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 4 73 0 0 12 125
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 0 151 1 2 5 285
A suggested framework for classifying the modes of cycle research 0 0 0 56 0 0 3 123
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 2 3 5 1,209
Alternative Models For Conditional Stock Volatility 1 3 5 743 1 5 17 1,708
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 0 1 592
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 0 75 1 1 1 59
An econometric analysis of some models for constructed binary time series 0 0 0 76 1 2 3 225
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 1 60 0 0 2 163
Australian macro-econometric models and their construction - A short history 0 0 5 68 0 1 10 89
Can Turkish Recessions Be Predicted? 0 0 1 150 0 0 2 324
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 1 87
Can We Predict Recessions? 0 0 3 329 0 1 7 430
Checking if the Straitjacket Fits 0 0 0 10 1 1 5 22
Checking if the straitjacket fits 0 2 5 73 1 5 13 92
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 1 9 89 0 2 19 177
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 4 175
Diagnostic tests as residual analysis 0 1 5 50 1 5 25 140
Disecting the Cycle: A Methodological Investigation 0 6 25 1,215 1 10 68 2,240
Dissecting the Cycle 0 0 1 177 0 0 4 369
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 0 320
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 0 2 220
Econometric Analysis and Prediction of Recurrent Events 0 0 0 266 0 0 1 365
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 1 1 5 511 1 1 8 868
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 172 0 0 3 362
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 1 88 0 0 4 121
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 40 0 0 4 98
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 0 165 0 0 4 172
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 61 0 0 1 171
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 64 0 1 3 112
Estimation and Solution of Models with Expectations and Structural Changes 0 0 3 56 0 3 27 165
Extending an SVAR Model of the Australian Economy 0 0 2 480 0 0 6 827
Extracting, Using and Analysing Cyclical Information 2 2 5 332 2 5 13 708
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 12 12 3 8 15 15
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 1 242 0 1 4 429
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 2 27 0 1 7 36
Implications of partial information for econometric modeling of macroeconomic systems 0 0 1 42 0 2 8 56
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 185 0 0 2 407
Investigating the Relationship Between DSGE and SVAR Models 0 1 12 136 0 1 24 351
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 1 343 0 1 12 606
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 33 0 0 3 81
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 63 0 0 0 116
Knowing the Cycle 0 0 2 309 0 0 11 606
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 1 2 280
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 1 148 0 0 4 286
Macro-Econometric System Modelling @75 0 0 1 39 0 1 4 131
Macro-Econometric System Modelling @75 0 0 4 142 2 2 7 185
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 1 91 0 1 8 184
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 129 0 0 2 417
Measurement of Business Cycles 0 0 3 1,196 1 2 10 3,420
Modelling the Term Structure 0 0 0 2 2 5 6 645
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 1 171 0 0 5 385
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 1 460
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 1 67 0 0 3 211
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 1 70 0 0 1 199
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 2 250
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 2 365
Patterns and Their Uses 0 0 1 56 0 0 2 139
Resolving the Liquidity Effect 0 0 0 0 0 0 1 414
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 120 0 0 1 367
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 3 10 565 1 5 19 789
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 1 143
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 1 1 4 472
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 1 5 792 1 1 12 1,670
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 4 346 1 4 11 640
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 0 0 614
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 3 12 1,043 1 6 21 1,936
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 1 161 0 0 4 382
Some consequences of using "measurement error shocks" when estimating time series models 0 1 2 83 1 2 3 89
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 3 26 0 1 6 64
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 46 0 0 2 121
Structural Macro-Econometric Modelling in a Policy Environment 0 2 2 227 0 2 3 416
Structural Models of the Liquidity Effect 0 0 0 0 1 1 3 437
Structural macro-econometric modelling in a policy environment 0 0 4 172 0 0 9 290
Structural macro-wconometric modelling in a policy environment 0 0 2 88 0 1 8 165
Synchronization of cycles 2 7 15 231 6 13 90 890
Testing for Heteroskedasticity 0 0 0 0 0 0 1 343
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 1 10 311 1 3 24 557
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 1 356 0 1 7 785
The Econometric Analysis of Constructed Binary Time Series 0 0 0 355 0 2 3 983
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 1 304
The Econometric Analysis of Risk Terms 0 0 2 69 0 1 3 254
The Getting of Macroeconomic Wisdom 0 0 1 111 1 1 6 274
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 4 11 96 456
The Phillips Curve in Australia 0 0 7 1,288 0 3 43 3,847
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 4 1,174
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 1 8 0 0 1 26
Three questions regarding impulse responses and their interpretation found from sign restrictions 1 2 11 155 1 2 24 55
Too Many Shocks Spoil the Interpretation 0 1 51 51 1 6 17 17
Too many shocks spoil the interpretation 2 3 11 78 4 7 35 151
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 1 3 6 1,332
Turning point and oscillatory cycles 0 0 3 51 0 1 6 83
Two Stage and Related Estimators and Their Applications 0 0 2 209 0 2 9 596
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 3 230
Weak Instruments: A Guide to the Literature 0 0 0 257 0 0 1 324
What Will Take the Con Out of Econometrics? 0 1 2 169 1 2 9 844
Total Working Papers 12 45 291 17,624 48 157 925 48,972


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 2 271
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 21 0 0 6 75
A Note on the Extraction of Components from Time Series 0 0 0 29 0 0 1 132
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 0 0 0 0 8
A Simple Test for Heteroscedasticity and Random Coefficient Variation 10 34 147 1,790 30 93 385 5,896
A Structural VAR Model of the Australian Economy 0 4 12 17 0 7 23 33
A Survey of Some Recent Econometric Methods 1 3 5 221 1 4 17 458
A comparison of two business cycle dating methods 2 7 15 646 3 10 34 1,400
A further result on the sign of restricted least-squares estimates 0 0 0 17 0 0 2 92
A multivariate latent factor decomposition of international bond yield spreads 1 1 5 516 1 1 10 1,498
A note on the magnitude of risk premia 0 0 0 6 0 0 1 57
A simple framework for analysing bull and bear markets 1 3 11 1,045 2 8 42 3,226
A suggested framework for classifying the modes of cycle research 0 0 1 390 0 0 7 724
A suggested framework for classifying the modes of cycle research 0 0 0 0 0 0 6 8
Alternative models for conditional stock volatility 2 6 22 906 3 11 65 2,099
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 142 2 2 4 338
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 10 0 1 4 55
Assessing the Variability of Inflation 0 0 0 28 0 0 5 139
Australian Stock Market Volatility: 1875–1987* 0 1 3 4 0 1 8 11
Calibration and Econometric Research: An Overview: Introduction 0 1 2 406 0 1 4 779
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 1 76 0 0 4 217
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 0 1 173
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 1 11 0 0 7 53
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 1 1 2 112
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 0 1 143
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 4 377 0 1 12 971
Dissecting the cycle: a methodological investigation 4 11 73 2,615 13 38 196 5,157
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 0 0 1 32
Econometric Issues in the Analysis of Regressions with Generated Regressors 1 1 16 1,480 3 5 42 3,362
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 3 14 0 0 5 62
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 187 1 2 12 413
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 1 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 4 249 0 0 6 534
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 53 0 2 4 145
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 14 0 2 10 67
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 2 15 0 0 4 57
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 0 1 101
Extending a SVAR Model of the Australian Economy 0 0 2 187 2 3 12 464
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 88 0 1 5 431
How Reliable are ORANI Conclusions? 0 0 0 1 0 1 4 6
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 32 0 0 2 77
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 7 0 0 1 27
Learning About Models and Their Fit to Data 0 0 0 91 0 0 1 278
Limited information estimation and evaluation of DSGE models 0 0 1 212 0 0 6 503
Limited information estimation and evaluation of DSGE models 0 1 1 1 0 2 3 9
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 0 174 0 1 5 438
Mardi Dungey: 11 December 1966 – 12 January 2019 1 1 3 3 1 1 8 8
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 2 2 2 61 2 2 5 151
On the inconsistency of the MLE in certain heteroskedastic regression models 0 1 1 34 0 1 2 208
On the role of simulation in the statistical evaluation of econometric models 0 0 1 31 0 0 4 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 1 2 97
Policy, Theory, and the Cycle 0 0 0 0 0 0 0 199
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 3 167
Rational and polynomial lags: The finite connection 0 0 1 8 0 0 2 52
Rejoinder to James Hamilton 0 0 1 117 0 0 2 274
Resolving the liquidity effect 2 2 3 37 3 7 12 104
Resolving the liquidity effect 0 0 0 128 0 2 5 305
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 3 177
Shocking Stories 0 0 1 10 0 0 3 57
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 4 13 523 5 10 53 1,310
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 1 95
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 58 0 0 1 123
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 40 0 0 3 189
Some identification and estimation results for regression models with stochastically varying coefficients 0 1 6 189 0 2 17 437
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 1 88 0 0 1 207
Some uses of simulation in econometrics 0 0 0 6 0 2 5 43
Specification Testing of Markov Switching Models* 0 0 0 131 0 0 1 285
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 0 1 77
Structural Models Of The Liquidity Effect 0 0 1 196 0 0 5 505
Synchronization of cycles 2 8 51 1,352 5 19 116 2,379
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 1 444
Testing for duration dependence in economic cycles 0 0 0 107 0 0 8 372
The Econometric Analysis of Models with Risk Terms 0 1 4 233 1 6 29 644
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 2 247 0 1 5 523
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 0 32 0 0 1 135
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 1 1 10 0 1 2 77
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 11 41 176 4,392 38 103 518 14,308
The Phillips curve in Australia 0 1 3 258 0 2 20 1,024
The econometrics of financial markets 2 5 30 2,202 6 12 77 4,212
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 2 2 1 1 6 6
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 1 7 34 769
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 2 80
Towards an Understanding of Some Business Cycle Characteristics 0 0 2 100 0 1 9 417
Turning point and oscillatory cycles: Concepts, measurement, and use 2 3 10 10 3 4 23 23
Two Stage and Related Estimators and Their Applications 1 2 4 196 1 2 11 477
Use '4Rs' criteria to assess papers 0 0 0 0 0 0 0 0
WHO'S AFRAID OF INFLATION? 0 0 0 4 0 0 1 28
Weak instruments (in Russian) 0 0 0 33 0 0 1 89
What Will Take the Con out of Econometrics? 0 1 3 182 1 3 9 528
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 106 0 1 3 260
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 20 0 0 2 92
Total Journal Articles 46 147 660 23,678 130 389 1,991 63,631


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 0 140 0 0 1 413
Nonparametric Econometrics 0 0 0 0 4 15 82 682
Nonparametric Econometrics 0 0 0 0 0 0 21 345
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 1 9 120
The Theory of Economic Policy 0 0 0 0 0 0 13 266
Total Books 0 0 0 140 4 16 126 1,826


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 1 1 99
Dynamic specification 5 9 35 680 6 11 67 1,770
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 0 2 34
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 6 119 0 2 14 293
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 4 4
Total Chapters 5 10 41 829 6 14 88 2,273


Statistics updated 2022-08-04