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 1 1 5 88 2 2 9 153
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 153 0 1 4 291
A suggested framework for classifying the modes of cycle research 1 1 1 60 1 2 2 130
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 1 1 2 1,213
Alternative Models For Conditional Stock Volatility 1 1 2 746 1 1 5 1,722
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 0 1 597
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 1 1 3 78 2 3 9 71
An econometric analysis of some models for constructed binary time series 0 0 0 77 0 1 2 229
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 4 81 0 1 8 110
Can Turkish Recessions Be Predicted? 0 0 0 151 1 1 1 330
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 0 89
Can We Predict Recessions? 0 1 1 337 0 1 2 445
Checking If the Straitjacket Fits 0 1 2 77 0 3 5 109
Checking if the Straitjacket Fits 0 1 3 14 0 2 9 33
Critically assessing estimated DSGE models: A case study of a multi-sector model 1 1 3 99 1 1 4 193
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 1 177
Diagnostic tests as residual analysis 2 2 11 75 3 4 23 200
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 2 78 0 4 9 85
Disecting the Cycle: A Methodological Investigation 1 3 18 1,266 3 7 33 2,345
Dissecting the Cycle 0 0 1 178 0 0 1 371
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 1 324
Econometric Analysis and Prediction of Recurrent Events 0 0 0 269 0 0 1 372
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 1 1 4 224
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 2 518 0 0 3 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 0 0 2 366
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 0 1 102
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 0 1 126
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 168 0 1 5 186
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 1 2 4 122
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 1 2 177
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 0 0 7 192
Extending an SVAR Model of the Australian Economy 0 0 3 487 0 0 5 838
Extracting, Using and Analysing Cyclical Information 0 0 3 338 0 0 9 729
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 3,037
Getting the ROC into Sync 0 0 0 21 0 0 4 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 2 246 1 2 4 440
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 1 28 0 0 1 40
Implications of partial information for econometric modeling of macroeconomic systems 0 0 1 46 1 1 3 65
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 1 2 410
Investigating Cycle Anatomy 2 2 6 27 2 3 22 64
Investigating the Relationship Between DSGE and SVAR Models 0 5 16 172 2 9 26 422
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 1 346 0 3 6 620
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 1 84
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 63 0 0 0 118
Knowing the Cycle 0 0 3 317 3 3 39 653
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 0 282
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 148 0 0 1 287
Macro-Econometric System Modelling @75 0 1 1 145 0 1 1 192
Macro-Econometric System Modelling @75 0 1 1 41 0 2 3 136
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 0 2 190
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 130 0 0 2 425
Measurement of Business Cycles 0 0 8 1,216 1 2 12 3,465
Modelling the Term Structure 0 0 0 2 0 3 6 656
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 0 172 1 1 1 392
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 1 200
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 2 214
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 1 252
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 462
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 0 0 1 146
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 2 7 28 28 7 20 76 76
Recovering Stars in Macroeconomics 0 4 11 40 4 9 27 50
Recovering stars in macroeconomics 1 1 2 5 2 2 5 9
Resolving the Liquidity Effect 0 0 0 0 0 1 2 420
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 1 1 370
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 3 583 0 2 8 818
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 0 144
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 2 3 475
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 796 0 1 5 1,693
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 356 0 1 9 663
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 1 1 616
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 6 25 1,099 4 11 37 2,024
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 2 386
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 85 0 1 3 95
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 1 1 70
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 1 1 124
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 0 1 4 426
Structural Models of the Liquidity Effect 0 0 0 0 0 0 0 439
Structural macro-econometric modelling in a policy environment 0 0 2 188 0 1 7 326
Structural macro-wconometric modelling in a policy environment 0 0 1 91 0 1 3 172
Synchronization of cycles 2 2 5 247 4 6 11 946
Testing for Heteroskedasticity 0 0 0 0 0 0 0 344
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 2 2 7 330 3 4 12 594
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 358 0 0 13 809
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 0 0 984
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 1 305
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 2 257
The Getting of Macroeconomic Wisdom 0 0 2 116 0 1 4 285
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 1 6 31 582
The Phillips Curve in Australia 0 1 2 1,293 0 2 5 3,863
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 1 1 1,185
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 1 2 7 171 5 6 13 92
To Boost or Not to Boost? That is the Question 0 0 2 42 1 5 16 44
To Boost or Not to Boost? That is the Question 0 2 7 16 1 3 14 49
Too Many Shocks Spoil the Interpretation 0 0 0 52 1 1 1 24
Too Many Shocks Spoil the Interpretation 0 0 0 87 1 3 10 183
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 1 2 1,340
Turning Point and Oscillatory Cycles 0 0 1 53 0 1 3 92
Two Stage and Related Estimators and Their Applications 0 1 3 214 0 2 4 604
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 2 236
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 3 854
Total Working Papers 19 50 223 18,344 62 172 665 50,785

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 1 275
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 1 5 29 1 6 10 92
A Note on the Extraction of Components from Time Series 0 0 1 31 0 0 2 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 0 2 14
A Simple Test for Heteroscedasticity and Random Coefficient Variation 8 17 101 2,111 26 49 229 6,728
A Structural VAR Model of the Australian Economy 1 10 20 63 2 11 32 120
A Survey of Some Recent Econometric Methods 0 0 3 232 0 1 6 486
A comparison of two business cycle dating methods 1 5 9 675 2 7 22 1,463
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 1 94
A multivariate latent factor decomposition of international bond yield spreads 0 0 3 520 0 0 6 1,508
A note on the magnitude of risk premia 0 0 0 7 0 0 2 61
A simple framework for analysing bull and bear markets 2 4 28 1,119 4 17 87 3,419
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 1 2 20
A suggested framework for classifying the modes of cycle research 0 0 0 393 1 1 2 736
Alternative models for conditional stock volatility 0 2 9 930 4 8 27 2,184
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 3 17 0 0 4 69
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 1 2 346
Assessing the Variability of Inflation 0 0 1 29 0 0 3 148
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 0 0 2 18
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 1 2 784
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 0 1 201
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 77 0 0 2 220
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 0 0 175
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 2 3 15 1 3 5 65
Cycles and their important shocks: completing the investigation 0 1 2 2 8 12 16 16
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 2 2 3 116
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 1 145
Diagnostic Tests for Models Based on Individual Data: A Survey 0 2 3 386 0 3 5 986
Dissecting the cycle: a methodological investigation 4 10 44 2,770 5 18 111 5,581
Do Markov-switching models capture nonlinearities in the data? 0 0 1 8 0 0 2 35
Econometric Issues in the Analysis of Regressions with Generated Regressors 4 11 28 1,552 5 19 51 3,503
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 1 1 3 19 1 1 3 72
Econometric analysis of structural systems with permanent and transitory shocks 0 1 7 207 0 1 14 457
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 1 1 77
Estimating The Density Tail Index For Financial Time Series 0 0 1 253 0 0 3 546
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 1 54 0 0 2 147
Estimation and Solution of Models with Expectations and Structural Changes 0 0 3 27 1 2 7 109
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 0 102
Excess shocks can limit the economic interpretation 1 2 5 33 3 5 13 80
Extending a SVAR Model of the Australian Economy 0 0 1 192 0 2 10 487
Getting the ROC into Sync 0 1 5 6 0 2 12 18
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 0 1 3 436
How Reliable are ORANI Conclusions? 0 0 0 2 0 0 3 11
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 33 0 0 1 80
Investigating Some Issues Relating to Regime Matching 0 0 0 0 0 0 0 0
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 8 0 0 2 29
Learning About Models and Their Fit to Data 0 0 0 91 0 0 1 280
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 1 1 511
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 0 2 13
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 1 2 184 0 1 5 464
Mardi Dungey: 11 December 1966 – 12 January 2019 1 1 3 8 1 1 3 14
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 0 1 162
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 0 1 1 210
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 0 101
Phillips curve inflation forecasts - comments 0 0 0 39 0 0 1 98
Policy, Theory, and the Cycle 0 0 0 0 0 0 1 204
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 2 2 120 0 5 7 284
Resolving the liquidity effect 0 1 2 40 1 2 7 115
Resolving the liquidity effect 1 1 2 131 1 1 4 312
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 0 179
Shocking Stories 0 0 5 16 0 0 8 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 15 555 4 6 44 1,422
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 2 2 100
Some consequences of viewing LIML as an iterated Aitken estimator 0 1 1 60 1 3 6 133
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 1 3 195
Some identification and estimation results for regression models with stochastically varying coefficients 0 1 1 195 0 1 3 447
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 92 0 1 2 218
Some uses of simulation in econometrics 0 0 0 6 0 0 1 44
Specification Testing of Markov Switching Models* 0 0 1 132 1 1 2 289
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 0 199 0 0 2 512
Synchronization of cycles 2 3 18 1,426 2 3 26 2,548
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 0 445
Testing for duration dependence in economic cycles 0 0 0 107 0 0 5 378
The Econometric Analysis of Models with Risk Terms 0 0 1 237 1 1 2 673
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 0 3 536
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 1 1 37 0 1 1 140
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 1 1 80
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 10 23 100 4,667 24 63 242 15,050
The Phillips curve in Australia 0 0 1 265 0 4 10 1,054
The econometrics of financial markets 1 3 7 2,252 1 4 21 4,339
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 13 0 2 9 44
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 2 3 11 810
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 0 81
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 0 2 423
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 1 3 7 42
Two Stage and Related Estimators and Their Applications 0 0 0 199 0 0 4 491
Use '4Rs' criteria to assess papers 0 0 0 2 1 1 3 8
WHO'S AFRAID OF INFLATION? 0 0 0 5 0 1 1 30
Weak instruments (in Russian) 0 0 0 34 0 0 1 93
What Will Take the Con out of Econometrics? 0 0 0 187 0 1 4 541
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 1 2 263
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 22 0 0 1 96
Total Journal Articles 38 111 458 25,093 107 291 1,179 67,457
6 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 0 2 420
Nonparametric Econometrics 0 0 0 0 3 6 24 792
Nonparametric Econometrics 0 0 0 0 1 1 7 386
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 1 5 143
The Theory of Economic Policy 0 0 0 0 0 1 3 279
Total Books 0 0 0 142 4 9 41 2,020

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 99
Dynamic specification 1 1 9 740 2 4 23 1,878
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 0 3 39
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 3 133 0 2 10 322
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 0 8
Total Chapters 1 1 12 903 2 6 36 2,419

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Statistics updated 2025-06-06