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 4 88 1 1 8 154
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 0 153 0 0 2 291
A suggested framework for classifying the modes of cycle research 0 0 1 60 0 0 2 130
ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY 0 0 0 2 0 1 2 1,214
Alternative Models For Conditional Stock Volatility 0 0 2 746 1 2 5 1,724
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 1 2 598
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 1 78 1 2 8 73
An econometric analysis of some models for constructed binary time series 0 0 0 77 1 1 3 230
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 2 4 83 0 3 6 113
Can Turkish Recessions Be Predicted? 0 0 0 151 0 0 1 330
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 0 89
Can We Predict Recessions? 0 1 2 338 0 1 3 446
Checking If the Straitjacket Fits 0 0 2 77 0 0 5 109
Checking if the Straitjacket Fits 0 0 3 14 0 0 9 33
Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model 0 0 2 99 2 3 5 196
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 0 1 177
Diagnostic tests as residual analysis 2 2 10 77 2 3 20 203
Discovering Stars: Problems in Recovering Latent Variables from Models 0 0 1 78 0 0 7 85
Disecting the Cycle: A Methodological Investigation 0 1 15 1,267 1 3 30 2,348
Dissecting the Cycle 0 0 1 178 0 1 2 372
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 1 2 3 326
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 1 4 225
Econometric Analysis and Prediction of Recurrent Events 0 0 0 269 0 0 0 372
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 0 1 518 0 0 2 880
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 0 0 1 173 0 0 1 366
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 1 1 2 103
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 0 1 126
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 0 1 168 1 1 6 187
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 0 0 4 122
Estimation and Solution of Models with Expectations and Structural Changes 0 0 1 66 0 2 8 194
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 1 1 3 178
Extending an SVAR Model of the Australian Economy 0 1 2 488 1 2 5 840
Extracting, Using and Analysing Cyclical Information 0 0 3 338 0 2 9 731
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 3 3,038
Getting the ROC into Sync 0 0 0 21 0 0 3 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 0 1 246 0 0 3 440
Implications of Partial Information for Applied Macroeconomic Modelling 0 1 2 29 0 1 2 41
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems 0 0 1 46 0 1 4 66
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 0 1 410
Investigating Cycle Anatomy 0 0 4 27 0 1 16 65
Investigating the Relationship Between DSGE and SVAR Models 1 1 13 173 4 8 30 430
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 0 346 1 1 5 621
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 1 2 85
Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 1 64 0 1 1 119
Knowing the Cycle 0 0 2 317 0 0 38 653
Limited Information Estimation and Evaluation of DSGE Models 0 0 0 135 1 1 1 283
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 0 1 1 149 0 1 2 288
Macro-Econometric System Modelling @75 0 0 1 145 0 0 1 192
Macro-Econometric System Modelling @75 0 0 1 41 0 0 3 136
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 0 1 190
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 0 5 1,216 0 0 8 3,465
Modelling the Term Structure 0 0 0 2 0 0 6 656
Monetary Transmission in an Emerging Targeter: The Case of Brazil 0 0 0 172 0 0 1 392
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 1 1 2 463
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 1 2 253
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 1 3 215
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 70 0 0 1 200
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 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 5 26 33 2 9 60 85
Recovering Stars in Macroeconomics 0 2 11 42 0 6 25 56
Recovering stars in macroeconomics 0 0 1 5 0 0 4 9
Resolving the Liquidity Effect 0 0 0 0 1 3 5 423
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 2 3 372
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 0 3 583 0 1 7 819
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 1 1 4 476
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 1 1 2 1,694
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 356 0 0 6 663
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 1 2 3 618
Some Consequences of Using "Measurement Error Shocks" When Estimating Time Series Models 0 0 0 85 0 1 4 96
Some Issues in Using Sign Restrictions for Identifying Structural VARs 3 4 24 1,103 5 6 35 2,030
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 2 386
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 1 1 2 71
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 47 0 0 1 124
Structural Macro-Econometric Modelling in a Policy Environment 0 0 0 228 0 2 4 428
Structural Models of the Liquidity Effect 0 0 0 0 0 1 1 440
Structural macro-econometric modelling in a policy environment 0 0 2 188 1 2 7 328
Structural macro-wconometric modelling in a policy environment 0 0 0 91 0 1 3 173
Synchronization of cycles 0 1 5 248 1 3 11 949
Testing for Heteroskedasticity 0 0 0 0 0 1 1 345
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach 0 0 4 330 0 3 9 597
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 0 1 358 0 0 8 809
The Econometric Analysis of Constructed Binary Time Series 0 0 0 356 1 1 1 985
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 0 0 0 110 0 0 1 305
The Econometric Analysis of Risk Terms 0 0 0 69 0 0 2 257
The Getting of Macroeconomic Wisdom 0 0 1 116 0 0 3 285
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 4 9 32 591
The Phillips Curve in Australia 0 0 2 1,293 2 2 5 3,865
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 1 2 1,186
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 1 2 7 173 2 3 14 95
To Boost or Not to Boost? That is the Question 0 0 3 16 1 2 11 51
To Boost or Not to Boost? That is the Question 0 1 3 43 1 3 15 47
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 0 1 24
Too many shocks spoil the interpretation 0 0 0 87 1 2 10 185
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 2 1,340
Turning Point and Oscillatory Cycles 1 1 2 54 1 1 4 93
Two Stage and Related Estimators and Their Applications 0 0 2 214 0 0 3 604
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 1 236
Weak Instruments: A Guide to the Literature 0 0 0 258 0 0 1 327
What Will Take the Con Out of Econometrics? 0 0 0 171 0 1 3 855
Total Working Papers 9 27 190 18,371 48 125 631 50,910

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 1 1 1 276
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 1 5 30 0 4 13 96
A Note on the Extraction of Components from Time Series 0 0 1 31 0 0 1 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 0 2 14
A Simple Test for Heteroscedasticity and Random Coefficient Variation 4 19 89 2,130 20 67 226 6,795
A Structural VAR Model of the Australian Economy 1 2 17 65 2 6 27 126
A Survey of Some Recent Econometric Methods 0 0 1 232 1 1 3 487
A comparison of two business cycle dating methods 0 0 8 675 0 1 19 1,464
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 1 1 95
A multivariate latent factor decomposition of international bond yield spreads 0 0 2 520 1 1 5 1,509
A note on the magnitude of risk premia 0 0 0 7 0 0 2 61
A simple framework for analysing bull and bear markets 3 8 29 1,127 9 24 87 3,443
A suggested framework for classifying the modes of cycle research 0 0 0 393 0 0 2 736
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 0 2 20
Alternative models for conditional stock volatility 0 1 7 931 4 7 25 2,191
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 17 0 0 0 69
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 1 346
Assessing the Variability of Inflation 0 0 0 29 1 5 6 153
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 1 2 4 20
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 1 3 785
Comment on Poirier: Dogma or Doubt? 0 0 0 16 0 1 2 202
Commentary on \\"An estimated DSGE model for the United Kingdom\\" 0 0 1 77 0 1 3 221
Consistency tests for heteroskedastic and risk models 0 0 0 25 1 1 1 176
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 1 1 4 16 2 3 8 68
Cycles and their important shocks: completing the investigation 0 1 3 3 0 2 18 18
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 2 2 5 118
Detecting Common Dynamics in Transitory Components 0 0 0 46 1 1 2 146
Diagnostic Tests for Models Based on Individual Data: A Survey 0 0 3 386 0 0 5 986
Dissecting the cycle: a methodological investigation 2 15 47 2,785 8 56 137 5,637
Do Markov-switching models capture nonlinearities in the data? 0 0 1 8 0 0 1 35
Econometric Issues in the Analysis of Regressions with Generated Regressors 3 5 28 1,557 11 22 63 3,525
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 0 3 19 0 1 4 73
Econometric analysis of structural systems with permanent and transitory shocks 0 0 4 207 0 2 10 459
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 1 77
Estimating The Density Tail Index For Financial Time Series 0 0 0 253 0 0 2 546
Estimating predictions, prediction errors and their standard deviations using constructed variables 0 0 1 54 0 2 4 149
Estimation and Solution of Models with Expectations and Structural Changes 0 0 2 27 1 2 8 111
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 1 1 103
Excess shocks can limit the economic interpretation 0 0 4 33 2 3 13 83
Extending a SVAR Model of the Australian Economy 0 0 1 192 1 4 11 491
Getting the ROC into Sync 0 0 3 6 0 1 9 19
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 0 1 3 437
How Reliable are ORANI Conclusions? 0 0 0 2 0 2 5 13
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 1 1 34 0 3 4 83
Investigating Some Issues Relating to Regime Matching 0 1 1 1 1 4 4 4
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 2 9 0 3 5 32
Learning About Models and Their Fit to Data 0 1 1 92 0 1 2 281
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 1 2 512
Limited information estimation and evaluation of DSGE models 0 0 0 1 0 1 3 14
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 0 2 184 1 1 6 465
Mardi Dungey: 11 December 1966 – 12 January 2019 0 1 4 9 0 2 5 16
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 1 2 211
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 1 1 102
Phillips curve inflation forecasts - comments 0 0 0 39 0 0 1 98
Policy, Theory, and the Cycle 0 0 0 0 0 0 1 204
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 1 170
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 0 0 2 120 0 0 7 284
Resolving the liquidity effect 1 1 3 132 1 1 5 313
Resolving the liquidity effect 1 1 3 41 1 1 7 116
Seasonal integration and the evolving seasonals model 0 0 0 58 2 2 2 181
Shocking Stories 0 0 5 16 0 0 6 67
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 3 5 15 560 8 13 46 1,435
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 1 3 101
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 1 60 0 0 6 133
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 0 42 0 0 2 195
Some identification and estimation results for regression models with stochastically varying coefficients 1 2 3 197 1 2 5 449
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 0 92 0 0 1 218
Some uses of simulation in econometrics 0 0 0 6 0 0 1 44
Specification Testing of Markov Switching Models* 1 1 2 133 1 2 4 291
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 1 200 0 3 4 515
Synchronization of cycles 1 3 12 1,429 1 5 17 2,553
Testing for covariance stationarity in stock market data 0 0 0 156 1 1 1 446
Testing for duration dependence in economic cycles 0 0 0 107 0 0 5 378
The Econometric Analysis of Models with Risk Terms 0 0 0 237 1 1 2 674
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 1 2 537
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey 0 0 1 37 1 1 2 141
The LIML and Related Estimators of an Equation with Moving Average Disturbances 0 0 0 10 1 2 3 82
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 10 22 100 4,689 19 57 246 15,107
The Phillips curve in Australia 0 1 1 266 1 5 11 1,059
The econometrics of financial markets 1 1 7 2,253 2 5 22 4,344
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 1 2 5 15 1 2 9 46
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 2 4 13 814
Time Series Behaviour and Dynamic Specification 0 0 0 0 0 1 1 82
Towards an Understanding of Some Business Cycle Characteristics 0 0 0 101 0 0 2 423
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 0 16 0 1 8 43
Two Stage and Related Estimators and Their Applications 0 0 0 199 1 4 6 495
Use '4Rs' criteria to assess papers 0 0 0 2 0 0 2 8
WHO'S AFRAID OF INFLATION? 0 0 0 5 0 0 1 30
Weak instruments (in Russian) 0 0 0 34 0 0 1 93
What Will Take the Con out of Econometrics? 0 0 0 187 0 2 5 543
What is a good macroeconomic model for a central bank to use? panel discussion 1 2 2 24 1 2 3 98
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 0 2 263
Total Journal Articles 35 100 438 25,193 117 366 1,247 67,823
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 0 1 420
Nonparametric Econometrics 0 0 0 0 0 2 22 794
Nonparametric Econometrics 0 0 0 0 1 2 8 388
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 0 2 5 145
The Theory of Economic Policy 0 0 0 0 1 1 2 280
Total Books 0 0 0 142 2 7 38 2,027

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 1 100
Dynamic specification 1 1 7 741 1 2 15 1,880
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 0 2 39
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 0 1 4 134 0 2 11 324
The Getting of Macroeconomic Wisdom 0 0 0 0 0 3 3 11
Total Chapters 1 2 11 905 1 8 32 2,427

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05