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 12 158
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 4 4 6 134
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 4 4 6 1,218
Alternative Models For Conditional Stock Volatility 0 1 3 747 3 6 11 1,730
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 1 1 2 599
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 1 2 79 1 4 11 77
An econometric analysis of some models for constructed binary time series 0 0 0 77 1 2 4 232
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 1 1 1 168
Australian Macro-Econometric Models and Their Construction - A Short History 0 0 3 83 0 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 0 1 1 90
Can We Predict Recessions? 0 0 2 338 0 1 4 447
Checking If the Straitjacket Fits 0 0 2 77 2 6 11 115
Checking if the Straitjacket Fits 0 0 2 14 0 1 4 34
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 1 99 1 2 6 198
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 0 177
Diagnostic tests as residual analysis 1 2 8 79 2 3 15 206
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 4 9 89
Disecting the Cycle: A Methodological Investigation 1 2 11 1,269 1 3 22 2,351
Dissecting the Cycle 0 0 0 178 1 3 4 375
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 3 6 9 332
Econometric Analysis and Prediction of Recurrent Events 0 1 1 270 1 2 2 374
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 2 5 227
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 0 518 2 2 3 882
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 173 1 4 4 370
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 3 4 5 130
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 0 2 103
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 0 168 0 0 2 187
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 63 2 3 6 181
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 66 0 6 13 200
Extending an SVAR Model of the Australian Economy 0 0 1 488 2 2 5 842
Extracting, Using and Analysing Cyclical Information 0 0 3 338 1 3 11 734
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 1 1 1 46
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 0 246 1 2 4 442
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 2 29 1 4 6 45
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 1 46 0 1 5 67
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 2 3 4 413
Investigating Cycle Anatomy 0 0 2 27 0 1 7 66
Investigating the Relationship Between DSGE and SVAR Models 1 3 14 176 5 9 34 439
Issues in Adopting DSGE Models for Use in the Policy Process 0 1 1 347 0 2 7 623
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 3 4 88
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 2 65 4 6 7 125
Knowing the Cycle 0 0 2 317 1 6 19 659
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 1 283
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 1 2 150 1 3 5 291
Macro-Econometric System Modelling @75 0 0 1 145 1 1 2 193
Macro-Econometric System Modelling @75 0 0 1 41 1 1 3 137
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 0 425
Measurement of Business Cycles 0 0 2 1,216 1 2 6 3,467
Modelling the Term Structure 0 0 0 2 1 1 7 657
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 0 235 0 0 1 463
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 1 2 201
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 0 104 1 2 4 255
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 1 1 2 368
Patterns and Their Uses 0 0 0 59 1 2 2 148
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 1 2 18 35 2 13 53 98
Recovering Stars in Macroeconomics 1 1 8 43 1 5 23 61
Recovering stars in macroeconomics 0 0 1 5 1 2 5 11
Resolving the Liquidity Effect 0 0 0 0 2 2 7 425
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 1 583 0 1 6 820
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 1 4 8 480
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 0 11 13 1,705
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 2 358 1 6 8 669
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 3 6 621
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 1 1 3 97
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 4 19 1,107 3 26 51 2,056
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 1 2 4 388
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 3 4 6 75
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 1 3 4 127
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 1 2 5 430
Structural Models of the Liquidity Effect 0 0 0 0 2 2 3 442
Structural macro-econometric modelling in a policy environment 0 0 2 188 1 2 7 330
Structural macro-wconometric modelling in a policy environment 0 0 0 91 1 2 5 175
Synchronization of cycles 2 3 8 251 3 7 18 956
Testing for Heteroskedasticity 0 0 0 0 1 1 2 346
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 0 2 330 2 4 11 601
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 0 358 0 1 2 810
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 1 2 986
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 2 4 5 309
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 1 257
The Getting of Macroeconomic Wisdom 0 0 0 116 3 3 4 288
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 4 9 34 600
The Phillips Curve in Australia 0 0 1 1,293 2 2 6 3,867
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 0 10 1 1 1 29
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 4 173 0 0 10 95
To Boost or Not to Boost? That is the Question 0 0 3 16 2 2 13 53
To Boost or Not to Boost? That is the Question 0 0 2 43 0 4 15 51
Too Many Shocks Spoil the Interpretation 0 0 0 52 2 4 5 28
Too many shocks spoil the interpretation 0 0 0 87 0 3 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 0 1 54 0 0 2 93
Two Stage and Related Estimators and Their Applications 0 0 1 214 0 0 2 604
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 1 1 2 237
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 1 1 3 856
Total Working Papers 8 28 150 18,399 109 282 727 51,192

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 2 2 3 278
A Method for Working with Sign Restrictions in Structural Equation Modelling 1 1 6 31 3 5 18 101
A Note on the Extraction of Components from Time Series 0 0 0 31 0 0 0 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 1 3 4 17
A Simple Test for Heteroscedasticity and Random Coefficient Variation 6 23 81 2,153 35 84 252 6,879
A Structural VAR Model of the Australian Economy 0 1 17 66 0 3 28 129
A Survey of Some Recent Econometric Methods 1 1 2 233 2 2 5 489
A comparison of two business cycle dating methods 1 2 8 677 1 4 18 1,468
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 2 3 6 1,512
A note on the magnitude of risk premia 0 0 0 7 0 1 2 62
A simple framework for analysing bull and bear markets 4 11 27 1,138 19 34 95 3,477
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 0 1 20
A suggested framework for classifying the modes of cycle research 0 0 0 393 1 3 4 739
Alternative models for conditional stock volatility 0 0 5 931 3 6 26 2,197
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 4 7 8 353
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 2 2 71
Assessing the Variability of Inflation 0 0 0 29 1 4 10 157
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 3 4 7 24
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 1 1 4 786
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 2 4 204
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 1 1 2 177
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 3 16 0 0 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 1 1 6 119
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 3 5 149
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 2 386 0 2 6 988
Dissecting the cycle: a methodological investigation 0 6 38 2,791 18 40 139 5,677
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 2 10 35 1,567 13 34 87 3,559
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 1 19 2 3 5 76
Econometric analysis of structural systems with permanent and transitory shocks 1 2 5 209 2 3 9 462
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 1 1 2 78
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 2 2 4 548
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 1 54 1 2 6 151
Estimation and Solution of Models with Expectations and Structural Changes 0 1 2 28 0 2 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 2 2 3 105
Excess shocks can limit the economic interpretation 0 0 3 33 0 1 11 84
Extending a SVAR Model of the Australian Economy 0 0 0 192 2 7 13 498
Getting the ROC into Sync 0 0 2 6 3 3 10 22
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 1 4 6 441
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 0 4 4
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 2 10 2 3 7 35
Learning About Models and Their Fit to Data 0 0 1 92 2 2 4 283
Limited information estimation and evaluation of DSGE models 0 0 0 213 3 7 9 519
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 2 4 16
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 1 2 185 0 6 10 471
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 0 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 0 1 1 99
Policy, Theory, and the Cycle 0 0 0 0 0 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 3 3 5 123 5 5 11 289
Resolving the liquidity effect 1 1 4 133 2 3 8 316
Resolving the liquidity effect 1 1 3 42 2 2 7 118
Seasonal integration and the evolving seasonals model 0 1 1 59 0 2 4 183
Shocking Stories 0 0 3 16 0 0 3 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 3 12 563 7 31 58 1,466
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 1 4 102
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 1 60 0 0 4 133
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 1 1 2 196
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 3 197 1 2 5 451
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 1 2 3 220
Some uses of simulation in econometrics 0 0 0 6 0 0 0 44
Specification Testing of Markov Switching Models* 0 0 2 133 0 1 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 0 1 5 516
Synchronization of cycles 0 1 8 1,430 2 8 19 2,561
Testing for covariance stationarity in stock market data 0 0 0 156 1 1 2 447
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 1 2 4 676
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 0 1 3 142
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 1 4 83
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 9 24 93 4,713 19 57 234 15,164
The Phillips curve in Australia 0 0 1 266 0 3 13 1,062
The econometrics of financial markets 0 0 6 2,253 7 11 28 4,355
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 15 0 2 8 48
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 1 12 815
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 0 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 9 498
Use '4Rs' criteria to assess papers 0 0 0 2 0 0 1 8
WHO'S AFRAID OF INFLATION? 0 0 0 5 0 1 2 31
Weak instruments (in Russian) 0 0 0 34 1 1 2 94
What Will Take the Con out of Econometrics? 1 1 1 188 1 2 5 545
Total Journal Articles 32 97 404 25,159 189 453 1,388 67,915
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 4 7 8 427
Nonparametric Econometrics 0 0 0 0 2 3 21 797
Nonparametric Econometrics 0 0 0 0 1 4 10 392
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 5 8 150
The Theory of Economic Policy 0 0 0 0 3 6 8 286
Total Books 0 0 0 142 11 25 55 2,052

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 1 2 101
Dynamic specification 0 1 7 742 2 4 15 1,884
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 1 1 2 40
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 2 134 0 0 6 324
The Getting of Macroeconomic Wisdom 0 0 0 0 6 6 9 17
Total Chapters 0 1 9 906 9 12 34 2,439

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Statistics updated 2025-12-06