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 1 91 2 6 15 172
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 154 4 4 15 306
A Suggested Framework for Classifying the Modes of Cycle Research 0 0 0 60 2 2 20 150
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 1 2 22 1,236
Alternative Models For Conditional Stock Volatility 0 0 0 747 3 3 34 1,761
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 77 3 4 16 247
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 3 5 13 611
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 2 81 2 3 15 91
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 1 2 11 178
Australian Macro-Econometric Models and Their Construction - A Short History 0 0 1 84 1 3 10 124
Can Turkish Recessions Be Predicted? 0 0 1 152 1 2 9 339
Can Turkish Recessions be Predicted? 0 0 0 58 0 3 10 100
Can We Predict Recessions? 1 1 2 340 5 6 15 462
Checking If the Straitjacket Fits 0 0 1 78 2 3 16 129
Checking if the Straitjacket Fits 0 0 4 18 3 4 29 63
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 0 99 2 2 16 213
Detecting Common Dynamics in Transitory Components 0 0 0 81 2 3 11 188
Diagnostic tests as residual analysis 0 1 6 84 2 5 27 231
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 2 5 13 101
Disecting the Cycle: A Methodological Investigation 1 3 6 1,274 2 7 34 2,384
Dissecting the Cycle 0 0 0 178 2 2 13 387
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 11 340
Econometric Analysis and Prediction of Recurrent Events 0 0 0 270 0 1 15 388
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 0 10 237
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 519 1 3 14 894
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 174 2 3 15 384
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 3 92 1 1 14 141
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 1 2 12 115
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 3 171 3 4 18 205
Estimation and Solution of Models with Expectations and Structural Changes 0 2 3 69 1 4 18 218
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 1 2 23 146
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 1 10 189
Extending an SVAR Model of the Australian Economy 0 0 0 488 3 4 16 856
Extracting, Using and Analysing Cyclical Information 0 1 3 341 7 10 43 776
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 3 5 12 3,050
Getting the ROC into Sync 0 0 0 21 0 1 10 55
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 29 2 2 10 54
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 1 1 47 0 4 10 77
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 4 6 12 423
Investigating Cycle Anatomy 0 0 2 29 2 3 13 79
Investigating the Relationship Between DSGE and SVAR Models 0 0 3 178 0 3 24 458
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 0 246 1 2 16 457
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 2 349 1 1 15 638
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 1 1 8 96
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 65 1 3 11 132
Knowing the Cycle 0 0 1 318 1 1 10 668
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 2 3 7 290
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 150 2 2 12 302
Macro-Econometric System Modelling @75 0 0 0 41 2 2 22 158
Macro-Econometric System Modelling @75 0 0 1 146 3 4 17 209
Making a Match: Combining Theory and Evidence in Policy-Oriented Macroeconomic Modelling 0 0 0 91 1 3 13 204
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 3 3 20 445
Measurement of Business Cycles 0 0 1 1,217 2 5 28 3,494
Modelling the Term Structure 0 0 0 2 4 4 11 667
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 1 174 5 7 16 409
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 2 2 7 261
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 1 1 6 469
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 1 3 11 212
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 2 5 15 230
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 2 5 10 377
Patterns and Their Uses 0 0 3 62 3 4 21 168
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 0 1 5 39 4 6 40 136
Recovering Stars in Macroeconomics 0 0 1 43 0 3 19 79
Recovering stars in macroeconomics 0 1 2 7 3 6 24 34
Resolving the Liquidity Effect 0 0 0 0 2 4 12 435
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 2 2 7 152
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 1 3 18 497
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 2 798 1 2 10 1,715
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 3 361 5 11 35 703
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 2 10 630
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 1 2 11 107
Some Econometric Analysis of Constructed Binary Time Series 0 0 0 121 2 4 13 386
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 0 5 1,111 4 7 41 2,094
Some Issues in Using VARs for Macroeconometric Research 0 1 3 586 2 4 13 833
Some Methods for Assessing the Need for Non-Linear Models in Business Cycle Analysis 0 0 0 47 0 3 9 135
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 15 402
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 3 3 17 89
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 10 11 20 449
Structural Models of the Liquidity Effect 0 0 0 0 2 3 13 453
Structural macro-econometric modelling in a policy environment 0 0 2 190 1 4 17 346
Structural macro-wconometric modelling in a policy environment 0 0 0 91 2 2 13 187
Synchronization of Cycles 0 1 5 254 4 7 19 972
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 1 7 337 2 3 34 633
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 359 3 4 13 823
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 2 13 999
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 2 4 14 321
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 4 261
The Getting of Macroeconomic Wisdom 0 0 0 116 0 1 11 296
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 11 23 84 680
The Phillips Curve in Australia 0 0 0 1,293 3 5 23 3,888
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 2 5 16 1,202
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 10 1 3 6 34
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 0 173 1 2 12 107
To Boost or Not to Boost? That is the Question 0 0 1 44 3 4 17 68
To Boost or Not to Boost? That is the Question 0 0 0 16 3 5 12 63
Too Many Shocks Spoil the Interpretation 0 0 0 52 4 6 15 41
Too many shocks spoil the interpretation 0 0 0 87 1 4 10 198
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 3 6 9 1,350
Turning Point and Oscillatory Cycles 0 0 0 54 2 3 12 105
Two Stage and Related Estimators and Their Applications 1 2 2 216 3 4 18 622
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 2 2 7 243
Weak Instruments: A Guide to the Literature 0 0 0 258 1 1 13 340
What Will Take the Con Out of Econometrics? 0 0 0 171 4 7 26 881
Total Working Papers 3 18 94 18,485 217 380 1,700 52,783

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 9 285
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 31 0 3 17 115
A Note on the Extraction of Components from Time Series 1 1 1 32 1 3 8 144
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 0 9 25
A Simple Test for Heteroscedasticity and Random Coefficient Variation 9 27 120 2,267 45 91 375 7,219
A Structural VAR Model of the Australian Economy 0 0 8 74 0 0 25 154
A Survey of Some Recent Econometric Methods 0 0 1 233 1 3 12 499
A comparison of two business cycle dating methods 0 0 3 679 3 5 18 1,485
A further result on the sign of restricted least-squares estimates 0 0 0 18 3 3 11 106
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 2 3 18 1,528
A note on the magnitude of risk premia 0 0 0 7 3 3 8 70
A simple framework for analysing bull and bear markets 22 27 61 1,195 38 57 198 3,656
A suggested framework for classifying the modes of cycle research 0 0 1 5 1 3 15 35
A suggested framework for classifying the modes of cycle research 0 0 0 393 2 4 14 752
Alternative models for conditional stock volatility 0 0 1 932 1 3 25 2,219
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 1 1 13 84
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 1 12 361
Assessing the Variability of Inflation 0 0 0 29 5 5 10 166
Australian Stock Market Volatility: 1875–1987* 0 0 1 5 0 0 9 30
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 1 2 22 807
Comment on Poirier: Dogma or Doubt? 0 0 0 16 2 3 7 210
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 78 1 2 16 237
Consistency tests for heteroskedastic and risk models 0 0 0 25 1 2 16 192
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 0 16 1 1 7 75
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 1 1 4 122
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 2 6 155
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 1 387 7 8 20 1,008
Dissecting the cycle: a methodological investigation 3 11 39 2,830 18 40 157 5,816
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 3 3 13 48
Econometric Issues in the Analysis of Regressions with Generated Regressors 11 42 117 1,682 31 100 298 3,844
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 19 2 4 22 96
Econometric analysis of structural systems with permanent and transitory shocks 0 0 2 210 3 3 20 480
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 1 1 8 76
Efficient estimation of models with composite disturbance terms 0 0 1 21 2 2 12 89
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 2 2 13 559
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 54 0 0 8 158
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 29 1 2 12 125
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 1 1 5 62
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 5 5 9 112
Excess shocks can limit the economic interpretation 0 0 1 34 2 2 19 103
Extending a SVAR Model of the Australian Economy 0 0 1 193 1 3 22 518
Getting the ROC into Sync 0 0 0 6 0 2 9 28
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 1 1 14 454
How Reliable are ORANI Conclusions? 0 0 1 3 2 3 10 23
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 34 1 1 6 89
Investigating Some Issues Relating to Regime Matching 0 0 1 2 0 0 19 23
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 10 1 1 7 40
Learning About Models and Their Fit to Data 0 0 0 92 1 2 10 291
Limited information estimation and evaluation of DSGE models 0 0 0 1 1 2 5 20
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 2 17 533
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 0 185 3 6 16 487
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 0 9 1 1 6 22
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 4 5 14 176
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 2 2 8 220
On the role of simulation in the statistical evaluation of econometric models 0 0 1 32 2 3 8 107
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 2 3 7 109
Phillips curve inflation forecasts - comments 0 0 0 39 0 1 4 103
Policy, Theory, and the Cycle 0 0 0 0 2 2 12 218
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 1 12 182
Rational and polynomial lags: The finite connection 0 0 0 8 2 2 3 55
Rejoinder to James Hamilton 0 0 4 124 2 2 27 311
Resolving the liquidity effect 0 0 2 43 1 1 11 127
Resolving the liquidity effect 0 0 1 133 0 0 13 327
Seasonal integration and the evolving seasonals model 0 0 0 59 2 2 9 192
Shocking Stories 0 0 0 16 1 2 11 78
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 4 12 574 4 10 67 1,526
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 2 3 10 112
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 60 3 4 10 143
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 1 1 10 205
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 1 198 2 3 17 467
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 2 2 14 233
Some uses of simulation in econometrics 0 0 0 6 3 3 11 55
Specification Testing of Markov Switching Models* 0 0 0 133 3 4 12 304
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 1 1 5 82
Structural Models Of The Liquidity Effect 0 0 0 200 0 0 9 525
Synchronization of cycles 0 0 5 1,435 2 3 27 2,586
Testing for covariance stationarity in stock market data 0 0 0 156 3 3 10 456
Testing for duration dependence in economic cycles 0 0 0 107 3 4 15 393
The Econometric Analysis of Models with Risk Terms 0 0 1 238 2 5 18 693
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 4 5 8 545
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 38 1 1 7 149
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 4 5 9 92
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 26 54 140 4,844 45 106 342 15,487
The Phillips curve in Australia 0 0 0 266 4 6 25 1,087
The econometrics of financial markets 0 0 6 2,259 4 6 116 4,464
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 1 16 2 4 11 59
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 4 4 13 827
Time Series Behaviour and Dynamic Specification 0 0 0 0 2 2 8 90
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 3 4 12 436
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 0 1 10 54
Two Stage and Related Estimators and Their Applications 0 0 0 200 1 2 16 513
Use '4Rs' criteria to assess papers 0 0 0 2 3 3 11 19
WHO'S AFRAID OF INFLATION? 0 0 1 6 3 3 5 36
Weak instruments (in Russian) 0 0 0 34 0 0 7 100
What Will Take the Con out of Econometrics? 0 0 2 189 1 4 17 561
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 3 3 11 274
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 73 166 543 25,797 340 631 2,648 70,716
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 0 16 439
Nonparametric Econometrics 0 0 0 0 2 3 18 409
Nonparametric Econometrics 0 0 0 0 3 6 31 826
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 3 3 13 162
The Theory of Economic Policy 0 0 0 0 0 1 9 292
Total Books 0 0 0 142 8 13 87 2,128

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 2 2 14 115
Dynamic specification 1 2 6 748 2 3 24 1,906
Final Discussion 0 0 0 4 1 1 2 75
Overview 0 0 0 11 1 2 6 45
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 5 139 4 6 18 342
The Getting of Macroeconomic Wisdom 0 0 0 0 2 2 13 24
Total Chapters 1 2 11 917 12 16 77 2,507

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Statistics updated 2026-11-12