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 3 91 0 2 13 166
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 154 2 5 11 302
A suggested framework for classifying the modes of cycle research 0 0 0 60 0 2 16 146
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 8 20 1,234
Alternative Models For Conditional Stock Volatility 0 0 1 747 3 11 35 1,758
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 1 3 9 606
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 77 0 3 14 243
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 1 2 80 0 3 15 87
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 3 3 9 176
Australian Macro-Econometric Models and Their Construction - A Short History 0 1 1 84 0 2 9 121
Can Turkish Recessions Be Predicted? 0 1 1 152 0 2 7 337
Can Turkish Recessions be Predicted? 0 0 0 58 0 3 8 97
Can We Predict Recessions? 0 1 1 339 0 4 10 456
Checking If the Straitjacket Fits 0 0 1 78 0 4 17 126
Checking if the Straitjacket Fits 0 0 4 18 0 5 26 59
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 0 99 2 3 17 210
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 7 8 185
Diagnostic tests as residual analysis 1 1 7 82 3 5 24 224
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 0 1 11 96
Disecting the Cycle: A Methodological Investigation 0 0 4 1,270 2 16 31 2,376
Dissecting the Cycle 0 0 0 178 0 4 13 385
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 14 339
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 1 6 12 237
Econometric Analysis and Prediction of Recurrent Events 0 0 1 270 0 5 14 386
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 519 0 0 10 890
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 1 1 1 174 1 5 15 381
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 1 6 11 113
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 1 1 3 92 2 3 14 140
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 2 3 171 0 7 15 201
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 0 2 22 144
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 1 4 20 214
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 2 11 188
Extending an SVAR Model of the Australian Economy 0 0 1 488 1 3 14 852
Extracting, Using and Analysing Cyclical Information 0 0 2 340 2 11 37 766
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 2 8 3,045
Getting the ROC into Sync 0 0 0 21 0 2 9 54
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 29 1 2 11 52
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 0 46 0 1 6 72
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 1 7 417
Investigating Cycle Anatomy 0 0 2 29 1 2 11 76
Investigating the Relationship Between DSGE and SVAR Models 1 1 6 178 1 4 31 455
Issues in Adopting DSGE Models for Use in the Policy Process 1 1 3 349 1 4 17 637
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 0 246 1 6 15 455
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 2 10 95
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 65 0 2 10 129
Knowing the Cycle 0 0 1 318 0 2 14 667
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 5 287
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 2 150 0 1 13 300
Macro-Econometric System Modelling @75 0 0 1 146 0 2 13 205
Macro-Econometric System Modelling @75 0 0 0 41 0 3 20 156
Making a Match: Combining Theory and Evidence in Policy-Oriented Macroeconomic Modelling 0 0 0 91 0 4 10 200
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 0 2 17 442
Measurement of Business Cycles 0 0 1 1,217 0 6 22 3,487
Modelling the Term Structure 0 0 0 2 1 2 7 663
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 2 174 0 4 10 402
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 3 11 225
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 9 209
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 1 2 6 259
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 1 6 468
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 5 372
Patterns and Their Uses 0 0 2 61 0 3 17 163
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 0 0 7 38 0 4 50 130
Recovering Stars in Macroeconomics 0 0 2 43 0 2 21 75
Recovering stars in macroeconomics 0 0 1 6 2 4 19 28
Resolving the Liquidity Effect 0 0 0 0 0 4 9 431
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 2 6 150
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 1 1 19 494
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 3 359 0 6 27 690
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 1 1 797 1 5 20 1,713
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 5 12 628
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 2 2 9 105
Some Econometric Analysis of Constructed Binary Time Series 0 0 0 121 1 4 10 381
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 3 11 1,111 2 8 62 2,087
Some Issues in Using VARs for Macroeconometric Research 0 0 2 585 0 1 11 829
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 1 16 402
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 1 1 16 86
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 2 8 132
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 1 3 12 438
Structural Models of the Liquidity Effect 0 0 0 0 2 3 11 450
Structural macro-econometric modelling in a policy environment 0 0 2 190 0 6 15 342
Structural macro-wconometric modelling in a policy environment 0 0 0 91 0 2 13 185
Synchronization of cycles 0 1 5 253 0 2 18 965
Testing for Heteroskedasticity 0 0 0 0 0 0 6 350
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 2 6 336 4 9 32 628
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 1 359 2 6 10 819
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 1 2 13 997
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 1 12 317
The Econometric Analysis of Risk Terms 0 0 0 69 1 1 4 261
The Getting of Macroeconomic Wisdom 0 0 0 116 1 1 10 295
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 8 22 66 650
The Phillips Curve in Australia 0 0 0 1,293 0 4 20 3,883
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 6 11 1,197
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 10 0 2 3 31
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 1 173 0 3 12 105
To Boost or Not to Boost? That is the Question 0 0 2 44 0 3 19 64
To Boost or Not to Boost? That is the Question 0 0 0 16 2 2 9 58
Too Many Shocks Spoil the Interpretation 0 0 0 52 1 4 11 35
Too many shocks spoil the interpretation 0 0 0 87 0 0 10 194
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 1 3 4 1,344
Turning Point and Oscillatory Cycles 0 0 1 54 0 1 10 102
Two Stage and Related Estimators and Their Applications 0 0 0 214 1 4 14 618
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 2 5 241
Weak Instruments: A Guide to the Literature 0 0 0 258 1 2 11 338
What Will Take the Con Out of Econometrics? 0 0 0 171 0 7 18 873
Total Working Papers 7 20 106 18,462 68 367 1,546 52,374

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 2 7 282
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 31 0 1 19 112
A Note on the Extraction of Components from Time Series 0 0 0 31 0 1 5 141
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 1 4 11 25
A Simple Test for Heteroscedasticity and Random Coefficient Variation 10 41 114 2,233 25 92 349 7,105
A Structural VAR Model of the Australian Economy 0 1 8 71 1 8 27 149
A Survey of Some Recent Econometric Methods 0 0 1 233 0 1 10 496
A comparison of two business cycle dating methods 0 1 4 679 0 2 14 1,478
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 7 9 103
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 0 3 17 1,525
A note on the magnitude of risk premia 0 0 0 7 0 3 6 67
A simple framework for analysing bull and bear markets 5 15 45 1,167 20 53 164 3,590
A suggested framework for classifying the modes of cycle research 0 0 1 5 1 2 12 32
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 4 11 747
Alternative models for conditional stock volatility 0 1 1 932 1 13 30 2,216
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 14 360
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 4 14 83
Assessing the Variability of Inflation 0 0 0 29 0 1 12 161
Australian Stock Market Volatility: 1875–1987* 0 1 1 5 0 1 12 30
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 3 20 805
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 1 6 207
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 78 0 2 14 235
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 3 14 189
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 1 16 0 0 9 74
Cycles and their important shocks: completing the investigation 0 0 2 4 0 1 18 35
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 5 121
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 1 8 153
Diagnostic Tests for Models Based on Individual Data: A Survey 0 1 1 387 1 4 14 1,000
Dissecting the cycle: a methodological investigation 2 8 37 2,814 7 42 167 5,765
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 1 2 9 44
Econometric Issues in the Analysis of Regressions with Generated Regressors 11 31 75 1,627 26 84 209 3,717
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 19 0 9 19 91
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 210 1 5 20 477
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 2 7 75
Efficient estimation of models with composite disturbance terms 0 1 1 21 0 2 10 87
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 1 3 11 557
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 54 0 4 10 157
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 29 0 5 14 123
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 1 4 61
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 2 4 107
Excess shocks can limit the economic interpretation 0 1 1 34 2 7 18 99
Extending a SVAR Model of the Australian Economy 0 0 1 193 1 6 26 514
Getting the ROC into Sync 0 0 0 6 0 3 6 25
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 0 4 17 453
How Reliable are ORANI Conclusions? 0 1 1 3 0 1 9 20
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 1 34 0 1 7 88
Investigating Some Issues Relating to Regime Matching 0 0 2 2 1 4 21 22
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 10 0 2 8 39
Learning About Models and Their Fit to Data 0 0 0 92 0 3 8 289
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 1 5 18
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 5 20 531
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 185 1 5 16 480
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 0 9 0 3 6 21
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 3 9 171
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 1 3 6 217
On the role of simulation in the statistical evaluation of econometric models 0 1 1 32 0 2 5 104
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 1 4 106
Phillips curve inflation forecasts - comments 0 0 0 39 0 1 4 102
Policy, Theory, and the Cycle 0 0 0 0 2 5 12 216
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 4 11 181
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 1 53
Rejoinder to James Hamilton 0 0 4 124 0 3 25 309
Resolving the liquidity effect 0 1 3 43 1 4 11 126
Resolving the liquidity effect 0 0 2 133 0 1 14 326
Seasonal integration and the evolving seasonals model 0 0 1 59 1 2 11 190
Shocking Stories 0 0 0 16 1 2 8 75
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 11 567 0 13 86 1,510
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 4 8 108
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 60 0 3 6 139
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 1 8 203
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 2 198 1 1 16 464
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 0 3 13 231
Some uses of simulation in econometrics 0 0 0 6 0 1 7 51
Specification Testing of Markov Switching Models* 0 0 1 133 0 3 10 300
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 3 80
Structural Models Of The Liquidity Effect 0 0 1 200 0 2 12 525
Synchronization of cycles 0 1 5 1,432 1 6 30 2,579
Testing for covariance stationarity in stock market data 0 0 0 156 0 4 8 453
Testing for duration dependence in economic cycles 0 0 0 107 0 2 11 389
The Econometric Analysis of Models with Risk Terms 0 1 1 238 2 7 14 687
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 1 4 540
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 38 1 3 8 148
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 1 6 86
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 15 37 112 4,783 25 86 286 15,349
The Phillips curve in Australia 0 0 0 266 0 3 25 1,080
The econometrics of financial markets 0 2 7 2,259 2 12 116 4,457
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 1 3 16 0 2 11 55
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 1 10 822
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 1 7 88
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 1 2 9 432
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 0 4 11 53
Two Stage and Related Estimators and Their Applications 0 0 1 200 0 3 20 511
Use '4Rs' criteria to assess papers 0 0 0 2 0 3 7 15
WHO'S AFRAID OF INFLATION? 0 0 1 6 0 0 2 32
Weak instruments (in Russian) 0 0 0 34 0 1 6 99
What Will Take the Con out of Econometrics? 0 1 2 189 0 4 14 556
Total Journal Articles 43 148 467 25,462 131 631 2,397 69,599
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 0 2 18 438
Nonparametric Econometrics 0 0 0 0 0 7 26 818
Nonparametric Econometrics 0 0 0 0 0 4 20 406
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 2 14 159
The Theory of Economic Policy 0 0 0 0 0 2 12 291
Total Books 0 0 0 142 0 17 90 2,112

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 5 13 113
Dynamic specification 1 2 6 746 2 7 25 1,903
Final Discussion 0 0 0 4 0 1 1 74
Overview 0 0 0 11 0 1 4 43
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 2 5 138 1 6 12 335
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 14 22
Total Chapters 1 4 11 914 3 20 69 2,490

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Statistics updated 2026-07-10