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 91 0 0 13 166
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 154 0 2 11 302
A suggested framework for classifying the modes of cycle research 0 0 0 60 2 2 18 148
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 0 20 1,234
Alternative Models For Conditional Stock Volatility 0 0 1 747 0 4 35 1,758
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 1 8 606
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 77 0 0 14 243
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 1 1 3 81 1 2 16 88
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 0 3 9 176
Australian Macro-Econometric Models and Their Construction - A Short History 0 0 1 84 0 0 8 121
Can Turkish Recessions Be Predicted? 0 0 1 152 0 0 7 337
Can Turkish Recessions be Predicted? 0 0 0 58 0 1 8 97
Can We Predict Recessions? 0 0 1 339 0 0 10 456
Checking If the Straitjacket Fits 0 0 1 78 0 0 17 126
Checking if the Straitjacket Fits 0 0 4 18 0 1 26 59
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 0 99 1 3 17 211
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 8 185
Diagnostic tests as residual analysis 1 2 8 83 2 6 25 226
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 0 0 11 96
Disecting the Cycle: A Methodological Investigation 1 1 4 1,271 1 6 30 2,377
Dissecting the Cycle 0 0 0 178 0 1 13 385
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 14 339
Econometric Analysis and Prediction of Recurrent Events 0 0 1 270 1 2 15 387
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 1 12 237
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 519 1 1 11 891
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 1 1 174 0 2 15 381
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 1 11 113
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 1 3 92 0 2 14 140
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 1 3 171 0 3 15 201
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 0 0 22 144
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 0 1 20 214
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 0 11 188
Extending an SVAR Model of the Australian Economy 0 0 0 488 0 1 13 852
Extracting, Using and Analysing Cyclical Information 0 0 2 340 0 4 35 766
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 0 7 3,045
Getting the ROC into Sync 0 0 0 21 0 0 9 54
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 29 0 1 11 52
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 0 46 1 1 7 73
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 1 7 417
Investigating Cycle Anatomy 0 0 2 29 0 1 11 76
Investigating the Relationship Between DSGE and SVAR Models 0 1 6 178 0 1 29 455
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 0 246 0 1 15 455
Issues in Adopting DSGE Models for Use in the Policy Process 0 1 3 349 0 2 17 637
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 10 95
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 65 0 1 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 1 150 0 0 12 300
Macro-Econometric System Modelling @75 0 0 0 41 0 1 20 156
Macro-Econometric System Modelling @75 0 0 1 146 0 0 13 205
Making a Match: Combining Theory and Evidence in Policy-Oriented Macroeconomic Modelling 0 0 0 91 1 2 11 201
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 0 0 17 442
Measurement of Business Cycles 0 0 1 1,217 2 3 24 3,489
Modelling the Term Structure 0 0 0 2 0 2 7 663
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 2 174 0 0 10 402
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 6 259
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 0 235 0 0 6 468
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 1 10 225
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 5 372
Patterns and Their Uses 1 1 3 62 1 1 18 164
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 0 0 6 38 0 3 47 130
Recovering Stars in Macroeconomics 0 0 1 43 1 2 20 76
Recovering stars in macroeconomics 0 0 1 6 0 2 19 28
Resolving the Liquidity Effect 0 0 0 0 0 0 9 431
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 6 150
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 1 19 494
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 4 360 2 3 29 692
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 1 797 0 3 20 1,713
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 0 11 628
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 0 2 9 105
Some Econometric Analysis of Constructed Binary Time Series 0 0 0 121 1 2 10 382
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 3 11 1,111 0 5 62 2,087
Some Issues in Using VARs for Macroeconometric Research 0 0 2 585 0 0 10 829
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 16 402
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 1 16 86
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 0 8 132
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 0 1 10 438
Structural Models of the Liquidity Effect 0 0 0 0 0 2 10 450
Structural macro-econometric modelling in a policy environment 0 0 2 190 0 1 15 342
Structural macro-wconometric modelling in a policy environment 0 0 0 91 0 1 12 185
Synchronization of cycles 0 0 5 253 0 0 17 965
Testing for Heteroskedasticity 0 0 0 0 0 0 5 350
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 0 6 336 2 9 33 630
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 1 359 0 5 10 819
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 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 0 1 4 261
The Getting of Macroeconomic Wisdom 0 0 0 116 0 1 10 295
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 7 25 70 657
The Phillips Curve in Australia 0 0 0 1,293 0 1 20 3,883
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 1 11 1,197
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 10 0 0 3 31
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 1 173 0 0 12 105
To Boost or Not to Boost? That is the Question 0 0 0 16 0 2 8 58
To Boost or Not to Boost? That is the Question 0 0 1 44 0 1 18 64
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 1 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 0 1 4 1,344
Turning Point and Oscillatory Cycles 0 0 1 54 0 0 10 102
Two Stage and Related Estimators and Their Applications 0 0 0 214 0 2 14 618
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 5 241
Weak Instruments: A Guide to the Literature 0 0 0 258 1 2 12 339
What Will Take the Con Out of Econometrics? 0 0 0 171 1 2 19 874
Total Working Papers 5 17 105 18,467 29 158 1,541 52,403

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 3 8 283
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 31 0 0 16 112
A Note on the Extraction of Components from Time Series 0 0 0 31 0 0 5 141
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 1 11 25
A Simple Test for Heteroscedasticity and Random Coefficient Variation 7 36 114 2,240 23 85 353 7,128
A Structural VAR Model of the Australian Economy 3 4 10 74 5 11 30 154
A Survey of Some Recent Econometric Methods 0 0 1 233 0 0 10 496
A comparison of two business cycle dating methods 0 1 4 679 2 3 16 1,480
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 1 8 103
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 0 0 17 1,525
A note on the magnitude of risk premia 0 0 0 7 0 0 6 67
A simple framework for analysing bull and bear markets 1 11 44 1,168 9 45 165 3,599
A suggested framework for classifying the modes of cycle research 0 0 0 393 1 2 12 748
A suggested framework for classifying the modes of cycle research 0 0 1 5 0 1 12 32
Alternative models for conditional stock volatility 0 0 1 932 0 2 29 2,216
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 1 14 83
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 14 360
Assessing the Variability of Inflation 0 0 0 29 0 1 9 161
Australian Stock Market Volatility: 1875–1987* 0 0 1 5 0 0 11 30
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 0 20 805
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 0 5 207
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 78 0 0 14 235
Consistency tests for heteroskedastic and risk models 0 0 0 25 1 2 15 190
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 1 16 0 0 8 74
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 0 8 153
Diagnostic Tests for Models Based on Individual Data: A Survey 0 1 1 387 0 2 14 1,000
Dissecting the cycle: a methodological investigation 5 8 36 2,819 11 25 147 5,776
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 1 2 10 45
Econometric Issues in the Analysis of Regressions with Generated Regressors 13 34 86 1,640 27 79 230 3,744
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 19 1 7 19 92
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 210 0 2 18 477
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 0 7 75
Efficient estimation of models with composite disturbance terms 0 0 1 21 0 0 10 87
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 0 1 11 557
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 54 1 1 9 158
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 29 0 1 13 123
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 0 4 61
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 0 4 107
Excess shocks can limit the economic interpretation 0 0 1 34 2 6 20 101
Extending a SVAR Model of the Australian Economy 0 0 1 193 1 3 25 515
Getting the ROC into Sync 0 0 0 6 1 1 7 26
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 0 0 16 453
How Reliable are ORANI Conclusions? 0 1 1 3 0 1 7 20
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 34 0 0 5 88
Investigating Some Issues Relating to Regime Matching 0 0 1 2 1 3 20 23
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 10 0 1 7 39
Learning About Models and Their Fit to Data 0 0 0 92 0 0 8 289
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 2 19 531
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 1 4 18
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 185 1 2 17 481
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 0 9 0 3 5 21
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 0 9 171
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 1 2 7 218
On the role of simulation in the statistical evaluation of econometric models 0 0 1 32 0 0 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 0 4 102
Policy, Theory, and the Cycle 0 0 0 0 0 2 12 216
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 1 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 0 25 309
Resolving the liquidity effect 0 0 2 133 1 2 15 327
Resolving the liquidity effect 0 0 3 43 0 1 11 126
Seasonal integration and the evolving seasonals model 0 0 1 59 0 1 11 190
Shocking Stories 0 0 0 16 1 3 9 76
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 3 3 13 570 6 11 89 1,516
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 1 1 8 109
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 60 0 0 6 139
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 1 1 9 204
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 2 198 0 1 16 464
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 0 0 13 231
Some uses of simulation in econometrics 0 0 0 6 1 1 8 52
Specification Testing of Markov Switching Models* 0 0 1 133 0 1 10 300
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 1 1 4 81
Structural Models Of The Liquidity Effect 0 0 0 200 0 0 10 525
Synchronization of cycles 3 3 7 1,435 4 5 31 2,583
Testing for covariance stationarity in stock market data 0 0 0 156 0 1 8 453
Testing for duration dependence in economic cycles 0 0 0 107 0 0 11 389
The Econometric Analysis of Models with Risk Terms 0 1 1 238 1 6 15 688
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 1 3 540
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 38 0 1 8 148
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 1 6 87
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 7 36 111 4,790 32 87 293 15,381
The Phillips curve in Australia 0 0 0 266 1 1 23 1,081
The econometrics of financial markets 0 2 7 2,259 1 10 116 4,458
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 2 16 0 0 10 55
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 1 11 823
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 6 88
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 1 9 432
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 0 1 10 53
Two Stage and Related Estimators and Their Applications 0 0 1 200 0 0 17 511
Use '4Rs' criteria to assess papers 0 0 0 2 1 1 8 16
WHO'S AFRAID OF INFLATION? 0 0 1 6 1 1 3 33
Weak instruments (in Russian) 0 0 0 34 1 1 7 100
What Will Take the Con out of Econometrics? 0 0 2 189 1 1 14 557
Total Journal Articles 42 141 475 25,500 147 451 2,383 69,711
9 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 1 3 19 439
Nonparametric Econometrics 0 0 0 0 2 5 26 820
Nonparametric Econometrics 0 0 0 0 0 0 19 406
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 0 14 159
The Theory of Economic Policy 0 0 0 0 0 1 12 291
Total Books 0 0 0 142 3 9 90 2,115

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 13 113
Dynamic specification 0 1 6 746 0 4 24 1,903
Final Discussion 0 0 0 4 0 0 1 74
Overview 0 0 0 11 0 0 4 43
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 1 2 5 139 1 4 12 336
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 11 22
Total Chapters 1 3 11 915 1 8 65 2,491

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Statistics updated 2026-08-07