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 0 3 69 1 2 8 114
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 1 3 151 1 2 6 281
A suggested framework for classifying the modes of cycle research 0 0 3 56 1 1 6 121
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 1 14 1,204
Alternative Models For Conditional Stock Volatility 0 0 10 738 4 5 26 1,695
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 322 0 0 4 591
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 0 75 0 1 4 58
An econometric analysis of some models for constructed binary time series 0 0 0 76 0 1 5 222
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 59 0 0 1 161
Australian macro-econometric models and their construction - A short history 1 2 7 64 2 3 22 81
Can Turkish Recessions Be Predicted? 0 0 2 149 0 0 8 322
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 2 86
Can We Predict Recessions? 0 0 1 326 0 0 7 423
Checking if the Straitjacket Fits 0 0 1 10 2 2 10 19
Checking if the straitjacket fits 1 1 8 69 3 4 28 82
Critically assessing estimated DSGE models: A case study of a multi-sector model 1 4 9 81 4 10 32 162
Detecting Common Dynamics in Transitory Components 0 0 0 81 1 1 2 172
Diagnostic tests as residual analysis 0 2 23 45 0 6 48 115
Disecting the Cycle: A Methodological Investigation 4 9 23 1,194 15 26 63 2,187
Dissecting the Cycle 0 0 0 176 2 2 5 367
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 5 320
Econometric Analysis and Prediction of Recurrent Events 0 1 1 71 1 2 2 219
Econometric Analysis and Prediction of Recurrent Events 0 0 1 266 0 0 6 364
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 2 10 506 0 2 21 860
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 1 1 171 1 2 4 360
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 6 87 1 1 11 118
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 40 0 0 3 94
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 0 165 2 2 6 170
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 60 0 0 4 170
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 1 4 110
Estimation and Solution of Models with Expectations and Structural Changes 1 1 3 54 3 3 13 141
Extending an SVAR Model of the Australian Economy 1 1 4 479 3 3 13 824
Extracting, Using and Analysing Cyclical Information 0 2 6 327 0 5 24 695
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 1 2 3,035
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 1 1 2 242 3 3 5 428
Implications of Partial Information for Applied Macroeconomic Modelling 1 2 3 26 2 3 12 31
Implications of partial information for econometric modeling of macroeconomic systems 0 1 7 41 0 1 19 48
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 185 2 2 4 407
Investigating the Relationship Between DSGE and SVAR Models 2 2 11 126 6 15 69 333
Issues in Adopting DSGE Models for Use in the Policy Process 0 1 4 342 2 3 10 596
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 32 2 2 5 80
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 63 0 0 3 116
Knowing the Cycle 0 1 5 307 0 4 14 595
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 4 278
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 1 147 1 1 3 283
Macro-Econometric System Modelling @75 2 2 3 140 3 3 11 181
Macro-Econometric System Modelling @75 0 1 3 38 1 2 10 128
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 1 1 1 91 2 2 2 178
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 129 0 0 5 415
Measurement of Business Cycles 0 0 12 1,193 2 2 57 3,412
Modelling the Term Structure 0 0 0 2 0 1 10 639
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 1 170 2 2 14 382
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 1 3 249
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 1 1 1 70 1 1 2 199
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 0 1 4 208
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 459
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 1 1 3 364
Patterns and Their Uses 0 0 2 55 0 1 6 137
Resolving the Liquidity Effect 0 0 0 0 1 1 4 414
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 1 120 0 0 1 366
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 2 5 11 557 3 6 18 773
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 1 1 4 143
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 1 1 1 469
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 9 342 3 6 22 632
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 8 787 1 6 20 1,659
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 1 3 614
Some Issues in Using Sign Restrictions for Identifying Structural VARs 4 5 12 1,035 7 13 31 1,922
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 160 1 2 3 379
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 81 0 0 2 86
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 23 1 1 3 59
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 46 1 1 2 120
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 225 1 1 7 414
Structural Models of the Liquidity Effect 0 0 0 0 0 1 4 434
Structural macro-econometric modelling in a policy environment 2 2 6 170 2 4 13 283
Structural macro-wconometric modelling in a policy environment 0 0 1 86 0 1 11 157
Synchronization of cycles 2 3 14 218 13 24 59 813
Testing for Heteroskedasticity 0 0 0 0 0 0 2 342
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 2 4 21 303 5 9 41 538
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 3 355 1 2 17 779
The Econometric Analysis of Constructed Binary Time Series 0 0 0 355 1 3 9 981
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 1 1 3 304
The Econometric Analysis of Risk Terms 0 0 0 67 0 0 1 251
The Getting of Macroeconomic Wisdom 1 1 1 111 2 3 3 270
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 13 38 100 373
The Phillips Curve in Australia 0 1 8 1,281 7 10 33 3,811
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 4 1,170
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 7 0 0 1 25
Three questions regarding impulse responses and their interpretation found from sign restrictions 1 2 145 145 4 9 35 35
Too many shocks spoil the interpretation 1 2 20 68 4 9 56 120
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 5 1,326
Turning point and oscillatory cycles 0 1 11 48 0 1 22 77
Two Stage and Related Estimators and Their Applications 0 0 1 207 3 3 7 590
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 2 3 9 229
Weak Instruments: A Guide to the Literature 0 0 0 257 1 1 4 324
What Will Take the Con Out of Econometrics? 0 0 1 167 2 4 10 837
Total Working Papers 32 68 461 17,365 161 307 1,265 48,208


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 1 2 270
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 20 1 1 6 70
A Note on the Extraction of Components from Time Series 0 1 1 29 0 1 4 131
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 0 1 7 8
A Simple Test for Heteroscedasticity and Random Coefficient Variation 15 42 187 1,658 38 109 472 5,549
A Structural VAR Model of the Australian Economy 1 2 6 6 1 2 10 11
A Survey of Some Recent Econometric Methods 1 1 7 217 3 6 17 444
A comparison of two business cycle dating methods 0 2 11 631 2 10 39 1,368
A further result on the sign of restricted least-squares estimates 0 1 1 17 0 1 1 90
A multivariate latent factor decomposition of international bond yield spreads 0 0 3 511 1 1 7 1,489
A note on the magnitude of risk premia 0 0 0 6 1 1 1 57
A simple framework for analysing bull and bear markets 0 1 9 1,034 4 15 74 3,188
A suggested framework for classifying the modes of cycle research 0 1 3 389 1 2 9 718
A suggested framework for classifying the modes of cycle research 0 0 0 0 2 4 4 4
Alternative models for conditional stock volatility 2 5 24 886 7 17 89 2,041
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 1 1 10 0 1 2 51
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 142 0 0 3 334
Assessing the Variability of Inflation 0 0 1 28 1 2 5 135
Australian Stock Market Volatility: 1875–1987* 0 1 1 1 3 4 6 6
Calibration and Econometric Research: An Overview: Introduction 0 0 0 404 1 1 1 776
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 75 2 2 7 215
Consistency tests for heteroskedastic and risk models 0 0 1 25 1 1 4 173
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 0 10 2 3 14 48
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 0 110
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 3 5 143
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 3 373 1 4 18 960
Dissecting the cycle: a methodological investigation 13 23 74 2,555 33 68 243 4,994
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 1 3 7 32
Econometric Issues in the Analysis of Regressions with Generated Regressors 2 6 32 1,466 3 15 84 3,323
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 1 1 1 12 2 4 6 59
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 184 2 4 11 403
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 1 67
Efficient estimation of models with composite disturbance terms 0 1 1 20 0 1 1 75
Estimating The Density Tail Index For Financial Time Series 0 2 6 245 2 4 18 530
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 53 2 2 4 143
Estimation and Solution of Models with Expectations and Structural Changes 0 1 3 12 1 5 15 58
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 13 0 0 1 53
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 1 1 2 101
Extending a SVAR Model of the Australian Economy 1 1 3 186 3 3 11 455
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 88 1 2 12 427
How Reliable are ORANI Conclusions? 0 1 1 1 0 1 1 2
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 3 32 1 1 5 76
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 6 0 0 4 26
Learning About Models and Their Fit to Data 0 0 2 91 1 2 5 278
Limited information estimation and evaluation of DSGE models 0 0 0 0 0 0 3 6
Limited information estimation and evaluation of DSGE models 0 1 2 211 1 3 8 498
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 174 1 1 3 434
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 0 0 1 1 1 1
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 4 59 2 4 11 148
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 33 0 0 3 206
On the role of simulation in the statistical evaluation of econometric models 0 0 0 30 1 1 2 96
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 1 2 101
Phillips curve inflation forecasts - comments 0 0 1 39 0 0 2 95
Policy, Theory, and the Cycle 0 0 0 0 0 0 1 199
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 3 164
Rational and polynomial lags: The finite connection 1 1 1 8 1 2 2 51
Rejoinder to James Hamilton 0 0 2 116 0 1 7 272
Resolving the liquidity effect 0 1 6 34 1 2 10 93
Resolving the liquidity effect 0 0 0 128 0 0 5 300
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 2 174
Shocking Stories 0 1 4 9 0 2 6 54
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 8 30 511 8 24 93 1,265
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 1 94
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 58 0 1 2 122
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 40 0 0 1 186
Some identification and estimation results for regression models with stochastically varying coefficients 1 1 2 184 1 1 9 421
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 87 0 0 2 206
Some uses of simulation in econometrics 0 0 0 6 0 1 2 38
Specification Testing of Markov Switching Models* 0 0 2 131 1 1 6 285
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 2 76
Structural Models Of The Liquidity Effect 0 0 2 195 1 1 12 501
Synchronization of cycles 5 9 50 1,306 10 18 114 2,273
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 2 443
Testing for duration dependence in economic cycles 0 0 2 107 2 2 15 366
The Econometric Analysis of Models with Risk Terms 0 1 6 229 2 3 15 617
The Econometrics of the New Keynesian Policy Model: Introduction 0 2 2 245 2 4 7 520
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 0 32 0 0 4 134
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 1 1 9 1 2 4 76
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 18 59 193 4,234 56 178 526 13,846
The Phillips curve in Australia 0 1 11 255 1 4 61 1,005
The econometrics of financial markets 2 8 34 2,174 9 21 85 4,144
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 5 22 736
Time Series Behaviour and Dynamic Specification 0 0 0 0 2 2 3 80
Towards an Understanding of Some Business Cycle Characteristics 0 0 2 98 4 4 9 412
Two Stage and Related Estimators and Their Applications 0 0 1 192 2 2 8 468
Use '4Rs' criteria to assess papers 0 0 0 0 0 0 0 0
WHO'S AFRAID OF INFLATION? 0 0 0 4 1 1 2 28
Weak instruments (in Russian) 0 0 0 33 0 0 3 88
What Will Take the Con out of Econometrics? 0 1 2 179 0 5 16 519
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 1 20 0 0 2 90
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 2 106 0 0 2 257
Total Journal Articles 64 189 756 23,082 239 607 2,339 61,879


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 0 140 1 3 6 413
Nonparametric Econometrics 0 0 0 0 1 5 38 325
Nonparametric Econometrics 0 0 0 0 7 19 119 607
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 2 21 112
The Theory of Economic Policy 0 0 0 0 1 3 13 254
Total Books 0 0 0 140 11 32 197 1,711


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 98
Dynamic specification 4 10 41 649 15 30 101 1,718
Final Discussion 0 0 0 4 0 2 3 73
Overview 0 0 0 11 1 1 4 33
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 1 2 6 114 4 7 27 283
The Getting of Macroeconomic Wisdom 0 0 0 0 1 1 1 1
Total Chapters 5 12 47 793 21 41 136 2,206


Statistics updated 2021-09-05