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 0 5 61 4 7 25 91
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 147 0 0 2 268
A suggested framework for classifying the modes of cycle research 0 0 5 46 1 2 10 105
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 3 9 1,172
AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES 0 0 2 76 1 2 8 214
Alternative Models For Conditional Stock Volatility 1 2 8 726 1 5 22 1,648
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 318 1 2 8 573
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 1 74 0 2 11 48
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 57 0 0 10 149
Australian macro-econometric models and their construction - A short history 12 33 33 33 6 14 14 14
Can Turkish Recessions Be Predicted? 0 0 4 145 0 0 5 310
Can Turkish Recessions be Predicted? 0 0 0 55 1 1 1 79
Can We Predict Recessions? 0 2 7 321 0 2 13 402
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 1 24 64 3 10 59 92
Detecting Common Dynamics in Transitory Components 0 0 0 80 3 3 5 164
Diagnostic tests as residual analysis 1 4 12 12 2 7 28 28
Disecting the Cycle: A Methodological Investigation 4 11 54 1,137 5 21 98 2,046
Dissecting the Cycle 0 0 3 173 1 1 4 352
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 3 3 311
Econometric Analysis and Prediction of Recurrent Events 0 1 5 263 0 1 15 348
Econometric Analysis and Prediction of Recurrent Events 0 0 0 70 2 2 7 210
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 2 8 483 2 6 18 816
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 170 0 0 3 351
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 40 1 1 2 87
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 78 3 3 8 88
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 1 4 163 0 6 21 155
Estimation and Solution of Models with Expectations and Structural Changes 0 0 4 56 1 2 9 156
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 50 0 0 3 114
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 62 0 1 5 98
Extending an SVAR Model of the Australian Economy 0 0 5 474 3 5 22 795
Extracting, Using and Analysing Cyclical Information 0 3 16 315 0 7 33 618
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 3,029
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 3 236 1 1 10 413
Implications of partial information for econometric modeling of macroeconomic systems 3 24 24 24 1 7 7 7
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 1 184 2 3 8 400
Investigating the Relationship Between DSGE and SVAR Models 0 1 14 102 1 6 44 217
Issues in Adopting DSGE Models for Use in the Policy Process 0 2 3 333 1 3 10 569
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 30 1 1 5 68
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 61 0 0 10 106
Knowing the Cycle 0 3 16 298 2 9 33 562
Limited Information Estimation and Evaluation of DSGE Models 0 0 2 133 1 1 6 265
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 2 146 0 0 4 274
Macro-Econometric System Modelling @75 1 2 5 132 1 6 12 154
Macro-Econometric System Modelling @75 1 1 2 35 2 4 11 108
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 87 0 1 2 169
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 128 2 2 7 404
Measurement of Business Cycles 3 5 17 1,172 5 11 89 3,293
Modelling the Term Structure 0 0 0 2 1 3 8 616
Monetary Transmission in an Emerging Targeter; The Case of Brazil 0 1 4 168 0 4 9 353
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 5 191
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 1 3 237
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 0 1 3 197
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 1 233 0 0 2 448
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 0 353
Patterns and Their Uses 0 0 6 52 0 0 10 121
Resolving the Liquidity Effect 0 0 0 0 0 0 4 390
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 2 118 2 3 6 361
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 1 3 12 535 2 5 22 732
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 0 134
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 0 2 461
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 8 775 2 4 29 1,616
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 3 331 2 6 17 598
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 2 2 7 605
Some Issues in Using Sign Restrictions for Identifying Structural VARs 2 4 31 1,005 3 8 58 1,851
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 156 0 0 3 366
Some consequences of using "measurement error shocks" when estimating time series models 0 0 3 78 0 1 16 76
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 2 19 1 1 5 40
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 43 0 0 1 108
Structural Macro-Econometric Modelling in a Policy Environment 1 2 8 223 1 4 18 392
Structural Models of the Liquidity Effect 0 0 0 0 0 1 8 416
Structural macro-econometric modelling in a policy environment 0 2 6 161 0 3 20 257
Structural macro-wconometric modelling in a policy environment 0 0 1 85 0 0 3 138
Synchronization of cycles 0 4 19 186 4 15 46 713
Testing for Heteroskedasticity 0 0 0 0 0 0 3 331
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 1 7 21 257 1 13 40 423
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 1 3 6 349 1 6 16 634
The Econometric Analysis of Constructed Binary Time Series 0 0 0 354 0 1 8 962
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 1 295
The Econometric Analysis of Risk Terms 0 0 0 66 0 0 1 243
The Getting of Macroeconomic Wisdom 1 1 1 108 1 2 2 261
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 5 16 56 199
The Phillips Curve in Australia 0 1 7 1,267 1 5 47 3,752
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 1 1 4 1,151
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 5 0 0 3 19
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 1 1 2 1,301
Two Stage and Related Estimators and Their Applications 0 1 2 202 2 4 9 565
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 1 1 5 206
Weak Instruments: A Guide to the Literature 0 0 1 255 0 2 5 311
What Will Take the Con Out of Econometrics? 0 0 4 165 3 6 20 817
Total Working Papers 34 129 445 16,402 100 295 1,268 45,180


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 4 263
A Method for Working with Sign Restrictions in Structural Equation Modelling 1 1 2 16 4 7 18 58
A Note on the Extraction of Components from Time Series 0 1 3 25 0 2 4 124
A Short-Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 0 0 1 144
A Simple Test for Heteroscedasticity and Random Coefficient Variation 11 39 145 1,292 30 100 334 4,644
A Structural VAR Model of the Australian Economy 0 0 0 1 0 4 23 943
A Survey of Some Recent Econometric Methods 0 1 6 198 2 6 17 401
A comparison of two business cycle dating methods 2 6 15 602 5 20 67 1,276
A further result on the sign of restricted least-squares estimates 0 0 0 15 0 0 3 83
A multivariate latent factor decomposition of international bond yield spreads 0 1 7 502 1 6 20 1,466
A note on the magnitude of risk premia 0 0 0 5 0 0 0 52
A simple framework for analysing bull and bear markets 0 0 11 1,006 16 18 49 3,051
A suggested framework for classifying the modes of cycle research 2 2 14 374 5 7 26 688
Alternative models for conditional stock volatility 5 15 41 825 11 37 119 1,833
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 2 139 0 2 11 321
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 7 4 4 8 40
Assessing the Variability of Inflation 0 1 1 27 0 2 4 124
Australian Stock Market Volatility: 1875-1987 0 0 0 0 0 4 11 395
Calibration and Econometric Research: An Overview: Introduction 0 0 3 402 1 1 6 767
Comment on Poirier: Dogma or Doubt? 0 0 1 16 0 0 1 196
Commentary on "An estimated DSGE model for the United Kingdom" 0 0 2 73 0 0 4 198
Consistency tests for heteroskedastic and risk models 0 0 1 22 0 3 6 155
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 2 5 5 1 5 13 13
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 3 91
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 1 2 133
Diagnostic Tests for Models Based on Individual Data: A Survey 0 1 6 366 2 4 15 931
Dissecting the cycle: a methodological investigation 10 40 199 2,337 32 107 485 4,398
Do Markov-switching models capture nonlinearities in the data? 0 0 2 7 0 0 4 22
E.J. (Ted) Hannan 0 0 0 5 0 1 2 47
Econometric Issues in the Analysis of Regressions with Generated Regressors 1 4 43 1,400 5 17 100 3,142
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 3 11 0 3 11 45
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 175 2 3 16 374
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 9 0 0 6 57
Efficient estimation of models with composite disturbance terms 0 1 1 18 0 1 1 70
Estimating The Density Tail Index For Financial Time Series 0 0 1 233 0 0 5 503
Estimating predictions, prediction errors and their standard deviations using constructed variables 1 1 1 51 1 1 1 133
Estimation and Solution of Models with Expectations and Structural Changes 0 1 4 5 1 6 17 26
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 12 0 0 0 47
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 31 0 0 2 92
Extending a SVAR Model of the Australian Economy 0 0 2 179 2 2 9 430
Gregory C. Chow 0 0 0 13 0 1 3 45
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 2 87 2 2 12 401
How Reliable Are ORAN I Conclusions? 0 0 0 0 0 0 5 171
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 29 0 0 2 66
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 4 0 1 6 15
Learning About Models and Their Fit to Data 0 0 0 86 0 0 2 262
Limited information estimation and evaluation of DSGE models 0 0 4 209 0 2 18 476
Limited information estimation and evaluation of DSGE models 0 0 0 0 1 1 1 1
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 3 171 2 2 10 421
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 3 53 1 4 13 132
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 1 32 4 4 5 195
On the role of simulation in the statistical evaluation of econometric models 0 0 0 29 0 0 0 89
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 25 0 0 1 96
Phillips curve inflation forecasts - comments 0 0 2 37 0 0 6 83
Policy, Theory, and the Cycle 0 0 0 0 0 0 0 191
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 1 1 156
Proffessor E. J. Hannnan 0 0 0 3 1 2 2 27
Rational and polynomial lags: The finite connection 0 0 0 6 0 0 0 46
Rejoinder to James Hamilton 1 2 3 114 1 4 6 260
Resolving the liquidity effect 0 0 0 125 0 1 6 285
Resolving the liquidity effect 1 1 6 25 2 2 11 68
Seasonal integration and the evolving seasonals model 0 0 0 57 0 0 1 164
Shocking Stories 0 0 2 4 2 6 12 32
Shocking Stories 0 0 0 102 1 1 3 589
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 3 11 465 7 23 68 1,094
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 1 86
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 56 0 0 1 111
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 40 7 7 9 175
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 2 176 0 2 8 398
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 83 0 0 3 198
Some uses of simulation in econometrics 0 0 1 4 0 0 3 25
Specification Testing of Markov Switching Models* 0 0 0 129 0 0 1 274
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 1 71
Structural Models Of The Liquidity Effect 0 0 5 192 0 0 12 468
Synchronization of cycles 3 16 57 1,210 9 33 134 2,040
Testing for covariance stationarity in stock market data 0 0 0 156 0 1 2 438
Testing for duration dependence in economic cycles 1 1 2 101 2 2 5 341
The Econometric Analysis of Models with Risk Terms 1 2 6 217 2 5 13 584
The Econometrics of the New Keynesian Policy Model: Introduction 0 2 3 242 0 3 7 507
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 31 0 0 2 125
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 8 0 0 1 69
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 10 31 116 3,930 37 105 339 12,944
The Phillips curve in Australia 1 1 7 234 2 7 41 895
The econometrics of financial markets 0 4 49 2,075 2 12 108 3,937
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 6 23 689
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 1 73
Towards an Understanding of Some Business Cycle Characteristics 0 0 1 94 2 3 4 394
Two Stage and Related Estimators and Their Applications 0 0 0 190 1 2 3 450
WHO'S AFRAID OF INFLATION? 0 0 0 3 0 0 2 20
Weak instruments (in Russian) 0 0 0 33 0 0 0 79
What Will Take the Con out of Econometrics? 1 1 1 175 6 8 19 484
What is a good macroeconomic model for a central bank to use? panel discussion 0 1 1 103 0 1 3 248
Total Journal Articles 53 182 816 21,613 221 629 2,368 59,264
1 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 2 140 0 5 11 397
Nonparametric Econometrics 0 0 0 0 4 10 26 233
Nonparametric Econometrics 0 0 0 0 9 24 100 354
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 2 12 68
The Theory of Economic Policy 0 0 0 0 0 1 2 232
Total Books 0 0 2 140 14 42 151 1,284


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 2 2 3 92
Dynamic specification 0 16 60 560 6 32 123 1,466
Final Discussion 0 0 0 4 0 1 1 67
Overview 0 0 0 9 0 0 1 20
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 13 89 1 7 35 214
Total Chapters 0 17 73 677 9 42 163 1,859


Statistics updated 2019-09-09