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 66 0 0 10 106
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 1 1 2 149 1 2 6 276
A suggested framework for classifying the modes of cycle research 2 2 6 55 2 3 9 117
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 1 4 16 1,193
AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES 0 0 0 76 1 1 3 218
Alternative Models For Conditional Stock Volatility 1 2 4 730 2 5 22 1,673
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 2 321 1 3 12 588
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 1 75 1 1 5 55
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 2 59 0 2 10 160
Australian macro-econometric models and their construction - A short history 1 3 19 58 1 7 40 64
Can Turkish Recessions Be Predicted? 0 0 1 147 1 1 3 315
Can Turkish Recessions be Predicted? 0 0 3 58 0 1 5 84
Can We Predict Recessions? 0 0 4 325 0 1 11 417
Checking if the Straitjacket Fits 1 10 10 10 1 7 11 11
Checking if the straitjacket fits 1 4 63 63 3 15 63 63
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 1 8 72 0 6 34 133
Detecting Common Dynamics in Transitory Components 0 0 1 81 0 1 6 170
Diagnostic tests as residual analysis 4 7 17 29 6 13 47 78
Disecting the Cycle: A Methodological Investigation 2 4 30 1,175 6 12 72 2,134
Dissecting the Cycle 0 0 3 176 0 1 9 362
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 4 315
Econometric Analysis and Prediction of Recurrent Events 0 0 0 70 0 1 6 217
Econometric Analysis and Prediction of Recurrent Events 0 1 2 266 1 5 11 363
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 1 13 496 1 4 24 842
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 170 1 1 5 357
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 1 1 3 82 1 3 12 108
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 40 1 2 5 92
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 2 165 0 1 6 165
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 51 0 2 12 129
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 58 0 0 6 166
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 63 0 1 7 106
Extending an SVAR Model of the Australian Economy 1 1 2 476 3 4 10 814
Extracting, Using and Analysing Cyclical Information 0 1 4 322 3 8 54 677
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 3 3,033
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 1 3 240 0 2 8 423
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 23 23 0 5 22 23
Implications of partial information for econometric modeling of macroeconomic systems 0 1 9 34 1 5 23 33
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 185 1 1 3 404
Investigating the Relationship Between DSGE and SVAR Models 0 3 13 115 2 20 61 280
Issues in Adopting DSGE Models for Use in the Policy Process 0 2 5 339 0 3 15 587
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 31 0 2 6 75
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 62 0 0 7 113
Knowing the Cycle 0 0 3 302 0 2 12 582
Limited Information Estimation and Evaluation of DSGE Models 0 0 2 135 1 2 7 275
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 146 0 1 4 280
Macro-Econometric System Modelling @75 0 0 0 35 0 2 8 119
Macro-Econometric System Modelling @75 0 0 5 137 1 3 15 171
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 3 90 0 0 6 176
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 128 0 1 6 410
Measurement of Business Cycles 2 5 11 1,186 5 18 68 3,371
Modelling the Term Structure 0 0 0 2 0 0 13 629
Monetary Transmission in an Emerging Targeter; The Case of Brazil 0 0 1 169 0 1 12 367
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 2 69 1 1 5 198
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 1 1 6 205
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 3 7 247
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 2 235 1 2 7 459
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 1 3 8 362
Patterns and Their Uses 0 0 1 53 1 2 9 132
Resolving the Liquidity Effect 0 0 0 0 0 3 13 410
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 119 0 1 2 365
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 9 546 0 2 20 757
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 2 6 140
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 0 7 468
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 4 335 2 5 16 615
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 5 780 1 7 26 1,643
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 1 2 612
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 1 17 1,023 0 5 39 1,892
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 4 160 0 2 9 376
Some consequences of using "measurement error shocks" when estimating time series models 0 0 3 81 0 1 8 84
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 4 23 0 0 15 56
Some methods for assessing the need for non-linear models in business cycle analysis 1 1 3 46 1 3 9 119
Structural Macro-Econometric Modelling in a Policy Environment 0 0 2 225 1 1 10 408
Structural Models of the Liquidity Effect 0 0 0 0 0 2 11 430
Structural macro-econometric modelling in a policy environment 1 1 4 165 2 2 10 272
Structural macro-wconometric modelling in a policy environment 0 0 0 85 1 2 5 148
Synchronization of cycles 2 3 16 206 4 7 37 760
Testing for Heteroskedasticity 0 0 0 0 0 2 9 340
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 1 4 19 284 3 13 65 503
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 352 2 10 126 764
The Econometric Analysis of Constructed Binary Time Series 0 0 1 355 0 1 9 972
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 4 301
The Econometric Analysis of Risk Terms 0 0 1 67 0 1 5 250
The Getting of Macroeconomic Wisdom 0 0 2 110 0 0 6 267
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 6 19 76 283
The Phillips Curve in Australia 1 2 5 1,274 1 4 21 3,781
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 3 14 1,167
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 1 7 0 2 5 25
Too many shocks spoil the interpretation 2 7 53 53 2 16 74 74
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 4 16 1,322
Turning point and oscillatory cycles 1 3 22 39 2 7 47 61
Two Stage and Related Estimators and Their Applications 0 0 1 206 0 2 13 583
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 1 1 13 221
Weak Instruments: A Guide to the Literature 0 0 2 257 0 1 8 320
What Will Take the Con Out of Econometrics? 0 0 1 166 0 1 6 827
Total Working Papers 26 77 474 16,951 84 333 1,659 47,138


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 5 269
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 3 19 0 1 5 64
A Note on the Extraction of Components from Time Series 0 0 3 28 1 1 4 128
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 3 4 4 4
A Simple Test for Heteroscedasticity and Random Coefficient Variation 9 34 167 1,491 32 103 439 5,142
A Structural VAR Model of the Australian Economy 0 0 0 0 0 1 1 1
A Survey of Some Recent Econometric Methods 1 2 12 211 2 4 24 429
A comparison of two business cycle dating methods 2 3 16 622 2 6 41 1,332
A further result on the sign of restricted least-squares estimates 0 0 1 16 0 0 4 89
A multivariate latent factor decomposition of international bond yield spreads 0 0 5 508 0 2 14 1,484
A note on the magnitude of risk premia 0 0 0 6 0 0 2 56
A simple framework for analysing bull and bear markets 1 2 19 1,027 1 6 58 3,118
A suggested framework for classifying the modes of cycle research 0 0 9 386 1 2 19 710
Alternative models for conditional stock volatility 4 6 40 867 10 24 116 1,970
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 9 0 0 5 49
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 142 1 1 8 332
Assessing the Variability of Inflation 0 0 0 27 2 2 6 132
Australian Stock Market Volatility: 1875–1987* 0 0 0 0 0 1 1 1
Calibration and Econometric Research: An Overview: Introduction 0 0 2 404 0 0 7 775
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 0 2 200
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 75 0 1 8 209
Consistency tests for heteroskedastic and risk models 0 0 2 24 0 2 12 169
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 5 10 1 6 23 37
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 1 17 110
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 1 3 138
Diagnostic Tests for Models Based on Individual Data: A Survey 2 2 5 372 3 3 12 945
Dissecting the cycle: a methodological investigation 9 20 116 2,494 20 55 294 4,789
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 0 1 3 26
Econometric Issues in the Analysis of Regressions with Generated Regressors 4 13 36 1,442 10 25 102 3,258
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 11 0 1 6 53
Econometric analysis of structural systems with permanent and transitory shocks 0 0 5 181 1 3 17 393
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 1 10 0 1 7 66
Efficient estimation of models with composite disturbance terms 0 0 1 19 0 0 1 74
Estimating The Density Tail Index For Financial Time Series 1 2 5 240 1 2 8 513
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 2 53 1 1 6 140
Estimation and Solution of Models with Expectations and Structural Changes 0 1 4 10 0 2 13 44
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 1 13 0 0 2 52
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 2 33 1 1 6 100
Extending a SVAR Model of the Australian Economy 0 1 4 183 1 2 8 445
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 88 1 2 13 416
How Reliable are ORANI Conclusions? 0 0 0 0 0 1 1 1
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 1 1 30 0 1 4 72
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 4 0 1 5 22
Learning About Models and Their Fit to Data 1 2 4 90 1 3 11 275
Limited information estimation and evaluation of DSGE models 0 0 0 0 0 0 2 3
Limited information estimation and evaluation of DSGE models 0 0 0 209 0 3 8 490
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 2 173 0 0 6 431
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 1 55 1 1 5 138
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 1 33 0 1 8 204
On the role of simulation in the statistical evaluation of econometric models 0 0 1 30 0 0 4 94
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 1 26 0 0 2 99
Phillips curve inflation forecasts - comments 0 0 0 38 0 1 8 93
Policy, Theory, and the Cycle 0 0 0 0 0 1 7 198
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 1 1 3 162
Rational and polynomial lags: The finite connection 0 0 1 7 0 0 2 49
Rejoinder to James Hamilton 0 0 0 114 1 1 4 266
Resolving the liquidity effect 0 0 3 28 0 0 12 83
Resolving the liquidity effect 0 0 3 128 0 2 10 295
Seasonal integration and the evolving seasonals model 0 0 1 58 0 1 6 173
Shocking Stories 0 0 1 5 0 1 7 48
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 3 8 21 487 6 20 84 1,187
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 1 7 94
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 2 58 0 0 9 120
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 40 0 0 5 185
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 5 182 0 1 12 413
Some methods for assessing the need for non-linear models in business cycle analysis 0 1 4 87 0 3 7 205
Some uses of simulation in econometrics 0 0 2 6 0 0 9 36
Specification Testing of Markov Switching Models* 0 0 0 129 0 1 4 280
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 1 1 4 75
Structural Models Of The Liquidity Effect 0 0 1 193 1 2 19 490
Synchronization of cycles 6 8 43 1,264 11 20 114 2,177
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 2 441
Testing for duration dependence in economic cycles 0 0 4 105 1 1 7 352
The Econometric Analysis of Models with Risk Terms 0 0 3 223 1 1 14 603
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 1 243 0 0 5 513
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 32 0 0 5 130
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 8 0 0 1 72
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 17 26 119 4,063 34 77 382 13,372
The Phillips curve in Australia 1 2 10 245 7 18 54 958
The econometrics of financial markets 1 6 61 2,144 5 12 109 4,067
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 6 19 717
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 1 4 78
Towards an Understanding of Some Business Cycle Characteristics 1 1 2 97 1 1 5 404
Two Stage and Related Estimators and Their Applications 0 0 1 191 1 3 10 461
WHO'S AFRAID OF INFLATION? 0 0 1 4 0 0 5 26
Weak instruments (in Russian) 0 0 0 33 1 1 5 86
What Will Take the Con out of Econometrics? 0 0 2 177 0 2 19 504
What is a good macroeconomic model for a central bank to use? panel discussion 0 1 1 105 0 2 6 256
Total Journal Articles 63 142 774 22,408 169 462 2,367 59,760


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 0 0 8 407
Nonparametric Econometrics 0 0 0 0 2 8 54 294
Nonparametric Econometrics 0 0 0 0 12 31 133 510
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 2 5 24 93
The Theory of Economic Policy 0 0 0 0 0 0 4 241
Total Books 0 0 0 140 16 44 223 1,545


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 6 98
Dynamic specification 4 7 47 614 8 31 148 1,634
Final Discussion 0 0 0 4 1 2 3 71
Overview 0 0 2 11 0 2 7 30
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 14 108 0 6 37 259
Total Chapters 4 8 63 752 9 42 201 2,092


Statistics updated 2020-11-03