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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 7 84 0 0 13 146
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation 0 0 1 153 0 0 3 289
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 2 1,212
Alternative Models For Conditional Stock Volatility 0 0 0 744 0 0 4 1,719
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 322 0 1 1 597
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? 0 0 2 77 0 1 5 66
An econometric analysis of some models for constructed binary time series 0 0 0 77 1 1 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 1 8 80 0 1 12 108
Can Turkish Recessions Be Predicted? 0 0 0 151 0 0 0 329
Can Turkish Recessions be Predicted? 0 0 0 58 0 0 1 89
Can We Predict Recessions? 0 0 3 336 0 0 5 443
Checking if the Straitjacket Fits 0 1 2 12 3 6 7 30
Checking if the straitjacket fits 0 0 2 75 0 0 3 104
Critically assessing estimated DSGE models: A case study of a multi-sector model 0 1 4 98 0 1 5 192
Detecting Common Dynamics in Transitory Components 0 0 0 81 0 1 2 177
Diagnostic tests as residual analysis 3 4 9 71 3 8 20 191
Discovering Stars: Problems in Recovering Latent Variables from Models 0 1 4 78 0 2 8 80
Disecting the Cycle: A Methodological Investigation 0 6 17 1,258 2 11 39 2,329
Dissecting the Cycle 0 1 1 178 0 1 1 371
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES 0 0 0 0 0 0 1 323
Econometric Analysis and Prediction of Recurrent Events 0 0 0 71 0 1 2 222
Econometric Analysis and Prediction of Recurrent Events 0 0 1 269 0 0 2 372
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks 0 1 5 518 0 1 8 879
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 1 1 1 173 1 1 3 366
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 41 0 0 0 101
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables 0 0 0 89 0 0 1 125
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables 0 1 2 168 1 4 7 185
Estimation and Solution of Models with Expectations and Structural Changes 0 1 6 66 0 1 10 187
Estimation and Solution of Models with Expectations and Structural Changes 0 1 1 66 0 1 2 119
Estimation and Solution of Models with Expectations and Structural Changes 0 0 0 63 0 0 0 175
Extending an SVAR Model of the Australian Economy 1 1 6 487 2 2 7 837
Extracting, Using and Analysing Cyclical Information 0 0 2 335 1 1 8 723
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 21 1 3 10 45
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS 0 1 2 246 0 1 4 438
Implications of Partial Information for Applied Macroeconomic Modelling 0 0 0 27 0 0 1 39
Implications of partial information for econometric modeling of macroeconomic systems 0 0 2 45 0 0 3 62
Inventories, Fluctuations and Business Cycles. Working paper #4 0 0 0 186 0 0 1 409
Investigating Cycle Anatomy 0 2 12 25 4 10 31 59
Investigating the Relationship Between DSGE and SVAR Models 1 2 20 162 2 5 30 405
Issues in Adopting DSGE Models for Use in the Policy Process 0 0 2 346 0 0 3 616
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 0 0 33 0 1 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 0 4 315 7 25 29 640
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 0 0 286
Macro-Econometric System Modelling @75 0 0 1 144 0 0 1 191
Macro-Econometric System Modelling @75 0 0 1 40 0 1 3 134
Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling 0 0 0 91 0 1 4 190
Making a match: combining theory and evidence in policy-oriented macroeconomic modelling 0 1 1 130 1 2 4 425
Measurement of Business Cycles 2 3 12 1,214 2 4 27 3,461
Modelling the Term Structure 0 0 0 2 0 0 0 650
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 70 0 0 0 199
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 235 0 1 1 462
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 104 0 0 0 251
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables 0 0 0 67 0 0 0 212
POST-SAMPLE PREDICTION TESTS FOR GENERALIZED METHOD OF MOMENT ESTIMATORS 0 0 0 0 0 0 1 366
Patterns and Their Uses 0 0 1 59 0 1 2 146
Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression 2 10 17 17 6 20 45 45
Recovering Stars in Macroeconomics 1 4 9 35 1 7 25 38
Recovering stars in macroeconomics 0 0 3 4 0 1 5 6
Resolving the Liquidity Effect 0 0 0 0 0 0 0 418
SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES 0 0 0 121 0 0 1 369
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 1 2 4 582 1 2 8 814
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 0 0 472
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 796 0 0 6 1,692
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 1 2 356 0 4 9 661
Simulation Based Estimation of Some Factor Models in Econometrics 0 0 0 3 0 0 0 615
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 9 25 1,088 2 10 36 2,005
Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting 0 0 0 162 0 0 1 384
Some consequences of using "measurement error shocks" when estimating time series models 0 0 0 85 1 2 3 94
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 0 27 0 0 1 69
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 5 425
Structural Models of the Liquidity Effect 0 0 0 0 0 0 1 439
Structural macro-econometric modelling in a policy environment 0 0 3 186 0 2 9 323
Structural macro-wconometric modelling in a policy environment 0 0 2 91 0 0 2 170
Synchronization of cycles 0 0 4 243 0 0 14 938
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 1 2 6 328 1 2 10 590
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 1 1 1 358 1 7 18 808
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 0 0 304
The Econometric Analysis of Risk Terms 0 0 0 69 1 1 2 256
The Getting of Macroeconomic Wisdom 0 1 2 116 0 2 3 284
The Lagrange multiplier test and its applications to model specification in econometrics 0 0 0 0 1 7 48 566
The Phillips Curve in Australia 0 1 1 1,292 0 1 3 3,861
The Rise and Fall and Rise... of the Business Cycle 0 0 0 0 0 0 1 1,184
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle 1 1 1 10 1 1 1 28
Three questions regarding impulse responses and their interpretation found from sign restrictions 0 3 6 169 0 4 10 85
To Boost or Not to Boost? That is the Question 0 0 5 13 0 0 16 40
To Boost or Not to Boost? That is the Question 0 1 4 41 1 4 15 36
Too Many Shocks Spoil the Interpretation 0 0 0 52 0 0 3 23
Too many shocks spoil the interpretation 0 0 2 87 0 3 8 178
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 2 1,338
Turning point and oscillatory cycles 0 1 1 53 1 2 4 91
Two Stage and Related Estimators and Their Applications 1 1 2 213 1 1 3 602
USTRALIAN STOCK MARKET VOLATILITY: 1875-1987 0 0 0 0 0 0 1 235
Weak Instruments: A Guide to the Literature 0 0 1 258 0 0 1 326
What Will Take the Con Out of Econometrics? 0 0 1 171 1 1 6 853
Total Working Papers 17 68 249 18,249 52 186 670 50,465

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 3 275
A Method for Working with Sign Restrictions in Structural Equation Modelling 0 0 2 25 0 0 2 83
A Note on the Extraction of Components from Time Series 1 1 1 31 1 1 2 136
A Short‐Run Econometric Model of the Japanese Wool Textile Industry 0 0 0 1 0 1 1 13
A Simple Test for Heteroscedasticity and Random Coefficient Variation 11 31 136 2,072 21 58 309 6,627
A Structural VAR Model of the Australian Economy 1 1 21 49 1 2 40 101
A Survey of Some Recent Econometric Methods 0 0 5 231 0 0 11 484
A comparison of two business cycle dating methods 0 2 5 669 1 5 18 1,450
A further result on the sign of restricted least-squares estimates 0 0 1 18 0 0 2 94
A multivariate latent factor decomposition of international bond yield spreads 0 1 2 519 0 2 4 1,506
A note on the magnitude of risk premia 0 0 0 7 0 1 1 60
A simple framework for analysing bull and bear markets 4 13 35 1,111 6 26 88 3,382
A suggested framework for classifying the modes of cycle research 0 0 0 4 0 1 6 19
A suggested framework for classifying the modes of cycle research 0 0 0 393 1 1 4 735
Alternative models for conditional stock volatility 2 2 9 926 2 5 27 2,171
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 3 17 0 0 7 69
An Econometric Analysis of Some Models for Constructed Binary Time Series 0 0 0 144 0 0 2 345
Assessing the Variability of Inflation 0 0 1 29 0 0 3 147
Australian Stock Market Volatility: 1875–1987* 0 0 0 4 0 1 1 17
Calibration and Econometric Research: An Overview: Introduction 0 0 0 406 0 0 1 782
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 1 175
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model 0 1 1 13 0 2 5 62
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez 0 0 0 11 0 0 0 113
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 1 384 0 1 1 982
Dissecting the cycle: a methodological investigation 3 15 56 2,753 10 38 144 5,538
Do Markov-switching models capture nonlinearities in the data? 0 0 0 7 0 0 1 34
Econometric Issues in the Analysis of Regressions with Generated Regressors 0 3 15 1,532 0 10 35 3,472
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables 0 2 4 18 0 2 5 71
Econometric analysis of structural systems with permanent and transitory shocks 0 1 6 204 1 4 16 453
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 76
Estimating The Density Tail Index For Financial Time Series 0 0 1 253 0 0 3 544
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 1 4 26 0 2 19 105
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 1 102
Excess shocks can limit the economic interpretation 0 1 8 30 0 3 20 73
Extending a SVAR Model of the Australian Economy 0 1 2 192 3 5 12 485
Getting the ROC into Sync 0 1 4 4 0 2 12 12
Heteroscedasticity in Models with Lagged Dependent Variables 0 0 0 89 0 1 2 435
How Reliable are ORANI Conclusions? 0 0 0 2 0 2 2 10
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES 0 0 0 33 0 0 0 79
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change 0 1 1 8 0 1 1 28
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 1 1 12
Limited information estimation and evaluation of DSGE models 0 0 0 213 0 0 1 510
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling 0 1 2 183 1 2 4 461
Mardi Dungey: 11 December 1966 – 12 January 2019 0 1 1 6 0 1 1 12
Methods for assessing the impact of financial effects on business cycles in macroeconometric models 0 0 1 64 0 1 3 162
On the inconsistency of the MLE in certain heteroskedastic regression models 0 0 1 35 0 0 1 209
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 1 1 98
Policy, Theory, and the Cycle 0 0 0 0 0 1 2 204
Post-Sample Prediction Tests for Generalized Method of Moments Estimators 0 0 0 0 0 0 2 169
Rational and polynomial lags: The finite connection 0 0 0 8 0 0 0 52
Rejoinder to James Hamilton 0 0 0 118 0 1 1 278
Resolving the liquidity effect 0 0 1 129 0 0 1 308
Resolving the liquidity effect 1 1 2 39 2 2 5 111
Seasonal integration and the evolving seasonals model 0 0 0 58 0 0 0 179
Shocking Stories 1 2 2 13 2 3 6 64
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 3 6 12 551 5 19 40 1,408
Some Simulation Studies of Nonparametric Estimators 0 0 0 0 0 0 1 98
Some consequences of viewing LIML as an iterated Aitken estimator 0 0 0 59 2 2 5 129
Some experiments in constructing a hybrid model for macroeconomic analysis 0 0 1 42 1 1 4 194
Some identification and estimation results for regression models with stochastically varying coefficients 0 0 3 194 1 2 5 446
Some methods for assessing the need for non-linear models in business cycle analysis 0 0 2 92 0 0 6 217
Some uses of simulation in econometrics 0 0 0 6 0 1 1 44
Specification Testing of Markov Switching Models* 0 0 0 131 0 0 0 287
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 0 1 199 0 0 3 511
Synchronization of cycles 2 5 30 1,422 2 6 45 2,542
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 1 1 374
The Econometric Analysis of Models with Risk Terms 0 0 1 237 0 0 3 672
The Econometrics of the New Keynesian Policy Model: Introduction 0 0 0 255 0 0 2 535
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 0 0 1 79
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics 8 31 100 4,620 17 69 234 14,930
The Phillips curve in Australia 0 0 1 265 1 1 6 1,049
The econometrics of financial markets 1 1 10 2,247 2 5 26 4,327
Three Basic Issues that Arise when Using Informational Restrictions in SVARs 0 2 6 12 0 3 11 40
Three Econometric Methodologies: A Critical Appraisal 0 0 0 0 2 2 12 803
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 0 0 421
Turning point and oscillatory cycles: Concepts, measurement, and use 0 0 1 16 0 2 4 37
Two Stage and Related Estimators and Their Applications 0 0 1 199 0 0 5 489
Use '4Rs' criteria to assess papers 0 0 0 2 1 1 2 7
WHO'S AFRAID OF INFLATION? 0 0 1 5 0 0 1 29
Weak instruments (in Russian) 0 0 1 34 0 0 1 92
What Will Take the Con out of Econometrics? 0 0 3 187 0 2 7 540
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 107 0 1 1 262
What is a good macroeconomic model for a central bank to use? panel discussion 0 0 0 22 0 0 0 95
Total Journal Articles 38 129 508 24,884 86 308 1,269 66,884
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
Nonparametric Econometrics 0 0 0 0 0 2 20 382
Nonparametric Econometrics 0 0 0 0 0 4 32 776
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance 0 0 0 0 1 2 10 142
The Theory of Economic Policy 0 0 0 0 0 0 7 278
Total Books 0 0 0 0 1 8 69 1,578
1 registered items for which data could not be found

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 21 735 0 4 41 1,869
Final Discussion 0 0 0 4 0 0 0 73
Overview 0 0 0 11 0 1 2 38
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach 2 2 3 132 2 5 7 318
The Getting of Macroeconomic Wisdom 0 0 0 0 0 0 0 8
Total Chapters 2 3 24 897 2 10 50 2,405

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Statistics updated 2024-12-04