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 6 87 0 2 10 151
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 153 1 2 4 291
A suggested framework for classifying the modes of cycle research 0 0 0 59 0 0 0 128
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 0 1 1,212
Alternative Models For Conditional Stock Volatility 0 1 1 745 0 2 5 1,721
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 0 1 597
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 2 77 0 1 7 68
An econometric analysis of some models for constructed binary time series 0 0 0 77 0 0 1 228
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 0 0 0 167
Australian macro-econometric models and their construction - A short history 0 0 5 81 0 0 8 109
Can Turkish Recessions Be Predicted? 0 0 0 151 0 0 0 329
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 0 89
Can We Predict Recessions? 0 0 0 336 0 1 2 444
Checking if the Straitjacket Fits 1 2 4 14 2 3 10 33
Checking if the straitjacket fits 1 2 3 77 1 3 5 107
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 0 3 98 0 0 4 192
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 1 177
Diagnostic tests as residual analysis 0 0 9 73 0 3 21 196
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 2 78 3 4 8 84
Disecting the Cycle: A Methodological Investigation 1 4 17 1,264 1 8 32 2,339
Dissecting the Cycle 0 0 1 178 0 0 1 371
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 1 1 324
Econometric Analysis and Prediction of Recurrent Events 0 0 0 269 0 0 1 372
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 1 3 223
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 3 518 0 0 6 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 0 0 2 366
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 1 1 102
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 1 1 126
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 168 1 1 6 186
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 2 2 177
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 0 1 2 120
Estimation and Solution of Models with Expectations and Structural Changes 0 0 3 66 0 4 10 192
Extending an SVAR Model of the Australian Economy 0 0 4 487 0 1 6 838
Extracting, Using and Analysing Cyclical Information 0 1 4 338 0 3 11 729
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 1 1 3,036
Getting the ROC into Sync 0 0 1 21 0 0 5 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 2 246 0 0 2 438
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 1 28 0 0 2 40
Implications of partial information for econometric modeling of macroeconomic systems 0 0 2 46 0 1 3 64
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 1 1 2 410
Investigating Cycle Anatomy 0 0 6 25 0 2 22 61
Investigating the Relationship Between DSGE and SVAR Models 3 5 16 170 4 8 27 417
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 1 346 2 3 5 619
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 1 84
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 63 0 0 1 118
Knowing the Cycle 0 1 3 317 0 1 36 650
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 0 2 282
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 148 0 1 1 287
Macro-Econometric System Modelling @75 0 0 1 144 0 0 1 191
Macro-Econometric System Modelling @75 0 0 0 40 0 0 1 134
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 0 2 190
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 130 0 0 2 425
Measurement of Business Cycles 0 2 8 1,216 1 3 17 3,464
Modelling the Term Structure 0 0 0 2 0 2 3 653
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 0 172 0 0 2 391
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 462
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 1 1 200
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 1 252
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 1 2 214
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 1 1 367
Patterns and Their Uses 0 0 0 59 0 0 1 146
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 1 3 22 22 7 13 63 63
Recovering Stars in Macroeconomics 1 2 10 37 1 4 23 42
Recovering stars in macroeconomics 0 0 2 4 0 1 4 7
Resolving the Liquidity Effect 0 0 0 0 0 1 1 419
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 0 0 369
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 1 3 583 0 2 7 816
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 0 144
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 0 1 1 473
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 796 0 0 4 1,692
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 356 1 2 9 663
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 1 1 616
Some Issues in Using Sign Restrictions for Identifying Structural VARs 3 6 26 1,096 5 9 41 2,018
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 2 3 386
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 85 0 0 2 94
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 1 1 1 70
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 0 0 123
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 1 1 5 426
Structural Models of the Liquidity Effect 0 0 0 0 0 0 1 439
Structural macro-econometric modelling in a policy environment 0 1 2 188 0 1 7 325
Structural macro-wconometric modelling in a policy environment 0 0 1 91 0 0 2 171
Synchronization of cycles 0 2 5 245 1 3 12 941
Testing for Heteroskedasticity 0 0 0 0 0 0 0 344
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 0 6 328 0 0 9 590
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 358 0 0 14 809
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 0 0 0 984
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 1 1 305
The Econometric Analysis of Risk Terms 0 0 0 69 0 1 2 257
The Getting of Macroeconomic Wisdom 0 0 2 116 0 0 3 284
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 1 6 42 577
The Phillips Curve in Australia 1 1 2 1,293 1 1 4 3,862
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 0 1,184
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 1 10 0 0 1 28
Three questions regarding impulse responses and their interpretation found from sign restrictions 0 0 5 169 0 1 8 86
To Boost or Not to Boost? That is the Question 0 1 4 42 1 4 16 40
To Boost or Not to Boost? That is the Question 0 1 5 14 0 5 12 46
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 0 1 23
Too many shocks spoil the interpretation 0 0 0 87 0 2 7 180
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 1 1 3 1,340
Turning point and oscillatory cycles 0 0 1 53 1 1 3 92
Two Stage and Related Estimators and Their Applications 0 0 2 213 1 1 4 603
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 1 2 236
Weak Instruments: A Guide to the Literature 0 0 0 258 0 1 1 327
What Will Take the Con Out of Econometrics? 0 0 0 171 0 1 4 854
Total Working Papers 12 36 216 18,306 43 141 642 50,656

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 2 275
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 2 4 28 4 6 8 90
A Note on the Extraction of Components from Time Series 0 0 1 31 0 0 2 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 1 2 14
A Simple Test for Heteroscedasticity and Random Coefficient Variation 1 13 115 2,095 6 34 254 6,685
A Structural VAR Model of the Australian Economy 3 5 19 56 3 9 33 112
A Survey of Some Recent Econometric Methods 0 1 4 232 0 1 8 485
A comparison of two business cycle dating methods 0 1 6 670 0 5 18 1,456
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 1 94
A multivariate latent factor decomposition of international bond yield spreads 0 0 3 520 0 0 6 1,508
A note on the magnitude of risk premia 0 0 0 7 0 1 2 61
A simple framework for analysing bull and bear markets 1 3 35 1,116 6 15 94 3,408
A suggested framework for classifying the modes of cycle research 0 0 0 4 1 1 3 20
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 0 2 735
Alternative models for conditional stock volatility 0 1 9 928 2 5 24 2,178
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 1 345
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 3 17 0 0 4 69
Assessing the Variability of Inflation 0 0 1 29 0 1 3 148
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 0 1 2 18
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 0 2 783
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 1 1 201
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 77 0 1 2 220
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 0 0 175
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 1 13 0 0 3 62
Cycles and their important shocks: completing the investigation 1 2 2 2 4 8 8 8
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 1 1 114
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 1 1 145
Diagnostic Tests for Models Based on Individual Data: A Survey 1 1 2 385 2 3 4 985
Dissecting the cycle: a methodological investigation 2 8 49 2,762 5 25 127 5,568
Do Markov-switching models capture nonlinearities in the data? 0 1 1 8 0 1 2 35
Econometric Issues in the Analysis of Regressions with Generated Regressors 3 9 25 1,544 6 14 44 3,490
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 3 18 0 0 3 71
Econometric analysis of structural systems with permanent and transitory shocks 0 1 6 206 0 1 15 456
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 1 1 1 77
Estimating The Density Tail Index For Financial Time Series 0 0 1 253 0 2 3 546
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 1 1 54 0 2 2 147
Estimation and Solution of Models with Expectations and Structural Changes 0 0 3 27 1 2 7 108
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 0 102
Excess shocks can limit the economic interpretation 1 2 6 32 1 2 16 76
Extending a SVAR Model of the Australian Economy 0 0 2 192 2 2 11 487
Getting the ROC into Sync 1 1 6 6 2 3 16 18
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 0 0 2 435
How Reliable are ORANI Conclusions? 0 0 0 2 0 0 3 11
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 33 0 1 1 80
Investigating Some Issues Relating to Regime Matching 0 0 0 0 0 0 0 0
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 8 0 1 2 29
Learning About Models and Their Fit to Data 0 0 0 91 0 1 1 280
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 1 2 13
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 0 0 510
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 2 183 0 1 6 463
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 2 7 0 0 2 13
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 0 1 162
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 0 0 0 209
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 1 98
Policy, Theory, and the Cycle 0 0 0 0 0 0 2 204
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 1 1 170
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 2 2 2 120 5 6 7 284
Resolving the liquidity effect 0 1 2 130 0 3 4 311
Resolving the liquidity effect 1 1 3 40 1 3 8 114
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 0 179
Shocking Stories 0 3 5 16 0 3 8 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 1 15 554 2 6 46 1,418
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 2 2 2 100
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 59 0 1 3 130
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 1 1 3 195
Some identification and estimation results for regression models with stochastically varying coefficients 1 1 1 195 1 1 3 447
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 92 1 1 2 218
Some uses of simulation in econometrics 0 0 0 6 0 0 1 44
Specification Testing of Markov Switching Models* 0 1 1 132 0 1 1 288
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 0 1 199 0 0 3 512
Synchronization of cycles 1 2 24 1,424 1 4 35 2,546
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 0 445
Testing for duration dependence in economic cycles 0 0 0 107 0 2 5 378
The Econometric Analysis of Models with Risk Terms 0 0 1 237 0 0 1 672
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 1 3 536
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 0 36 0 0 0 139
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 1 1 80
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 7 24 107 4,651 19 56 249 15,006
The Phillips curve in Australia 0 0 1 265 0 0 6 1,050
The econometrics of financial markets 0 2 11 2,249 1 6 27 4,336
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 2 12 0 1 7 42
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 3 11 807
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 0 81
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 2 2 423
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 1 16 2 3 7 41
Two Stage and Related Estimators and Their Applications 0 0 1 199 0 2 7 491
Use '4Rs' criteria to assess papers 0 0 0 2 0 0 2 7
WHO'S AFRAID OF INFLATION? 0 0 0 5 1 1 1 30
Weak instruments (in Russian) 0 0 0 34 0 1 1 93
What Will Take the Con out of Econometrics? 0 0 1 187 0 0 4 540
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 22 0 1 1 96
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 1 1 2 263
Total Journal Articles 27 90 494 25,009 85 269 1,225 67,251
6 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 2 420
Nonparametric Econometrics 0 0 0 0 0 1 12 385
Nonparametric Econometrics 0 0 0 0 2 9 34 788
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 1 5 143
The Theory of Economic Policy 0 0 0 0 0 0 3 278
Total Books 0 0 0 142 3 12 56 2,014

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 0 1 17 739 2 4 31 1,876
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 1 3 39
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 4 133 0 2 9 320
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 0 8
Total Chapters 0 2 21 902 2 7 43 2,415

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Statistics updated 2025-04-04