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 3 3 15 169
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 0 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 3 34 1,758
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 1 2 9 607
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 77 1 1 14 244
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 1 3 81 0 1 15 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 1 1 9 122
Can Turkish Recessions Be Predicted? 0 0 1 152 0 0 7 337
Can Turkish Recessions be Predicted? 0 0 0 58 3 3 11 100
Can We Predict Recessions? 0 0 1 339 0 0 10 456
Checking If the Straitjacket Fits 0 0 1 78 1 1 18 127
Checking if the Straitjacket Fits 0 0 4 18 0 0 26 59
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 0 99 0 3 15 211
Detecting Common Dynamics in Transitory Components 0 0 0 81 1 1 9 186
Diagnostic tests as residual analysis 0 2 6 83 2 7 25 228
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 2 2 13 98
Disecting the Cycle: A Methodological Investigation 1 2 5 1,272 4 7 33 2,381
Dissecting the Cycle 0 0 0 178 0 0 13 385
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 1 14 340
Econometric Analysis and Prediction of Recurrent Events 0 0 1 270 0 1 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 2 3 13 893
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 1 1 174 1 2 16 382
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 1 3 92 0 2 14 140
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 1 10 113
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 3 171 0 0 14 201
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 1 2 21 215
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 1 1 23 145
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 0 10 188
Extending an SVAR Model of the Australian Economy 0 0 0 488 1 2 13 853
Extracting, Using and Analysing Cyclical Information 0 0 2 340 2 4 37 768
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 1 1 8 3,046
Getting the ROC into Sync 0 0 0 21 0 0 9 54
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 1 1 1 47 3 4 10 76
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 1 1 8 418
Investigating Cycle Anatomy 0 0 2 29 1 2 12 77
Investigating the Relationship Between DSGE and SVAR Models 0 1 5 178 1 2 26 456
Issues in Adopting DSGE Models for Use in the Policy Process 0 1 3 349 0 1 16 637
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 0 246 1 2 16 456
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 2 2 12 131
Knowing the Cycle 0 0 1 318 0 0 14 667
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 1 1 5 288
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 0 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 2 3 13 203
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 3 5 27 3,492
Modelling the Term Structure 0 0 0 2 0 1 7 663
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 2 174 1 1 11 403
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 2 2 12 227
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 0 235 0 0 5 468
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 9 209
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 1 1 6 373
Patterns and Their Uses 0 1 3 62 0 1 18 164
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 1 1 6 39 2 2 47 132
Recovering Stars in Macroeconomics 0 0 1 43 2 3 22 78
Resolving the Liquidity Effect 0 0 0 0 2 2 10 433
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 1 2 19 495
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 4 360 3 5 32 695
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 1 797 0 1 19 1,713
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 0 10 628
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 1 3 10 106
Some Econometric Analysis of Constructed Binary Time Series 0 0 0 121 2 4 12 384
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 1 8 1,111 3 5 60 2,090
Some Issues in Using VARs for Macroeconometric Research 1 1 3 586 2 2 12 831
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 15 86
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 1 1 9 133
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 1 2 11 439
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 1 1 15 343
Structural macro-wconometric modelling in a policy environment 0 0 0 91 0 0 12 185
Synchronization of cycles 0 0 5 253 1 1 17 966
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 1 1 7 337 1 7 34 631
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 359 1 3 11 820
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 1 12 997
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 2 2 14 319
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 22 73 664
The Phillips Curve in Australia 0 0 0 1,293 2 2 20 3,885
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 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 0 173 1 1 11 106
To Boost or Not to Boost? That is the Question 0 0 1 44 1 1 18 65
To Boost or Not to Boost? That is the Question 0 0 0 16 1 3 8 59
Too many shocks spoil the interpretation 0 0 0 87 3 3 12 197
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 2 3 6 1,346
Turning Point and Oscillatory Cycles 0 0 0 54 1 1 10 103
Two Stage and Related Estimators and Their Applications 0 0 0 214 0 1 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 0 2 12 339
What Will Take the Con Out of Econometrics? 0 0 0 171 2 3 21 876
Total Working Papers 5 17 100 18,385 94 187 1,546 52,382
3 registered items for which data could not be found

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 8 284
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 31 3 3 19 115
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 12 29 122 2,252 25 73 358 7,153
A Structural VAR Model of the Australian Economy 0 3 9 74 0 6 28 154
A Survey of Some Recent Econometric Methods 0 0 1 233 2 2 11 498
A comparison of two business cycle dating methods 0 0 4 679 1 3 17 1,481
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 8 103
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 1 1 17 1,526
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 2 8 43 1,170 14 43 170 3,613
A suggested framework for classifying the modes of cycle research 0 0 1 5 2 3 14 34
A suggested framework for classifying the modes of cycle research 0 0 0 393 2 3 14 750
Alternative models for conditional stock volatility 0 0 1 932 0 1 25 2,216
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 0 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 0 8 161
Australian Stock Market Volatility: 1875–1987* 0 0 1 5 0 0 10 30
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 1 1 21 806
Comment on Poirier: Dogma or Doubt? 0 0 0 16 1 1 6 208
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 15 191
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 0 16 0 0 6 74
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 3 121
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 1 8 154
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 1 387 1 2 15 1,001
Dissecting the cycle: a methodological investigation 5 12 39 2,824 11 29 150 5,787
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 0 2 10 45
Econometric Issues in the Analysis of Regressions with Generated Regressors 16 40 99 1,656 42 95 261 3,786
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 19 2 3 21 94
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 210 0 1 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 0 1 9 158
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 29 1 1 13 124
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 0 4 18 101
Extending a SVAR Model of the Australian Economy 0 0 1 193 1 3 25 516
Getting the ROC into Sync 0 0 0 6 0 1 7 26
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 0 0 16 453
How Reliable are ORANI Conclusions? 0 0 1 3 0 0 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 0 2 19 23
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 10 0 0 7 39
Learning About Models and Their Fit to Data 0 0 0 92 1 1 9 290
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 1 5 19
Limited information estimation and evaluation of DSGE models 0 0 0 213 2 2 21 533
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 185 2 4 18 483
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 0 9 0 0 5 21
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 1 1 10 172
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 0 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 1 1 5 107
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 1 1 12 182
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 1 133 0 1 14 327
Resolving the liquidity effect 0 0 2 43 0 1 10 126
Seasonal integration and the evolving seasonals model 0 0 1 59 0 1 9 190
Shocking Stories 0 0 0 16 1 3 10 77
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 2 5 12 572 5 11 86 1,521
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 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 0 1 9 204
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 1 198 1 2 16 465
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 0 1 8 52
Specification Testing of Markov Switching Models* 0 0 0 133 0 0 9 300
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 1 4 81
Structural Models Of The Liquidity Effect 0 0 0 200 0 0 10 525
Synchronization of cycles 0 3 6 1,435 0 5 30 2,583
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 7 453
Testing for duration dependence in economic cycles 0 0 0 107 1 1 12 390
The Econometric Analysis of Models with Risk Terms 0 0 1 238 2 5 16 690
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 0 3 540
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 38 0 1 7 148
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 6 88
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 16 38 117 4,806 32 89 306 15,413
The Phillips curve in Australia 0 0 0 266 1 2 23 1,082
The econometrics of financial markets 0 0 6 2,259 1 4 115 4,459
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 1 16 0 0 9 55
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 1 9 823
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 0 10 53
Two Stage and Related Estimators and Their Applications 0 0 1 200 1 1 17 512
Use '4Rs' criteria to assess papers 0 0 0 2 0 1 8 16
WHO'S AFRAID OF INFLATION? 0 0 1 6 0 1 3 33
Weak instruments (in Russian) 0 0 0 34 0 1 7 100
What Will Take the Con out of Econometrics? 0 0 2 189 2 3 16 559
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 0 8 271
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 24 0 0 5 103
Total Journal Articles 53 138 494 25,684 170 448 2,450 70,255
7 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 1 19 439
Nonparametric Econometrics 0 0 0 0 1 3 27 821
Nonparametric Econometrics 0 0 0 0 1 1 19 407
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 0 11 291
Total Books 0 0 0 142 2 5 90 2,117

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 1 2 6 747 1 3 24 1,904
Final Discussion 0 0 0 4 0 0 1 74
Overview 0 0 0 11 1 1 5 44
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 5 139 2 4 14 338
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 11 22
Total Chapters 1 3 11 916 4 8 68 2,495

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10