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 1 4 77 0 2 7 133
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 152 0 0 1 286
A suggested framework for classifying the modes of cycle research 0 0 2 59 0 0 3 128
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 0 1 1,210
Alternative Models For Conditional Stock Volatility 0 0 1 744 0 0 3 1,715
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 1 1 4 596
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 0 75 0 0 2 61
An econometric analysis of some models for constructed binary time series 0 0 1 77 0 0 1 227
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 0 0 3 167
Australian macro-econometric models and their construction - A short history 0 0 3 72 0 0 4 96
Can Turkish Recessions Be Predicted? 0 0 1 151 0 1 5 329
Can Turkish Recessions be Predicted? 0 0 0 58 0 1 1 88
Can We Predict Recessions? 0 1 2 333 0 1 5 438
Checking if the Straitjacket Fits 0 0 0 10 0 0 0 23
Checking if the straitjacket fits 0 0 0 73 1 1 3 101
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 0 5 94 0 0 8 187
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 0 175
Diagnostic tests as residual analysis 1 1 9 62 2 4 24 171
Discovering Stars: Problems in Recovering Latent Variables from Models 2 8 47 74 5 16 61 72
Disecting the Cycle: A Methodological Investigation 2 5 17 1,241 4 8 33 2,290
Dissecting the Cycle 0 0 0 177 0 0 0 370
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 1 322
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 0 0 220
Econometric Analysis and Prediction of Recurrent Events 0 2 2 268 0 2 5 370
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 2 513 0 0 3 871
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 0 172 0 0 1 363
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 1 1 41 0 1 3 101
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 1 89 0 0 2 124
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 166 0 1 6 178
Estimation and Solution of Models with Expectations and Structural Changes 0 0 4 60 1 2 9 177
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 65 0 0 4 117
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 63 0 0 2 175
Extending an SVAR Model of the Australian Economy 0 0 1 481 0 1 2 830
Extracting, Using and Analysing Cyclical Information 0 1 1 333 0 1 3 715
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 0 3,035
Getting the ROC into Sync 0 0 4 17 0 0 12 35
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 2 244 1 1 5 434
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 27 0 1 2 38
Implications of partial information for econometric modeling of macroeconomic systems 0 0 1 43 0 0 1 59
Inventories, Fluctuations and Business Cycles. Working paper #4 0 1 1 186 0 1 1 408
Investigating Cycle Anatomy 2 8 13 13 10 18 28 28
Investigating the Relationship Between DSGE and SVAR Models 0 0 5 142 3 6 21 375
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 1 344 1 1 7 613
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 2 83
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 63 0 1 1 117
Knowing the Cycle 1 1 1 311 1 1 4 611
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 0 280
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 148 0 0 0 286
Macro-Econometric System Modelling @75 0 0 0 143 0 1 4 190
Macro-Econometric System Modelling @75 0 0 0 39 0 0 0 131
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 0 1 186
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 129 0 1 4 421
Measurement of Business Cycles 0 1 5 1,202 0 2 12 3,434
Modelling the Term Structure 0 0 0 2 0 2 4 650
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 0 172 0 0 1 389
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 1 212
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 461
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 1 251
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 0 199
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 0 365
Patterns and Their Uses 0 1 1 58 0 2 4 144
Resolving the Liquidity Effect 0 0 0 0 0 1 2 418
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 0 0 368
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 1 1 8 578 1 1 11 806
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 1 144
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 0 0 472
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 795 1 3 7 1,686
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 5 354 0 0 8 652
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 0 1 615
Some Issues in Using Sign Restrictions for Identifying Structural VARs 2 4 19 1,063 2 5 28 1,969
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 0 383
Some consequences of using "measurement error shocks" when estimating time series models 0 0 2 85 0 0 2 91
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 1 27 0 0 2 68
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 0 1 123
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 0 0 1 420
Structural Models of the Liquidity Effect 0 0 0 0 1 1 1 438
Structural macro-econometric modelling in a policy environment 1 3 10 183 4 7 22 314
Structural macro-wconometric modelling in a policy environment 0 0 1 89 0 0 2 168
Synchronization of cycles 0 2 6 239 1 5 25 924
Testing for Heteroskedasticity 0 0 0 0 0 0 1 344
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 1 11 322 2 4 19 580
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 0 357 0 1 4 790
The Econometric Analysis of Constructed Binary Time Series 0 1 1 356 0 1 1 984
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 0 304
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 0 254
The Getting of Macroeconomic Wisdom 0 0 1 114 1 1 2 281
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 4 18 45 518
The Phillips Curve in Australia 0 0 3 1,291 0 3 11 3,858
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 1 1 5 1,183
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 9 0 0 0 27
Three questions regarding impulse responses and their interpretation found from sign restrictions 0 1 6 163 0 1 14 75
To Boost or Not to Boost? That is the Question 1 4 37 37 1 6 21 21
Too Many Shocks Spoil the Interpretation 0 1 1 52 0 1 2 20
Too many shocks spoil the interpretation 0 0 5 85 0 2 15 170
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 3 1,336
Turning point and oscillatory cycles 0 0 0 52 0 0 1 87
Two Stage and Related Estimators and Their Applications 0 0 1 211 0 0 1 599
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 1 3 234
Weak Instruments: A Guide to the Literature 0 0 0 257 0 0 1 325
What Will Take the Con Out of Econometrics? 0 0 0 170 0 0 1 847
Total Working Papers 13 50 260 17,965 49 144 591 49,757


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 0 1 272
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 2 23 0 0 4 81
A Note on the Extraction of Components from Time Series 0 0 0 30 0 0 1 134
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 1 2 12
A Simple Test for Heteroscedasticity and Random Coefficient Variation 6 22 107 1,936 23 61 321 6,318
A Structural VAR Model of the Australian Economy 0 3 7 28 2 9 22 61
A Survey of Some Recent Econometric Methods 0 0 3 226 2 3 10 473
A comparison of two business cycle dating methods 0 0 10 664 3 4 20 1,432
A further result on the sign of restricted least-squares estimates 0 0 0 17 0 0 0 92
A multivariate latent factor decomposition of international bond yield spreads 0 0 1 517 0 0 4 1,502
A note on the magnitude of risk premia 0 0 1 7 0 0 2 59
A simple framework for analysing bull and bear markets 2 7 21 1,076 3 12 51 3,294
A suggested framework for classifying the modes of cycle research 0 0 2 393 0 0 5 731
A suggested framework for classifying the modes of cycle research 0 0 1 4 0 0 1 13
Alternative models for conditional stock volatility 0 1 7 917 0 6 32 2,144
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 1 1 2 343
An Econometric Analysis of Some Models for Constructed Binary Time Series 1 1 2 14 2 2 4 62
Assessing the Variability of Inflation 0 0 0 28 0 0 3 144
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 0 0 2 16
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 1 2 781
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 0 0 200
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 0 76 0 0 0 218
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 0 1 174
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 1 12 0 0 3 57
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 1 113
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 0 144
Diagnostic Tests for Models Based on Individual Data: A Survey 0 1 4 383 0 1 6 981
Dissecting the cycle: a methodological investigation 2 11 63 2,697 9 33 174 5,394
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 0 0 1 33
Econometric Issues in the Analysis of Regressions with Generated Regressors 7 15 28 1,517 11 22 57 3,437
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 14 0 0 3 66
Econometric analysis of structural systems with permanent and transitory shocks 1 4 7 198 2 5 17 437
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 0 68
Efficient estimation of models with composite disturbance terms 0 0 0 20 0 0 0 75
Estimating The Density Tail Index For Financial Time Series 0 0 2 252 1 1 5 541
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 53 0 0 0 145
Estimation and Solution of Models with Expectations and Structural Changes 0 2 8 22 0 5 16 86
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 0 57
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 0 0 101
Excess shocks can limit the economic interpretation 3 5 19 22 3 10 43 53
Extending a SVAR Model of the Australian Economy 0 2 3 190 1 4 7 473
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 89 0 0 2 433
How Reliable are ORANI Conclusions? 0 1 1 2 0 1 2 8
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 1 1 33 0 1 2 79
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 7 0 0 0 27
Learning About Models and Their Fit to Data 0 0 0 91 0 0 0 279
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 0 2 11
Limited information estimation and evaluation of DSGE models 0 0 1 213 0 1 4 509
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 6 181 0 0 17 457
Mardi Dungey: 11 December 1966 – 12 January 2019 0 1 2 5 0 1 3 11
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 1 63 2 2 7 159
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 34 0 0 0 208
On the role of simulation in the statistical evaluation of econometric models 0 0 0 31 0 0 0 99
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 0 0 101
Phillips curve inflation forecasts - comments 0 0 0 39 0 0 0 97
Policy, Theory, and the Cycle 0 0 0 0 0 0 2 202
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 0 167
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 0 1 1 118 0 2 2 277
Resolving the liquidity effect 0 0 0 37 0 0 1 106
Resolving the liquidity effect 0 0 0 128 0 0 1 307
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 1 179
Shocking Stories 0 1 1 11 0 1 1 58
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 2 4 9 539 5 15 36 1,368
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 2 97
Some consequences of viewing LIML as an iterated Aitken estimator 0 1 1 59 0 1 1 124
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 41 0 0 0 190
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 2 191 0 0 2 441
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 90 0 1 3 211
Some uses of simulation in econometrics 0 0 0 6 0 0 0 43
Specification Testing of Markov Switching Models* 0 0 0 131 0 0 2 287
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 0 77
Structural Models Of The Liquidity Effect 0 1 2 198 1 2 3 508
Synchronization of cycles 1 2 24 1,392 4 8 79 2,497
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 1 445
Testing for duration dependence in economic cycles 0 0 0 107 0 0 1 373
The Econometric Analysis of Models with Risk Terms 0 1 3 236 0 1 18 669
The Econometrics of the New Keynesian Policy Model: Introduction 0 3 7 255 0 3 8 533
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 2 36 0 0 2 139
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 0 1 78
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 10 20 88 4,520 18 60 276 14,696
The Phillips curve in Australia 0 1 6 264 0 7 18 1,043
The econometrics of financial markets 13 15 28 2,237 20 24 70 4,301
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 4 6 1 6 20 29
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 4 16 791
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 1 81
Towards an Understanding of Some Business Cycle Characteristics 0 0 1 101 0 1 3 421
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 5 15 1 2 10 33
Two Stage and Related Estimators and Their Applications 0 0 2 198 0 2 7 484
Use '4Rs' criteria to assess papers 0 0 2 2 0 0 3 5
WHO'S AFRAID OF INFLATION? 0 0 0 4 0 0 0 28
Weak instruments (in Russian) 0 0 0 33 0 0 2 91
What Will Take the Con out of Econometrics? 0 0 2 184 1 1 5 533
What is a good macroeconomic model for a central bank to use? panel discussion 0 1 1 107 0 1 1 261
What is a good macroeconomic model for a central bank to use? panel discussion 0 1 2 22 0 1 3 95
Total Journal Articles 48 129 506 24,376 116 330 1,464 65,615


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 1 141 0 2 3 416
Nonparametric Econometrics 0 0 0 0 2 11 49 744
Nonparametric Econometrics 0 0 0 0 1 4 15 362
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 2 2 8 132
The Theory of Economic Policy 0 0 0 0 0 1 4 271
Total Books 0 1 1 141 5 20 79 1,925


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 0 99
Dynamic specification 1 1 27 714 3 4 44 1,828
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 0 2 36
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 8 129 2 4 15 311
The Getting of Macroeconomic Wisdom 0 0 0 0 0 1 2 8
Total Chapters 1 2 35 873 5 9 63 2,355


Statistics updated 2023-12-04