adrian rodney pagan
Names
first: |
adrian |
middle: |
rodney |
last: |
pagan |
Identifer
Contact
postal address: |
School of Economics
Faculty of Arts and Social Sciences
Merewether Building (H04)
The University of Sydney | NSW | 2006
Australia |
Affiliations
-
University of Sydney
/ Faculty of Arts and Social Sciences
/ School of Economics (weight: 90%)
-
Australian National University
/ Crawford School of Public Policy
/ Centre for Applied Macroeconomic Analysis (CAMA) (weight: 10%)
Research profile
author of:
- Econometric Analysis and Prediction of Recurrent Events (RePEc:aah:create:2011-33)
by Adrian Pagan & Don Harding - What Will Take the Con out of Econometrics? (RePEc:aea:aecrev:v:75:y:1985:i:3:p:293-307)
by McAleer, Michael & Pagan, Adrian R & Volker, Paul A - Sign Restrictions in Structural Vector Autoregressions: A Critical Review (RePEc:aea:jeclit:v:49:y:2011:i:4:p:938-60)
by Renée Fry & Adrian Pagan - Comment on Poirier: Dogma or Doubt? (RePEc:aea:jecper:v:2:y:1988:i:1:p:153-58)
by Pagan, Adrian - Fiscal Policy And The Current Account: Historical, Theoretical And Policy Perspectives, And "Twin Deficit" And The Australian Models Comments On A Conference (RePEc:auu:dpaper:222)
by Nguyen, D.T. & Pagan, A. - The Rise and Fall and Rise ... of the Business Cycle (RePEc:auu:dpaper:349)
by Pagan, A. - The Getting of Macroeconomic Wisdom (RePEc:auu:dpaper:412)
by Adrian Pagan - An Econometric Analysis of Some Models for Constructed Binary Time Series (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:86-95)
by Harding, Don & Pagan, Adrian - A Generalised Approach to the Treatment of Autocorrelation (RePEc:bla:ausecp:v:13:y:1974:i:23:p:267-80)
by Pagan, Adrian - Towards an Understanding of Some Business Cycle Characteristics (RePEc:bla:ausecr:v:30:y:1997:i:1:p:1-15)
by Adrian Pagan - The Short-run Demand for Transactions Balances in Australia (RePEc:bla:econom:v:48:y:1981:i:192:p:381-95)
by Pagan, Adrian R & Volker, Paul A - Who'S Afraid Of Inflation? (RePEc:bla:econpa:v:2:y:1983:i:4:p:79-93)
by Adrian Pagan - A Short-Run Econometric Model of the Japanese Wool Textile Industry (RePEc:bla:ecorec:v:55:y:1979:i:151:p:317-27)
by Carland, D J & Pagan, A R - A Short‐Run Econometric Model of the Japanese Wool Textile Industry (RePEc:bla:ecorec:v:55:y:1979:i:4:p:317-327)
by D. J. Carland & A. R. Pagan - How Reliable are ORANI Conclusions? (RePEc:bla:ecorec:v:63:y:1987:i:1:p:33-45)
by A. R. Pagan & J. H. Shannon - How Reliable Are ORAN I Conclusions? (RePEc:bla:ecorec:v:63:y:1987:i:180:p:33-45)
by Pagan, A R & Shannon, J H - Australian Stock Market Volatility: 1875–1987 (RePEc:bla:ecorec:v:69:y:1993:i:2:p:163-178)
by P. Kearns & A.R. Pagan - Australian Stock Market Volatility: 1875-1987 (RePEc:bla:ecorec:v:69:y:1993:i:205:p:163-78)
by Kearns, P & Pagan, A R - A Structural VAR Model of the Australian Economy (RePEc:bla:ecorec:v:76:y:2000:i:235:p:321-342)
by Mardi Dungey & Adrian Pagan - A Structural VAR Model of the Australian Economy (RePEc:bla:ecorec:v:76:y:2000:i:235:p:321-42)
by Dungey, Mardi & Pagan, Adrian - Extending a SVAR Model of the Australian Economy (RePEc:bla:ecorec:v:85:y:2009:i:268:p:1-20)
by Mardi Dungey & Adrian Pagan - Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model (RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371)
by Xianglong Liu & Adrian R. Pagan & Tim Robinson - Three Econometric Methodologies: A Critical Appraisal (RePEc:bla:jecsur:v:1:y:1987:i:1:p:3-24)
by Pagan, Adrian - Shocking Stories (RePEc:bla:jecsur:v:12:y:1998:i:5:p:507-32)
by Levtchenkova, S & Pagan, A R & Robertson, J C - Shocking Stories (RePEc:bla:jecsur:v:12:y:1998:i:5:p:507-532)
by S. Levtchenkova & A. R. Pagan & J. C. Robertson - Turning point and oscillatory cycles: Concepts, measurement, and use (RePEc:bla:jecsur:v:35:y:2021:i:4:p:977-1006)
by Mariano Kulish & Adrian Pagan - Time Series Behaviour and Dynamic Specification (RePEc:bla:obuest:v:47:y:1985:i:3:p:199-211)
by Pagan, Adrian - Post-Sample Prediction Tests for Generalized Method of Moments Estimators (RePEc:bla:obuest:v:51:y:1989:i:3:p:333-43)
by Hoffman, Dennis L & Pagan, Adrian R - Specification Testing of Markov Switching Models (RePEc:bla:obuest:v:65:y:2003:i:s1:p:703-725)
by Robert Breunig & Serinah Najarian & Adrian Pagan - The Econometrics of the New Keynesian Policy Model: Introduction (RePEc:bla:obuest:v:66:y:2004:i:s1:p:581-607)
by S. G. B Henry & A. R. Pagan - A Method for Working with Sign Restrictions in Structural Equation Modelling (RePEc:bla:obuest:v:78:y:2016:i:5:p:605-622)
by Sam Ouliaris & Adrian Pagan - Three Basic Issues that Arise when Using Informational Restrictions in SVARs (RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20)
by Sam Ouliaris & Adrian Pagan - Detecting Common Dynamics in Transitory Components (RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3)
by Christensen Timothy & Hurn Stan & Pagan Adrian - On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:cam:camdae:0662)
by Pagan, A. & Pesaran, M.H. - On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:cam:camdae:0704)
by Pagan, A. & Pesaran, M.H. - On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:ces:ceswps:_1924)
by Adrian Pagan & M. Hashem Pesaran - The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach (RePEc:chb:bcchsb:v16c05pp105-144)
by Luis A.V. Catão & Adrian Pagan - The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach (RePEc:chb:bcchwp:579)
by Luis Catão & Adrian Pagan - CNB Economic Research Bulletin: Inflation Targeting and DSGE Models (RePEc:cnb:ocpubv:rb06/2)
by Juraj Antal & Frantisek Brazdik & Jan Bruha & Martin Fukac & Adrian Pagan & Jiri Podpiera & Stanislav Polak & Yuliya Rychalovska - Issues in Adopting DSGE Models for Use in the Policy Process (RePEc:cnb:wpaper:2006/6)
by Martin Fukac & Adrian Pagan - The Lagrange multiplier test and its applications to model specification in econometrics (RePEc:cor:louvrp:412)
by Breusch, T.S. & Pagan, A.R. - Some identification and estimation results for regression models with stochastically varying coefficients (RePEc:cor:louvrp:413)
by PAGAN, Adrian - Estimation and Solution of Models with Expectations and Structural Changes (RePEc:cpm:dynare:034)
by Kulish, Mariano & Pagan, Adrian - The Econometric Analysis of Risk Terms (RePEc:cpr:ceprdp:127)
by Pagan, Adrian & Ullah, Aman - Checking if the Straitjacket Fits (RePEc:cpr:ceprdp:14140)
by Wickens, Michael R. & Pagan, Adrian - What Will Take the Con Out of Econometrics? (RePEc:cpr:ceprdp:39)
by McAleer, Michael & Pagan, Adrian - The Theory of Economic Policy (RePEc:cup:cbooks:9780521070225)
by Preston,A. J. & Pagan,A. R. - Nonparametric Econometrics (RePEc:cup:cbooks:9780521355643)
by Pagan,Adrian & Ullah,Aman - Nonparametric Econometrics (RePEc:cup:cbooks:9780521586115)
by Pagan,Adrian & Ullah,Aman - 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 (RePEc:cup:etheor:v:6:y:1990:i:02:p:273-281_00)
by Pagan, A.R. - Inventories, Fluctuations, And Goods Sector Cycles (RePEc:cup:macdyn:v:17:y:2013:i:01:p:89-122_00)
by Maccini, Louis J. & Pagan, Adrian - Two Stage and Related Estimators and Their Applications (RePEc:cwl:cwldpp:741)
by Adrian Pagan - A Survey of Some Recent Econometric Methods (RePEc:ecj:econjl:v:99:y:1989:i:398:p:962-1025)
by Pagan, Adrian R & Wickens, M R - Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting (RePEc:ecm:ausm04:284)
by A. Pagan & J. Engel & D. Haugh - A Note on the Extraction of Components from Time Series (RePEc:ecm:emetrp:v:43:y:1975:i:1:p:163-68)
by Pagan, Adrian R - Specification of the Disturbance for Efficient Estimation-An Extended Analysis (RePEc:ecm:emetrp:v:45:y:1977:i:1:p:211-17)
by Nicholls, D F & Pagan, A R - A Simple Test for Heteroscedasticity and Random Coefficient Variation (RePEc:ecm:emetrp:v:47:y:1979:i:5:p:1287-94)
by Breusch, T S & Pagan, A R - Heteroscedasticity in Models with Lagged Dependent Variables (RePEc:ecm:emetrp:v:51:y:1983:i:4:p:1233-42)
by Nicholls, D F & Pagan, A R - Disecting the Cycle: A Methodological Investigation (RePEc:ecm:wc2000:1164)
by Don Harding & Adrian Pagan - Testing for duration dependence in economic cycles (RePEc:ect:emjrnl:v:7:y:2004:i:2:p:528-549)
by Jonathan Ohn & Larry W. Taylor & Adrian Pagan - Some experiments in constructing a hybrid model for macroeconomic analysis (RePEc:eee:crcspp:v:49:y:1998:i::p:113-142)
by McKibbin, Warwick J. & Pagan, Adrian R. & Robertson, John C. - A comparison of two business cycle dating methods (RePEc:eee:dyncon:v:27:y:2003:i:9:p:1681-1690)
by Harding, Don & Pagan, Adrian - Rejoinder to James Hamilton (RePEc:eee:dyncon:v:27:y:2003:i:9:p:1695-1698)
by Harding, Don & Pagan, Adrian - Econometric analysis of structural systems with permanent and transitory shocks (RePEc:eee:dyncon:v:32:y:2008:i:10:p:3376-3395)
by Pagan, A.R. & Pesaran, M. Hashem - Dynamic specification (RePEc:eee:ecochp:2-18)
by Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis - Some consequences of viewing LIML as an iterated Aitken estimator (RePEc:eee:ecolet:v:3:y:1979:i:4:p:369-372)
by Pagan, Adrian - Testing for covariance stationarity in stock market data (RePEc:eee:ecolet:v:33:y:1990:i:2:p:165-170)
by Pagan, Adrian R. & Schwert, G. William - Efficient estimation of models with composite disturbance terms (RePEc:eee:econom:v:1:y:1973:i:4:p:329-340)
by Pagan, Adrian - 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) (RePEc:eee:econom:v:1:y:1973:i:4:p:402-403)
by Pagan, Adrian - Some identification and estimation results for regression models with stochastically varying coefficients (RePEc:eee:econom:v:13:y:1980:i:3:p:341-363)
by Pagan, Adrian - Synchronization of cycles (RePEc:eee:econom:v:132:y:2006:i:1:p:59-79)
by Harding, Don & Pagan, Adrian - Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling (RePEc:eee:econom:v:136:y:2007:i:2:p:565-594)
by Kapetanios, G. & Pagan, A. & Scott, A. - Estimating predictions, prediction errors and their standard deviations using constructed variables (RePEc:eee:econom:v:24:y:1984:i:3:p:293-310)
by Pagan, A. R. & Nicholls, D. F. - A further result on the sign of restricted least-squares estimates (RePEc:eee:econom:v:32:y:1986:i:2:p:287-290)
by McAleer, Michael & Pagan, Adrian & Visco, Ignazio - On the role of simulation in the statistical evaluation of econometric models (RePEc:eee:econom:v:40:y:1989:i:1:p:125-139)
by Pagan, Adrian - Alternative models for conditional stock volatility (RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290)
by Pagan, Adrian R. & Schwert, G. William - Rational and polynomial lags : The finite connection (RePEc:eee:econom:v:8:y:1978:i:2:p:247-254)
by Pagan, Adrian - Excess shocks can limit the economic interpretation (RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000599)
by Pagan, Adrian & Robinson, Tim - The econometrics of financial markets (RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102)
by Pagan, Adrian - Seasonal integration and the evolving seasonals model (RePEc:eee:intfor:v:13:y:1997:i:3:p:329-340)
by Hylleberg, S. & Pagan, A. R. - Some methods for assessing the need for non-linear models in business cycle analysis (RePEc:eee:intfor:v:21:y:2005:i:4:p:651-662)
by Engel, J. & Haugh, D. & Pagan, A. - A note on the magnitude of risk premia (RePEc:eee:jimfin:v:7:y:1988:i:1:p:109-110)
by Pagan, Adrian - Methods for assessing the impact of financial effects on business cycles in macroeconometric models (RePEc:eee:jmacro:v:41:y:2014:i:c:p:94-106)
by Pagan, Adrian & Robinson, Tim - Some uses of simulation in econometrics (RePEc:eee:matcom:v:48:y:1999:i:4:p:341-349)
by Pagan, Adrian - Do Markov-switching models capture nonlinearities in the data? (RePEc:eee:matcom:v:64:y:2004:i:3:p:401-407)
by Breunig, Robert V & Pagan, Adrian R - The Phillips curve in Australia (RePEc:eee:moneco:v:44:y:1999:i:2:p:223-258)
by Gruen, David & Pagan, Adrian & Thompson, Christopher - Dissecting the cycle: a methodological investigation (RePEc:eee:moneco:v:49:y:2002:i:2:p:365-381)
by Harding, Don & Pagan, Adrian - Synchronization of cycles (RePEc:een:camaaa:2004-03)
by Don Harding & Adrian Pagan - A suggested framework for classifying the modes of cycle research (RePEc:een:camaaa:2004-05)
by Don Harding & Adrian Pagan - Some methods for assessing the need for non-linear models in business cycle analysis (RePEc:een:camaaa:2004-07)
by James Engel & David Haugh & Adrian Pagan - Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling (RePEc:een:camaaa:2005-01)
by G. Kapetanios & A. Pagan & A. Scott - Some Econometric Analysis Of Constructed Binary Time Series (RePEc:een:camaaa:2005-07)
by Adrian Pagan - Some Issues In Using Vars For Macroeconometric Research (RePEc:een:camaaa:2005-19)
by Renee Fry & Adrian Pagan - Issues In Adopting Dsge Models For Use In The Policy Process (RePEc:een:camaaa:2006-10)
by Martin Fukac & Adrian Pagan - An econometric analysis of some models for constructed binary time series (RePEc:een:camaaa:2009-08)
by Don Harding & Adrian Pagan - Sign Restrictions in Structural Vector Autoregressions: A Critical Review (RePEc:een:camaaa:2010-22)
by Renee Fry & Adrian Pagan - Macro-Econometric System Modelling @75 (RePEc:een:camaaa:2013-67)
by Tony Hall & Jan Jacobs & Adrian Pagan - Estimation and Solution of Models with Expectations and Structural Changes (RePEc:een:camaaa:2014-15)
by Mariano Kulish & Adrian Pagan - Some consequences of using "measurement error shocks" when estimating time series models (RePEc:een:camaaa:2017-12)
by Adrian Pagan - Critically assessing estimated DSGE models: A case study of a multi-sector model (RePEc:een:camaaa:2018-04)
by X. Liu & A.R. Pagan & T. Robinson - Implications of partial information for econometric modeling of macroeconomic systems (RePEc:een:camaaa:2019-41)
by Adrian Pagan & Tim Robinson - Australian macro-econometric models and their construction - A short history (RePEc:een:camaaa:2019-50)
by Adrian Pagan - Turning point and oscillatory cycles (RePEc:een:camaaa:2019-74)
by Mariano Kulish & Adrian Pagan - Checking if the straitjacket fits (RePEc:een:camaaa:2019-81)
by Adrian Pagan & Michael Wickens - Three questions regarding impulse responses and their interpretation found from sign restrictions (RePEc:een:camaaa:2020-101)
by Sam Ouliaris & Adrian Pagan - Too many shocks spoil the interpretation (RePEc:een:camaaa:2020-28)
by Adrian Pagan & Tim Robinson - Getting the ROC into Sync (RePEc:een:camaaa:2022-01)
by Liu Yang & Kajal Lahiri & Adrian Pagans - Discovering Stars: Problems in Recovering Latent Variables from Models (RePEc:een:camaaa:2022-52)
by Daniel Buncic & Adrian Pagan - Investigating Cycle Anatomy (RePEc:een:camaaa:2023-09)
by Max Gillman & Adrian Pagan - To Boost or Not to Boost? That is the Question (RePEc:een:camaaa:2023-12)
by Ye Lu & Adrian Pagan - Recovering Stars in Macroeconomics (RePEc:een:camaaa:2023-43)
by Daniel Buncic & Adrian Pagan & Tim Robinson - Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression (RePEc:een:camaaa:2024-44)
by Ippei Fujiwara & Adrian Pagan - Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables (RePEc:ekd:006356:7225)
by Hyeon-Seung Huh & Lance Fisher & Adrian Pagan - On the inconsistency of the MLE in certain heteroskedastic regression models (RePEc:emx:esteco:v:6:y:1991:i:2:p:159-172)
by Adrián R. Pagan & Hernán Sabau - Consistency tests for heteroskedastic and risk models (RePEc:emx:esteco:v:7:y:1992:i:1:p:3-30)
by Adián R. Pagan & Hernán Sabau - Phillips curve inflation forecasts - comments (RePEc:fip:fedbcp:y:2008:n:53:x:3)
by Adrian R. Pagan - What is a good macroeconomic model for a central bank to use? panel discussion (RePEc:fip:fedfpr:y:2002:i:mar:x:7)
by Lawrence J. Christiano & Adrian R. Pagan & David J. Stockton - What is a good macroeconomic model for a central bank to use? panel discussion (RePEc:fip:fedfpr:y:2002:i:mar:x:8)
by Lawrence J. Christiano & Adrian R. Pagan & David J. Stockton - Structural macro-econometric modelling in a policy environment (RePEc:fip:fedkrw:rwp10-08)
by Martin Fukac & Adrian R. Pagan - Resolving the liquidity effect (RePEc:fip:fedlpr:y:1995:i:may:p:33-54)
by Adrian R. Pagan & John C. Robertson - Resolving the liquidity effect (RePEc:fip:fedlrv:y:1995:i:may:p:33-54)
by Adrian R. Pagan & John C. Robertson - Commentary on \\"An estimated DSGE model for the United Kingdom\\" (RePEc:fip:fedlrv:y:2007:i:jul:p:233-240:n:v.89no.4)
by Martin Fukac & Adrian R. Pagan - Resolving the Liquidity Effect (RePEc:fth:aunaec:277)
by Pagan, A.R. & Robertson, J.C. - Seasonal Integration and the Evolving Seasonals Model (RePEc:fth:aunaec:281)
by Hylleberg, S. & Pagan, A.R. - Structural Models of the Liquidity Effect (RePEc:fth:aunaec:283)
by Pagan, A.R. & Robertson, J.C. - Modelling the Term Structure (RePEc:fth:aunaec:284)
by Pagan, A.R. & Hall, A.D. & Martin, V. - Towards a Strucrural VAR Model of the Australian Economy (RePEc:fth:aunaec:319)
by Dungey, M. & Pagan, A. - Alternative Models For Conditional Stock Volatility (RePEc:fth:robuge:89-02)
by Pagan, A.R. & Schwert, G.W. - Knowing the Cycle (RePEc:iae:iaewps:wp1999n12)
by Don Harding & Adrian Pagan - Dissecting the Cycle (RePEc:iae:iaewps:wp1999n13)
by Don Harding & Adrian Pagan - Implications of Partial Information for Applied Macroeconomic Modelling (RePEc:iae:iaewps:wp2019n12)
by Adrian Pagan & Tim Robinson - Too Many Shocks Spoil the Interpretation (RePEc:iae:iaewps:wp2020n02)
by Adrian Pagan & Tim Robinson - Recovering stars in macroeconomics (RePEc:iae:iaewps:wp2023n12)
by Daniel Buncic & Adrian Pagan & Tim Robinson - The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey (RePEc:ier:iecrev:v:16:y:1975:i:1:p:113-34)
by Nicholls, D F & Pagan, Adrian R & Terrell, R D - Optimal Control of Econometric Models with Autocorrelated Disturbance Terms (RePEc:ier:iecrev:v:16:y:1975:i:1:p:258-63)
by Pagan, Adrian R - The LIML and Related Estimators of an Equation with Moving Average Disturbances (RePEc:ier:iecrev:v:22:y:1981:i:3:p:719-30)
by Hall, Anthony David & Pagan, Adrian Rodney - Econometric Issues in the Analysis of Regressions with Generated Regressors (RePEc:ier:iecrev:v:25:y:1984:i:1:p:221-47)
by Pagan, Adrian - A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation (RePEc:imf:imfwpa:2008/064)
by Mr. Philippe D Karam & A. R. Pagan - Monetary Transmission in an Emerging Targeter: The Case of Brazil (RePEc:imf:imfwpa:2008/191)
by A. R. Pagan & Mr. Douglas Laxton & Mr. Luis Catão - On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:iza:izadps:dp2634)
by Pagan, Adrian & Pesaran, M. Hashem - A multivariate latent factor decomposition of international bond yield spreads (RePEc:jae:japmet:v:15:y:2000:i:6:p:697-715)
by Mardi Dungey & Vance L Martin & Adrian R Pagan - A simple framework for analysing bull and bear markets (RePEc:jae:japmet:v:18:y:2003:i:1:p:23-46)
by Adrian R. Pagan & Kirill A. Sossounov - A suggested framework for classifying the modes of cycle research (RePEc:jae:japmet:v:20:y:2005:i:2:p:151-159)
by Adrian Pagan & Don Harding - Limited information estimation and evaluation of DSGE models (RePEc:jae:japmet:v:25:y:2010:i:1:p:55-70)
by Martin Fukac & Adrian Pagan - The Econometric Analysis of Models with Risk Terms (RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105)
by Pagan, Adrian & Ullah, Aman - Diagnostic Tests for Models Based on Individual Data: A Survey (RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59)
by Pagan, Adrian & Vella, Frank - Calibration and Econometric Research: An Overview: Introduction (RePEc:jae:japmet:v:9:y:1994:i:s:p:s1-10)
by Pagan, Adrian - Can Turkish Recessions Be Predicted? (RePEc:koc:wpaper:1027)
by Adrian Pagan - Simulation Based Estimation of Some Factor Models in Econometrics (RePEc:mlb:wpaper:521)
by Pagan, A.R. - The Econometric Analysis of Constructed Binary Time Series (RePEc:mlb:wpaper:963)
by Don Harding & Adrian Pagan - Measurement of Business Cycles (RePEc:mlb:wpaper:966)
by Don Harding & Adrian Pagan - Use '4Rs' criteria to assess papers (RePEc:nat:nature:v:522:y:2015:i:7554:d:10.1038_522034c)
by Adrian Pagan & Benno Torgler - Alternative Models For Conditional Stock Volatility (RePEc:nbr:nberwo:2955)
by Adrian R. Pagan & G. William Schwert - Limited Information Estimation and Evaluation of DSGE Models (RePEc:nzb:nzbdps:2008/11)
by Martin Fukac & Adrian Pagan - Structural macro-wconometric modelling in a policy environment (RePEc:nzb:nzbdps:2009/16)
by Martin Fukac & Adrian Pagan - Policy, Theory, and the Cycle (RePEc:oup:oxford:v:13:y:1997:i:3:p:19-33)
by Pagan, Adrian - Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors (RePEc:oup:restud:v:43:y:1976:i:3:p:383-387.)
by A. R. Pagan & D. F. Nicholls - The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics (RePEc:oup:restud:v:47:y:1980:i:1:p:239-253.)
by T. S. Breusch & A. R. Pagan - Assessing the Variability of Inflation (RePEc:oup:restud:v:50:y:1983:i:4:p:585-596.)
by A. R. Pagan & A. D. Hall & P. K. Trivedi - Two Stage and Related Estimators and Their Applications (RePEc:oup:restud:v:53:y:1986:i:4:p:517-538.)
by Adrian Pagan - The Getting of Macroeconomic Wisdom (RePEc:pal:intecp:978-0-333-99275-3_11)
by Adrian Pagan - Extracting, Using and Analysing Cyclical Information (RePEc:pra:mprapa:15)
by Harding, Don & Pagan, Adrian - Overview (RePEc:pup:chapts:10744-1)
by Don Harding & Adrian Pagan - The Econometric Analysis of Recurrent Events in Macroeconomics and Finance (RePEc:pup:pbooks:10744)
by Don Harding & Adrian Pagan - Weak instruments (in Russian) (RePEc:qnt:quantl:y:2007:i:2:p:71-81)
by Adrian Pagan - The Econometric Analysis of Constructed Binary Time Series. Working paper #1 (RePEc:qut:auncer:2006-1)
by Adrian pagan & Don Harding - Inventories, Fluctuations and Business Cycles. Working paper #4 (RePEc:qut:auncer:2006-4)
by Louis J. Maccini & Adrian Pagan - Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 (RePEc:qut:auncer:2006-6)
by Martin Fukac & Adrian Pagan - Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 (RePEc:qut:auncer:2007-1)
by Adrian Pagan & Hashem Pesaran - Weak Instruments: A Guide to the Literature (RePEc:qut:auncer:2007-7)
by Adrian Pagan - Some Issues in Using Sign Restrictions for Identifying Structural VARs (RePEc:qut:auncer:2007-8)
by Renee Fry & Adrian Pagan - Extending an SVAR Model of the Australian Economy (RePEc:qut:auncer:2008-1)
by Mardi Dungey & Adrian Pagan - An Econometric Analysis of Some Models for Constructed Binary Time Series (RePEc:qut:auncer:2009_39)
by Don Harding & Adrian Pagan - Detecting Common Dynamics in Transitory Components (RePEc:qut:auncer:2009_62)
by Tim M Christensen & Stan Hurn & Adrian Pagan - Structural Macro-Econometric Modelling in a Policy Environment (RePEc:qut:auncer:2009_63)
by Martin Fukac & Adrian Pagan - The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach (RePEc:qut:auncer:2009_66)
by Luis Catão & Adrian Pagan - Sign Restrictions in Structural Vector Autoregressions: A Critical Review (RePEc:qut:auncer:2010_04)
by Renee Fry & Adrian Pagan - Can Turkish Recessions be Predicted? (RePEc:qut:auncer:2010_10)
by Adrian Pagan - Can We Predict Recessions? (RePEc:qut:auncer:2010_16)
by Don Harding & Adrian Pagan - Econometric Analysis and Prediction of Recurrent Events (RePEc:qut:auncer:2011_6)
by Adrian Pagan & Don Harding - Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change (RePEc:qut:auncer:2013_6)
by Mariano Kulish & Adrian Pagan - Macro-Econometric System Modelling @75 (RePEc:qut:auncer:2013_7)
by Tony Hall & Jan Jacobs & Adrian Pagan - Patterns and Their Uses (RePEc:qut:auncer:2013_8)
by Adrian Pagan - Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables (RePEc:qut:auncer:2013_9)
by Lance A Fisher & Syeon-seung Huh & Adrian Pagan - A New Method for Working With Sign Restrictions in SVARs (RePEc:qut:auncer:2015_03)
by S Ouliaris & A R Pagan - Investigating the Relationship Between DSGE and SVAR Models (RePEc:qut:auncer:2016_03)
by Adrian Pagan & Tim Robinson - An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? (RePEc:qut:auncer:2016_05)
by Adrian Pagan - A Perspective (RePEc:rba:rbaacv:acv1993-14)
by Adrian Pagan - Final Discussion (RePEc:rba:rbaacv:acv1995-20)
by Adrian Pagan & Vince FitzGerald - The Phillips Curve in Australia (RePEc:rba:rbardp:rdp1999-01)
by David Gruen & Adrian Pagan & Christopher Thompson - Assessing Some Models of the Impact of Financial Stress upon Business Cycles (RePEc:rba:rbardp:rdp2011-04)
by Adrian Pagan & Tim Robinson - Estimation and Solution of Models with Expectations and Structural Changes (RePEc:rba:rbardp:rdp2012-08)
by Mariano Kulish & Adrian Pagan - Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change (RePEc:rba:rbardp:rdp2013-11)
by Mariano Kulish & Adrian Pagan - Post-Sample Prediction Tests For Generalized Method Of Moment Estimators (RePEc:roc:rocher:129)
by Hoffman, D. & Pagan, A. - Some Simulation Studies Of Non-Parametric Estimators (RePEc:roc:rocher:137)
by Pagan, A. & Hong, Y. - Estimating Linear Quadratic Models With Integrated Processes (RePEc:roc:rocher:247)
by Gregogy, A.W. & Pagan, A.R. & Smith, G.W. - Ustralian Stock Market Volatility: 1875-1987 (RePEc:roc:rocher:248)
by Pagan, A.R. & Kearns, P. - Testing for Heteroskedasticity (RePEc:roc:rocher:315)
by Pagan, A.R. & Pak, Y. - Mardi Dungey: 11 December 1966 – 12 January 2019 (RePEc:sae:ecolab:v:30:y:2019:i:2:p:333-335)
by Adrian Pagan - Making a match: combining theory and evidence in policy-oriented macroeconomic modelling (RePEc:sce:scecf5:462)
by Alasdair Scott & George Kapetanios & Adrian Pagan - Some Simulation Studies of Nonparametric Estimators (RePEc:spr:empeco:v:13:y:1988:i:3/4:p:251-66)
by Hong, Y & Pagan, Adrian - Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (RePEc:swe:wpaper:2008-04)
by Adrian R. Pagan & M. Hashem Pesaran - To Boost or Not to Boost? That is the Question (RePEc:syd:wpaper:2023-05)
by Ye Lu & Adrian Pagan - Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change (RePEc:taf:emetrv:v:35:y:2016:i:7:p:1251-1270)
by Mariano Kulish & Adrian Pagan - Learning About Models and Their Fit to Data (RePEc:taf:intecj:v:16:y:2002:i:2:p:1-18)
by Adrian Pagan - Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez (RePEc:taf:jecmet:v:7:y:2001:i:2:p:211-216)
by Adrian Pagan & Michael Veall - An Econometric Analysis of Some Models for Constructed Binary Time Series (RePEc:taf:jnlbes:v:29:y:2011:i:1:p:86-95)
by Don Harding & Adrian Pagan - Getting the ROC into Sync (RePEc:taf:jnlbes:v:42:y:2024:i:1:p:109-121)
by Liu Yang & Kajal Lahiri & Adrian Pagan - Estimating The Density Tail Index For Financial Time Series (RePEc:tpr:restat:v:79:y:1997:i:2:p:171-175)
by Phillip Kearns & Adrian Pagan - Structural Models Of The Liquidity Effect (RePEc:tpr:restat:v:80:y:1998:i:2:p:202-217)
by A. R. Pagan & J. C. Robertson - Diagnostic tests as residual analysis (RePEc:uts:ppaper:1983-1)
by Adrian R Pagan & Anthony D Hall - The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle (RePEc:uwa:wpaper:96-21)
by A. Pagan - A suggested framework for classifying the modes of cycle research (RePEc:wly:japmet:v:20:y:2005:i:2:p:151-159)
by Don Harding & Adrian Pagan - Limited information estimation and evaluation of DSGE models (RePEc:wly:japmet:v:25:y:2010:i:1:p:55-70)
by Martin Fukač & Adrian Pagan - Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables (RePEc:wly:japmet:v:31:y:2016:i:5:p:892-911)
by Lance A. Fisher & Hyeon‐Seung Huh & Adrian R. Pagan - Estimation and Solution of Models with Expectations and Structural Changes (RePEc:wly:japmet:v:32:y:2017:i:2:p:255-274)
by Mariano Kulish & Adrian Pagan - Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables (RePEc:yon:wpaper:2013rwp-61)
by Lance A. Fisher & Hyeon-seung Huh & Adrian R. Pagan