 14 85
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 210 3 6 18 475
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 2 3 7 75
Efficient estimation of models with composite disturbance terms 1 1 1 21 2 2 10 87
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 2 4 10 556
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 54 4 5 10 157
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 29 4 7 14 122
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 1 3 4 61
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 2 2 5 107
Excess shocks can limit the economic interpretation 1 1 2 34 3 5 18 95
Extending a SVAR Model of the Australian Economy 0 0 1 193 4 4 25 512
Getting the ROC into Sync 0 0 0 6 3 3 7 25
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 4 6 17 453
How Reliable are ORANI Conclusions? 0 0 0 2 0 0 8 19
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 1 34 1 2 8 88
Investigating Some Issues Relating to Regime Matching 0 0 2 2 2 10 20 20
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 10 1 1 9 38
Learning About Models and Their Fit to Data 0 0 1 92 3 3 9 289
Limited information estimation and evaluation of DSGE models 0 0 0 213 3 7 18 529
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 1 4 17
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 185 4 6 15 479
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 2 9 0 0 5 18
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 3 3 9 171
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 2 2 6 216
On the role of simulation in the statistical evaluation of econometric models 1 1 1 32 2 3 5 104
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 0 4 105
Phillips curve inflation forecasts - comments 0 0 0 39 1 2 4 102
Policy, Theory, and the Cycle 0 0 0 0 3 3 10 214
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 3 4 10 180
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 1 53
Rejoinder to James Hamilton 0 0 4 124 3 9 25 309
Resolving the liquidity effect 1 1 3 43 3 4 11 125
Resolving the liquidity effect 0 0 3 133 0 1 14 325
Seasonal integration and the evolving seasonals model 0 0 1 59 1 1 10 189
Shocking Stories 0 0 0 16 0 0 6 73
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 3 13 567 8 24 87 1,505
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 4 4 8 108
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 60 3 3 7 139
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 1 2 8 203
Some identification and estimation results for regression models with stochastically varying coefficients 0 1 3 198 0 4 16 463
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 3 4 13 231
Some uses of simulation in econometrics 0 0 0 6 1 3 7 51
Specification Testing of Markov Switching Models* 0 0 1 133 2 5 11 299
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 1 3 80
Structural Models Of The Liquidity Effect 0 0 1 200 2 5 13 525
Synchronization of cycles 1 1 8 1,432 5 12 32 2,578
Testing for covariance stationarity in stock market data 0 0 0 156 3 3 7 452
Testing for duration dependence in economic cycles 0 0 0 107 2 7 11 389
The Econometric Analysis of Models with Risk Terms 0 0 0 237 2 3 10 682
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 0 3 539
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 1 1 38 2 3 7 147
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 6 86
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 8 21 97 4,754 31 70 268 15,294
The Phillips curve in Australia 0 0 1 266 3 7 26 1,080
The econometrics of financial markets 0 2 6 2,257 3 36 110 4,448
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 1 1 3 16 2 3 11 55
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 2 14 822
Time Series Behaviour and Dynamic Specification 0 0 0 0 1 1 7 88
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 1 2 8 431
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 3 3 11 52
Two Stage and Related Estimators and Their Applications 0 0 1 200 3 5 20 511
Use '4Rs' criteria to assess papers 0 0 0 2 3 5 8 15
WHO'S AFRAID OF INFLATION? 0 0 1 6 0 0 2 32
Weak instruments (in Russian) 0 0 0 34 1 2 6 99
What Will Take the Con out of Econometrics? 1 1 2 189 4 7 15 556
Total Journal Articles 49 114 437 25,363 327 706 2,304 69,295
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 0 2 16 436
Nonparametric Econometrics 0 0 0 0 4 6 21 406
Nonparametric Econometrics 0 0 0 0 4 7 26 815
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 2 5 16 159
The Theory of Economic Policy 0 0 0 0 1 1 11 290
Total Books 0 0 0 142 11 21 90 2,106

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 5 6 14 113
Dynamic specification 1 2 6 745 3 8 23 1,899
Final Discussion 0 0 0 4 1 1 1 74
Overview 0 0 0 11 1 2 4 43
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 1 1 4 137 3 3 10 332
The Getting of Macroeconomic Wisdom 0 0 0 0 0 1 14 22
Total Chapters 2 3 10 912 13 21 66 2,483

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Statistics updated 2026-05-06