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 6 61 1 3 24 85
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 2 147 0 0 3 268
A suggested framework for classifying the modes of cycle research 0 2 5 46 1 4 9 104
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 2 2 12 1,171
AN ECONOMETRIC ANALYSIS OF SOME MODELS FOR CONSTRUCTED BINARY TIME SERIES 0 0 2 76 1 3 8 213
Alternative Models For Conditional Stock Volatility 0 0 8 724 2 4 23 1,645
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 318 0 3 7 571
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 1 1 74 0 2 11 46
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 57 0 4 12 149
Can Turkish Recessions Be Predicted? 0 1 5 145 0 1 6 310
Can Turkish Recessions be Predicted? 0 0 0 55 0 0 0 78
Can We Predict Recessions? 0 1 7 319 0 3 13 400
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 4 25 63 3 14 56 85
Detecting Common Dynamics in Transitory Components 0 0 0 80 0 2 2 161
Diagnostic tests as residual analysis 1 2 9 9 3 7 24 24
Disecting the Cycle: A Methodological Investigation 4 8 58 1,130 8 25 103 2,033
Dissecting the Cycle 0 0 3 173 0 0 3 351
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 1 1 309
Econometric Analysis and Prediction of Recurrent Events 0 0 5 262 0 2 16 347
Econometric Analysis and Prediction of Recurrent Events 0 0 0 70 0 3 6 208
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 1 2 7 482 2 4 16 812
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 170 0 1 3 351
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 40 0 1 1 86
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 78 0 3 5 85
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 4 162 1 2 17 150
Estimation and Solution of Models with Expectations and Structural Changes 0 1 4 56 0 3 7 154
Estimation and Solution of Models with Expectations and Structural Changes 0 1 1 50 0 1 4 114
Estimation and Solution of Models with Expectations and Structural Changes 0 1 1 62 1 4 5 98
Extending an SVAR Model of the Australian Economy 0 0 6 474 1 4 22 791
Extracting, Using and Analysing Cyclical Information 0 2 16 312 1 5 32 612
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 1 3,028
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 2 3 236 0 5 9 412
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 3 184 0 1 7 397
Investigating the Relationship Between DSGE and SVAR Models 0 2 18 101 3 7 49 214
Issues in Adopting DSGE Models for Use in the Policy Process 2 2 3 333 2 3 10 568
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 30 0 2 5 67
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 61 0 5 11 106
Knowing the Cycle 1 4 16 296 2 8 30 555
Limited Information Estimation and Evaluation of DSGE Models 0 1 2 133 0 2 5 264
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 2 146 0 2 5 274
Macro-Econometric System Modelling @75 1 2 4 131 4 5 11 152
Macro-Econometric System Modelling @75 0 0 1 34 0 2 7 104
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 1 1 87 1 2 2 169
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 128 0 0 5 402
Measurement of Business Cycles 1 2 16 1,168 3 16 89 3,285
Modelling the Term Structure 0 0 0 2 1 2 8 614
Monetary Transmission in an Emerging Targeter; The Case of Brazil 1 1 4 168 1 1 8 350
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 1 233 0 1 2 448
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 1 5 191
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 66 1 1 4 197
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 2 236
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 0 353
Patterns and Their Uses 0 0 6 52 0 2 12 121
Resolving the Liquidity Effect 0 0 0 0 0 1 5 390
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 3 118 1 1 5 359
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 12 532 0 1 21 727
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 0 134
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 0 2 461
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 1 329 2 8 14 594
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 14 775 2 3 40 1,614
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 1 5 603
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 8 32 1,001 2 17 63 1,845
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 1 156 0 1 4 366
Some consequences of using "measurement error shocks" when estimating time series models 0 1 5 78 0 4 20 75
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 2 19 0 0 5 39
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 43 0 0 3 108
Structural Macro-Econometric Modelling in a Policy Environment 1 4 7 222 2 7 17 390
Structural Models of the Liquidity Effect 0 0 0 0 0 3 9 415
Structural macro-econometric modelling in a policy environment 2 3 8 161 3 6 24 257
Structural macro-wconometric modelling in a policy environment 0 1 1 85 0 1 5 138
Synchronization of cycles 0 3 20 182 0 5 41 698
Testing for Heteroskedasticity 0 0 0 0 0 0 3 331
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 1 3 16 251 3 7 35 413
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 2 2 6 348 4 5 15 632
The Econometric Analysis of Constructed Binary Time Series 0 0 1 354 0 2 8 961
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 1 1 295
The Econometric Analysis of Risk Terms 0 0 0 66 0 0 1 243
The Getting of Macroeconomic Wisdom 0 0 0 107 1 1 1 260
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 4 16 52 187
The Phillips Curve in Australia 1 4 8 1,267 3 31 47 3,750
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 4 1,150
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 5 0 2 3 19
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 1 1 1,300
Two Stage and Related Estimators and Their Applications 0 1 2 201 1 2 9 562
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 1 4 205
Weak Instruments: A Guide to the Literature 0 0 1 255 1 2 7 310
What Will Take the Con Out of Econometrics? 0 0 4 165 2 4 16 813
Total Working Papers 19 74 404 16,292 77 313 1,228 44,962


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 1 3 262
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 5 15 0 2 18 51
A Note on the Extraction of Components from Time Series 1 1 3 25 2 2 4 124
A Short-Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 0 0 1 144
A Simple Test for Heteroscedasticity and Random Coefficient Variation 9 47 142 1,262 23 103 311 4,567
A Structural VAR Model of the Australian Economy 0 0 0 1 1 4 26 940
A Survey of Some Recent Econometric Methods 1 3 6 198 1 5 13 396
A comparison of two business cycle dating methods 1 4 14 597 4 17 65 1,260
A further result on the sign of restricted least-squares estimates 0 0 0 15 0 0 3 83
A multivariate latent factor decomposition of international bond yield spreads 0 2 7 501 1 5 16 1,461
A note on the magnitude of risk premia 0 0 0 5 0 0 0 52
A simple framework for analysing bull and bear markets 0 3 13 1,006 0 7 38 3,033
A suggested framework for classifying the modes of cycle research 0 2 13 372 1 7 24 682
Alternative models for conditional stock volatility 7 14 45 817 16 33 129 1,812
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 3 139 0 0 13 319
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 1 7 0 1 6 36
Assessing the Variability of Inflation 1 1 1 27 1 1 4 123
Australian Stock Market Volatility: 1875-1987 0 0 0 0 3 6 11 394
Calibration and Econometric Research: An Overview: Introduction 0 1 3 402 0 2 5 766
Comment on Poirier: Dogma or Doubt? 0 0 1 16 0 0 1 196
Commentary on "An estimated DSGE model for the United Kingdom" 0 1 2 73 0 1 5 198
Consistency tests for heteroskedastic and risk models 0 0 1 22 3 4 6 155
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 1 2 4 4 2 4 10 10
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 1 3 91
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 2 132
Diagnostic Tests for Models Based on Individual Data: A Survey 1 2 7 366 1 2 15 928
Dissecting the cycle: a methodological investigation 13 43 197 2,310 34 109 480 4,325
Do Markov-switching models capture nonlinearities in the data? 0 0 2 7 0 0 4 22
E.J. (Ted) Hannan 0 0 0 5 0 1 1 46
Econometric Issues in the Analysis of Regressions with Generated Regressors 2 7 46 1,398 8 25 102 3,133
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 3 11 1 3 9 43
Econometric analysis of structural systems with permanent and transitory shocks 0 1 3 175 1 4 17 372
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 9 0 1 7 57
Efficient estimation of models with composite disturbance terms 0 0 0 17 0 0 1 69
Estimating The Density Tail Index For Financial Time Series 0 1 1 233 0 2 7 503
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 50 0 0 2 132
Estimation and Solution of Models with Expectations and Structural Changes 1 2 5 5 3 5 15 23
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 12 0 0 1 47
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 31 0 1 2 92
Extending a SVAR Model of the Australian Economy 0 0 2 179 0 1 8 428
Gregory C. Chow 0 0 0 13 0 0 3 44
Heteroscedasticity in Models with Lagged Dependent Variables 0 1 4 87 0 2 12 399
How Reliable Are ORAN I Conclusions? 0 0 0 0 0 3 5 171
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 29 0 0 2 66
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 2 4 0 0 6 14
Learning About Models and Their Fit to Data 0 0 0 86 0 1 2 262
Limited information estimation and evaluation of DSGE models 0 1 4 209 1 6 18 475
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 1 3 171 0 2 8 419
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 1 5 53 2 3 13 130
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 1 32 0 0 2 191
On the role of simulation in the statistical evaluation of econometric models 0 0 0 29 0 0 1 89
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 25 0 0 1 96
Phillips curve inflation forecasts - comments 0 0 2 37 0 0 6 83
Policy, Theory, and the Cycle 0 0 0 0 0 0 0 191
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 0 155
Proffessor E. J. Hannnan 0 0 0 3 0 0 0 25
Rational and polynomial lags: The finite connection 0 0 0 6 0 0 0 46
Rejoinder to James Hamilton 0 0 1 112 1 1 4 257
Resolving the liquidity effect 0 1 5 24 0 2 10 66
Resolving the liquidity effect 0 0 1 125 0 2 6 284
Seasonal integration and the evolving seasonals model 0 0 0 57 0 0 1 164
Shocking Stories 0 1 2 4 2 4 8 28
Shocking Stories 0 0 0 102 0 1 2 588
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 2 4 12 464 9 24 62 1,080
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 1 86
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 56 0 0 1 111
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 40 0 0 3 168
Some identification and estimation results for regression models with stochastically varying coefficients 0 1 2 176 2 3 10 398
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 83 0 2 5 198
Some uses of simulation in econometrics 0 0 1 4 0 1 3 25
Specification Testing of Markov Switching Models 0 0 0 129 0 0 2 274
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 1 7 0 0 2 71
Structural Models Of The Liquidity Effect 0 2 5 192 0 4 13 468
Synchronization of cycles 3 11 57 1,197 5 27 130 2,012
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 2 437
Testing for duration dependence in economic cycles 0 0 2 100 0 0 4 339
The Econometric Analysis of Models with Risk Terms 0 1 6 215 1 3 13 580
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 1 240 0 0 5 504
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 31 0 0 3 125
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 8 0 0 2 69
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 5 23 110 3,904 29 100 306 12,868
The Phillips curve in Australia 0 4 8 233 5 30 46 893
The Short-run Demand for Transactions Balances in Australia 0 0 0 12 0 0 0 60
The econometrics of financial markets 1 13 57 2,072 3 24 117 3,928
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 3 9 29 686
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 3 73
Towards an Understanding of Some Business Cycle Characteristics 0 0 1 94 0 0 3 391
Two Stage and Related Estimators and Their Applications 0 0 0 190 0 0 3 448
WHO'S AFRAID OF INFLATION? 0 0 0 3 0 0 2 20
Weak instruments (in Russian) 0 0 0 33 0 0 1 79
What Will Take the Con out of Econometrics? 0 0 0 174 2 4 15 478
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 102 0 1 2 247
Total Journal Articles 49 202 825 21,492 171 619 2,286 58,866


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 1 3 140 1 2 9 393
Nonparametric Econometrics 0 0 0 0 3 9 20 226
Nonparametric Econometrics 0 0 0 0 11 39 94 341
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 4 12 67
The Theory of Economic Policy 0 0 0 0 1 2 3 232
Total Books 0 1 3 140 17 56 138 1,259


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 3 90
Dynamic specification 5 20 51 549 10 38 117 1,444
Final Discussion 0 0 0 4 1 1 1 67
Overview 0 0 0 9 0 0 1 20
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 2 12 88 1 4 30 208
Total Chapters 5 22 63 665 12 43 152 1,829


Statistics updated 2019-07-03