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 1 4 91 1 6 13 164
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 1 1 154 0 6 6 297
A suggested framework for classifying the modes of cycle research 0 0 1 60 0 8 16 144
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 1 5 14 1,226
Alternative Models For Conditional Stock Volatility 0 0 2 747 1 14 26 1,747
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 4 6 603
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 2 79 0 5 16 84
An econometric analysis of some models for constructed binary time series 0 0 0 77 2 6 12 240
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 0 5 6 173
Australian Macro-Econometric Models and Their Construction - A Short History 0 0 2 83 0 3 10 119
Can Turkish Recessions Be Predicted? 0 0 0 151 1 3 6 335
Can Turkish Recessions be Predicted? 0 0 0 58 0 3 5 94
Can We Predict Recessions? 0 0 2 338 1 4 8 452
Checking If the Straitjacket Fits 0 0 1 78 0 6 15 122
Checking if the Straitjacket Fits 1 3 4 18 2 17 21 54
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 1 99 2 9 15 207
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 1 1 178
Diagnostic tests as residual analysis 1 2 8 81 3 12 23 219
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 3 11 95
Disecting the Cycle: A Methodological Investigation 0 1 6 1,270 1 8 21 2,360
Dissecting the Cycle 0 0 0 178 2 5 10 381
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 2 14 338
Econometric Analysis and Prediction of Recurrent Events 0 0 1 270 1 4 9 381
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 1 3 8 231
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 519 0 6 10 890
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 173 0 5 10 376
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 3 5 107
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 1 2 2 91 2 5 11 137
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 1 1 169 1 6 8 194
Estimation and Solution of Models with Expectations and Structural Changes 0 1 1 67 1 7 18 210
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 4 9 186
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 2 17 22 142
Extending an SVAR Model of the Australian Economy 0 0 1 488 1 6 11 849
Extracting, Using and Analysing Cyclical Information 2 2 2 340 4 19 26 755
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 4 7 3,043
Getting the ROC into Sync 0 0 0 21 1 3 7 52
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 0 246 0 5 11 449
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 1 29 0 1 10 50
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 0 46 0 3 7 71
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 2 6 416
Investigating Cycle Anatomy 0 2 4 29 0 6 13 74
Investigating the Relationship Between DSGE and SVAR Models 0 1 7 177 3 11 34 451
Issues in Adopting DSGE Models for Use in the Policy Process 0 1 2 348 1 6 14 633
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 3 9 93
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 65 0 2 9 127
Knowing the Cycle 0 0 1 318 1 3 15 665
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 2 4 5 287
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 2 150 0 6 12 299
Macro-Econometric System Modelling @75 0 0 1 41 0 15 19 153
Macro-Econometric System Modelling @75 1 1 2 146 1 9 12 203
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 1 4 6 196
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 0 12 15 440
Measurement of Business Cycles 0 1 1 1,217 0 10 17 3,481
Modelling the Term Structure 0 0 0 2 0 4 8 661
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 1 2 174 1 4 7 398
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 1 7 8 222
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 1 6 9 209
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 4 5 467
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 5 257
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 1 5 372
Patterns and Their Uses 1 1 2 61 1 9 14 160
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 0 1 16 38 1 15 63 126
Recovering Stars in Macroeconomics 0 0 6 43 1 6 31 73
Recovering stars in macroeconomics 0 0 2 6 1 9 17 24
Resolving the Liquidity Effect 0 0 0 0 0 2 8 427
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 2 4 8 377
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 1 1 2 585 1 7 12 828
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 2 4 148
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 1 8 20 493
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 358 3 13 21 684
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 1 2 16 1,708
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 1 7 623
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 1 4 9 103
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 1 12 1,108 6 15 61 2,079
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 10 15 401
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 2 6 15 85
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 1 3 7 130
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 0 4 9 435
Structural Models of the Liquidity Effect 0 0 0 0 1 4 8 447
Structural macro-econometric modelling in a policy environment 0 2 2 190 1 4 11 336
Structural macro-wconometric modelling in a policy environment 0 0 0 91 1 5 12 183
Synchronization of cycles 0 0 7 252 1 4 22 963
Testing for Heteroskedasticity 0 0 0 0 0 1 6 350
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 3 6 334 3 12 29 619
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 0 358 0 2 4 813
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 8 11 995
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 5 11 316
The Econometric Analysis of Risk Terms 0 0 0 69 1 3 3 260
The Getting of Macroeconomic Wisdom 0 0 0 116 0 4 10 294
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 7 16 51 628
The Phillips Curve in Australia 0 0 0 1,293 3 11 17 3,879
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 1 4 7 1,191
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 10 0 0 1 29
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 4 173 1 4 16 102
To Boost or Not to Boost? That is the Question 0 0 2 16 0 2 10 56
To Boost or Not to Boost? That is the Question 0 1 2 44 1 7 21 61
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 1 8 31
Too many shocks spoil the interpretation 0 0 0 87 2 5 14 194
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 1 1,341
Turning Point and Oscillatory Cycles 0 0 1 54 0 5 9 101
Two Stage and Related Estimators and Their Applications 0 0 1 214 0 9 11 614
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 1 3 239
Weak Instruments: A Guide to the Literature 0 0 0 258 1 9 9 336
What Will Take the Con Out of Econometrics? 0 0 0 171 0 8 12 866
Total Working Papers 9 31 136 18,442 91 610 1,351 52,007

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 2 5 280
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 3 31 1 9 21 111
A Note on the Extraction of Components from Time Series 0 0 0 31 1 4 4 140
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 3 7 21
A Simple Test for Heteroscedasticity and Random Coefficient Variation 10 25 97 2,192 39 94 328 7,013
A Structural VAR Model of the Australian Economy 0 3 14 70 0 9 29 141
A Survey of Some Recent Econometric Methods 0 0 1 233 1 5 10 495
A comparison of two business cycle dating methods 0 0 8 678 0 5 20 1,476
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 1 2 96
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 1 6 14 1,522
A note on the magnitude of risk premia 0 0 0 7 0 2 3 64
A simple framework for analysing bull and bear markets 6 14 36 1,152 16 49 129 3,537
A suggested framework for classifying the modes of cycle research 0 1 1 5 0 8 10 30
A suggested framework for classifying the modes of cycle research 0 0 0 393 1 3 8 743
Alternative models for conditional stock volatility 0 0 3 931 2 6 25 2,203
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 1 6 10 79
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 1 7 15 360
Assessing the Variability of Inflation 0 0 0 29 1 2 12 160
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 2 5 11 29
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 2 12 19 802
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 2 5 206
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 1 1 1 78 4 7 13 233
Consistency tests for heteroskedastic and risk models 0 0 0 25 1 8 11 186
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 3 16 1 4 12 74
Cycles and their important shocks: completing the investigation 0 0 2 4 2 11 26 34
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 7 121
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 2 7 152
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 1 386 1 8 11 996
Dissecting the cycle: a methodological investigation 4 13 44 2,806 8 37 155 5,723
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 1 6 7 42
Econometric Issues in the Analysis of Regressions with Generated Regressors 6 24 52 1,596 21 62 143 3,633
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 1 19 1 5 11 82
Econometric analysis of structural systems with permanent and transitory shocks 0 0 4 210 1 8 16 472
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 3 5 73
Efficient estimation of models with composite disturbance terms 0 0 0 20 0 6 8 85
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 0 6 8 554
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 54 1 1 6 153
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 29 2 4 10 118
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 2 3 60
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 0 3 105
Excess shocks can limit the economic interpretation 0 0 1 33 0 5 16 92
Extending a SVAR Model of the Australian Economy 0 0 1 193 0 6 21 508
Getting the ROC into Sync 0 0 0 6 0 0 4 22
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 0 7 14 449
How Reliable are ORANI Conclusions? 0 0 0 2 0 4 8 19
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 1 34 0 3 7 87
Investigating Some Issues Relating to Regime Matching 0 1 2 2 2 9 18 18
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 10 0 2 8 37
Learning About Models and Their Fit to Data 0 0 1 92 0 2 6 286
Limited information estimation and evaluation of DSGE models 0 0 0 213 3 7 16 526
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 1 4 17
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 2 185 1 3 12 475
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 2 9 0 1 5 18
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 5 6 168
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 0 1 5 214
On the role of simulation in the statistical evaluation of econometric models 0 0 0 31 0 1 3 102
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 2 4 105
Phillips curve inflation forecasts - comments 0 0 0 39 0 2 3 101
Policy, Theory, and the Cycle 0 0 0 0 0 4 7 211
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 5 7 177
Rational and polynomial lags: The finite connection 0 0 0 8 0 1 1 53
Rejoinder to James Hamilton 0 1 4 124 2 13 22 306
Resolving the liquidity effect 0 0 2 42 0 4 8 122
Resolving the liquidity effect 0 0 3 133 0 6 14 325
Seasonal integration and the evolving seasonals model 0 0 1 59 0 4 9 188
Shocking Stories 0 0 0 16 0 4 6 73
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 2 4 13 567 6 27 79 1,497
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 1 4 104
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 1 60 0 1 6 136
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 6 7 202
Some identification and estimation results for regression models with stochastically varying coefficients 1 1 3 198 3 10 16 463
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 0 6 10 228
Some uses of simulation in econometrics 0 0 0 6 1 4 6 50
Specification Testing of Markov Switching Models* 0 0 1 133 2 5 9 297
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 2 3 80
Structural Models Of The Liquidity Effect 0 0 1 200 1 7 11 523
Synchronization of cycles 0 0 7 1,431 3 11 27 2,573
Testing for covariance stationarity in stock market data 0 0 0 156 0 2 4 449
Testing for duration dependence in economic cycles 0 0 0 107 2 7 9 387
The Econometric Analysis of Models with Risk Terms 0 0 0 237 1 3 8 680
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 2 3 539
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 1 2 38 0 3 6 145
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 2 5 85
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 7 24 95 4,746 22 70 257 15,263
The Phillips curve in Australia 0 0 1 266 1 11 27 1,077
The econometrics of financial markets 1 2 8 2,257 10 86 109 4,445
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 3 15 0 3 11 53
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 5 14 821
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 3 6 87
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 6 7 430
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 0 5 8 49
Two Stage and Related Estimators and Their Applications 0 0 1 200 2 9 17 508
Use '4Rs' criteria to assess papers 0 0 0 2 1 2 5 12
WHO'S AFRAID OF INFLATION? 0 1 1 6 0 1 2 32
Weak instruments (in Russian) 0 0 0 34 0 3 5 98
What Will Take the Con out of Econometrics? 0 0 1 188 1 6 12 552
Total Journal Articles 38 116 434 25,314 180 831 2,076 68,968
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 6 16 436
Nonparametric Econometrics 0 0 0 0 1 10 23 811
Nonparametric Econometrics 0 0 0 0 0 6 17 402
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 2 6 14 157
The Theory of Economic Policy 0 0 0 0 0 3 11 289
Total Books 0 0 0 142 3 31 81 2,095

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 6 9 108
Dynamic specification 1 2 5 744 2 12 20 1,896
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 1 3 42
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 2 3 136 0 3 9 329
The Getting of Macroeconomic Wisdom 0 0 0 0 1 5 14 22
Total Chapters 1 4 8 910 3 27 55 2,470

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Statistics updated 2026-04-09