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 1 4 14 170
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 154 0 0 11 302
A Suggested Framework for Classifying the Modes of Cycle Research 0 0 0 60 0 2 18 148
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 1 1 21 1,235
Alternative Models For Conditional Stock Volatility 0 0 1 747 0 0 33 1,758
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 1 2 10 608
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 77 0 1 13 244
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 1 3 81 1 2 14 89
Assessing Some Models of the Impact of Financial Stress upon Business Cycles 0 0 0 60 1 1 10 177
Australian Macro-Econometric Models and Their Construction - A Short History 0 0 1 84 1 2 10 123
Can Turkish Recessions Be Predicted? 0 0 1 152 1 1 8 338
Can Turkish Recessions be Predicted? 0 0 0 58 0 3 11 100
Can We Predict Recessions? 0 0 1 339 1 1 11 457
Checking If the Straitjacket Fits 0 0 1 78 0 1 18 127
Checking if the Straitjacket Fits 0 0 4 18 1 1 27 60
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 0 99 0 1 15 211
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 1 9 186
Diagnostic tests as residual analysis 1 2 6 84 1 5 25 229
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 0 78 1 3 13 99
Disecting the Cycle: A Methodological Investigation 1 3 6 1,273 1 6 34 2,382
Dissecting the Cycle 0 0 0 178 0 0 13 385
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 1 12 340
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 0 12 237
Econometric Analysis and Prediction of Recurrent Events 0 0 1 270 1 2 16 388
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 519 0 3 13 893
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 174 0 1 16 382
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 3 92 0 0 14 140
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 1 1 11 114
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 3 171 1 1 15 202
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 67 0 1 22 145
Estimation and Solution of Models with Expectations and Structural Changes 2 2 3 69 2 3 18 217
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 1 11 189
Extending an SVAR Model of the Australian Economy 0 0 0 488 0 1 13 853
Extracting, Using and Analysing Cyclical Information 1 1 3 341 1 3 36 769
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 1 2 9 3,047
Getting the ROC into Sync 0 0 0 21 1 1 10 55
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 29 0 0 11 52
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 1 1 47 1 5 11 77
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 1 2 9 419
Investigating Cycle Anatomy 0 0 2 29 0 1 12 77
Investigating the Relationship Between DSGE and SVAR Models 0 0 4 178 2 3 27 458
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 0 246 0 1 16 456
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 3 349 0 0 16 637
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 0 8 95
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 1 65 0 2 12 131
Knowing the Cycle 0 0 1 318 0 0 14 667
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 0 1 5 288
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 0 0 150 0 0 10 300
Macro-Econometric System Modelling @75 0 0 0 41 0 0 20 156
Macro-Econometric System Modelling @75 0 0 1 146 1 1 14 206
Making a Match: Combining Theory and Evidence in Policy-Oriented Macroeconomic Modelling 0 0 0 91 0 3 12 203
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 130 0 0 17 442
Measurement of Business Cycles 0 0 1 1,217 0 5 27 3,492
Modelling the Term Structure 0 0 0 2 0 0 7 663
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 1 174 1 2 11 404
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 0 5 468
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 6 259
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 2 2 11 211
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 1 3 13 228
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 2 3 8 375
Patterns and Their Uses 0 1 3 62 1 2 19 165
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 0 1 6 39 0 2 41 132
Recovering Stars in Macroeconomics 0 0 1 43 1 4 22 79
Recovering stars in macroeconomics 1 1 2 7 1 3 22 31
Resolving the Liquidity Effect 0 0 0 0 0 2 10 433
SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS 0 0 0 0 0 0 5 150
Seasonal Integration and the Evolving Seasonals Model 0 0 0 0 1 2 20 496
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 3 361 3 8 33 698
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 1 2 798 1 1 19 1,714
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 1 10 629
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 0 1 10 106
Some Econometric Analysis of Constructed Binary Time Series 0 0 0 121 0 3 11 384
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 0 6 1,111 0 3 55 2,090
Some Issues in Using VARs for Macroeconometric Research 0 1 3 586 0 2 12 831
Some Methods for Assessing the Need for Non-Linear Models in Business Cycle Analysis 0 0 0 47 2 3 11 135
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 16 402
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 0 15 86
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 0 1 11 439
Structural Models of the Liquidity Effect 0 0 0 0 1 1 11 451
Structural macro-econometric modelling in a policy environment 0 0 2 190 2 3 17 345
Structural macro-wconometric modelling in a policy environment 0 0 0 91 0 0 11 185
Synchronization of Cycles 1 1 5 254 2 3 17 968
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 0 3 32 631
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 359 0 1 10 820
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 2 2 14 999
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 2 14 319
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 4 261
The Getting of Macroeconomic Wisdom 0 0 0 116 1 1 11 296
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 5 19 76 669
The Phillips Curve in Australia 0 0 0 1,293 0 2 20 3,885
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 3 3 14 1,200
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 0 0 0 10 2 2 5 33
Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions 0 0 0 173 0 1 11 106
To Boost or Not to Boost? That is the Question 0 0 1 44 0 1 18 65
To Boost or Not to Boost? That is the Question 0 0 0 16 1 2 9 60
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 2 13 37
Too many shocks spoil the interpretation 0 0 0 87 0 3 11 197
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 1 3 6 1,347
Turning Point and Oscillatory Cycles 0 0 0 54 0 1 10 103
Two Stage and Related Estimators and Their Applications 1 1 1 215 1 1 15 619
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 5 241
Weak Instruments: A Guide to the Literature 0 0 0 258 0 1 12 339
What Will Take the Con Out of Econometrics? 0 0 0 171 1 4 22 877
Total Working Papers 10 20 100 18,482 65 192 1,603 52,566

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 2 8 284
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 1 31 0 3 19 115
A Note on the Extraction of Components from Time Series 0 0 0 31 2 2 7 143
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 0 11 25
A Simple Test for Heteroscedasticity and Random Coefficient Variation 6 25 124 2,258 21 69 361 7,174
A Structural VAR Model of the Australian Economy 0 3 9 74 0 5 27 154
A Survey of Some Recent Econometric Methods 0 0 1 233 0 2 11 498
A comparison of two business cycle dating methods 0 0 4 679 1 4 18 1,482
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 8 103
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 0 1 17 1,526
A note on the magnitude of risk premia 0 0 0 7 0 0 6 67
A simple framework for analysing bull and bear markets 3 6 41 1,173 5 28 164 3,618
A suggested framework for classifying the modes of cycle research 0 0 1 5 0 2 14 34
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 3 13 750
Alternative models for conditional stock volatility 0 0 1 932 2 2 26 2,218
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 0 12 83
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 1 1 15 361
Assessing the Variability of Inflation 0 0 0 29 0 0 8 161
Australian Stock Market Volatility: 1875–1987* 0 0 1 5 0 0 10 30
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 1 21 806
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 1 6 208
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 78 1 1 15 236
Consistency tests for heteroskedastic and risk models 0 0 0 25 0 2 15 191
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 0 0 16 0 0 6 74
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 3 121
Detecting Common Dynamics in Transitory Components 0 0 0 46 0 1 8 154
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 1 387 0 1 14 1,001
Dissecting the cycle: a methodological investigation 3 13 39 2,827 11 33 155 5,798
Do Markov-switching models capture nonlinearities in the data? 0 0 0 8 0 1 10 45
Econometric Issues in the Analysis of Regressions with Generated Regressors 15 44 110 1,671 27 96 280 3,813
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 0 19 0 3 21 94
Econometric analysis of structural systems with permanent and transitory shocks 0 0 3 210 0 0 18 477
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 7 75
Efficient estimation of models with composite disturbance terms 0 0 1 21 0 0 10 87
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 0 0 11 557
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 0 54 0 1 9 158
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 29 0 1 12 124
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 4 61
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors 0 0 0 33 0 0 4 107
Excess shocks can limit the economic interpretation 0 0 1 34 0 2 17 101
Extending a SVAR Model of the Australian Economy 0 0 1 193 1 3 26 517
Getting the ROC into Sync 0 0 0 6 2 3 9 28
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 1 90 0 0 16 453
How Reliable are ORANI Conclusions? 0 0 1 3 1 1 8 21
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 34 0 0 5 88
Investigating Some Issues Relating to Regime Matching 0 0 1 2 0 1 19 23
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 10 0 0 6 39
Learning About Models and Their Fit to Data 0 0 0 92 0 1 9 290
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 2 20 533
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 1 5 19
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 1 185 1 4 19 484
Mardi Dungey: 11 December 1966 – 12 January 2019 0 0 0 9 0 0 5 21
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 0 64 0 1 10 172
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 0 35 0 1 7 218
On the role of simulation in the statistical evaluation of econometric models 0 0 1 32 1 1 6 105
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms 0 0 0 26 0 1 5 107
Phillips curve inflation forecasts - comments 0 0 0 39 1 1 5 103
Policy, Theory, and the Cycle 0 0 0 0 0 0 12 216
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 0 0 1 53
Rejoinder to James Hamilton 0 0 4 124 0 0 25 309
Resolving the liquidity effect 0 0 2 43 0 0 10 126
Resolving the liquidity effect 0 0 1 133 0 1 14 327
Seasonal integration and the evolving seasonals model 0 0 1 59 0 0 8 190
Shocking Stories 0 0 0 16 0 2 10 77
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 6 12 573 1 12 81 1,522
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 1 2 9 110
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 60 1 1 7 140
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 1 9 204
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 1 198 0 1 16 465
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 0 0 12 231
Some uses of simulation in econometrics 0 0 0 6 0 1 8 52
Specification Testing of Markov Switching Models* 0 0 0 133 1 1 10 301
Specification of the Disturbance for Efficient Estimation-An Extended Analysis 0 0 0 7 0 1 4 81
Structural Models Of The Liquidity Effect 0 0 0 200 0 0 10 525
Synchronization of cycles 0 3 5 1,435 1 5 29 2,584
Testing for covariance stationarity in stock market data 0 0 0 156 0 0 7 453
Testing for duration dependence in economic cycles 0 0 0 107 0 1 12 390
The Econometric Analysis of Models with Risk Terms 0 0 1 238 1 4 16 691
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 1 1 4 541
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 38 0 0 7 148
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 0 2 6 88
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 12 35 127 4,818 29 93 325 15,442
The Phillips curve in Australia 0 0 0 266 1 3 23 1,083
The econometrics of financial markets 0 0 6 2,259 1 3 114 4,460
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 0 1 16 2 2 11 57
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 0 1 9 823
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 0 6 88
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 1 1 10 433
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 1 1 10 54
Two Stage and Related Estimators and Their Applications 0 0 0 200 0 1 16 512
Use '4Rs' criteria to assess papers 0 0 0 2 0 1 8 16
WHO'S AFRAID OF INFLATION? 0 0 1 6 0 1 3 33
Weak instruments (in Russian) 0 0 0 34 0 1 7 100
What Will Take the Con out of Econometrics? 0 0 2 189 1 4 17 560
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 24 0 0 5 103
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 0 8 271
Total Journal Articles 40 135 511 25,724 121 438 2,492 70,376
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 1 18 439
Nonparametric Econometrics 0 0 0 0 0 1 18 407
Nonparametric Econometrics 0 0 0 0 2 5 28 823
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 0 13 159
The Theory of Economic Policy 0 0 0 0 1 1 11 292
Total Books 0 0 0 142 3 8 88 2,120

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 13 113
Dynamic specification 0 1 6 747 0 1 24 1,904
Final Discussion 0 0 0 4 0 0 1 74
Overview 0 0 0 11 0 1 5 44
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 5 139 0 3 14 338
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 11 22
Total Chapters 0 2 11 916 0 5 68 2,495

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Statistics updated 2026-10-11