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Adrian Rodney Pagan

Personal Details

First Name:Adrian
Middle Name:Rodney
Last Name:Pagan
Suffix:
RePEc Short-ID:ppa222
[This author has chosen not to make the email address public]
School of Economics Faculty of Arts and Social Sciences Merewether Building (H04) The University of Sydney | NSW | 2006 Australia
Terminal Degree:1972 College of Business and Economics; Australian National University (from RePEc Genealogy)

Affiliation

(90%) School of Economics
Faculty of Arts and Social Sciences
University of Sydney

Sydney, Australia
https://www.sydney.edu.au/arts/schools/school-of-economics.html
RePEc:edi:deusyau (more details at EDIRC)

(10%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Ippei Fujiwara & Adrian Pagan, 2024. "Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression," CAMA Working Papers 2024-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Max Gillman & Adrian Pagan, 2023. "Investigating Cycle Anatomy," CAMA Working Papers 2023-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Ye Lu & Adrian Pagan, 2023. "To Boost or Not to Boost? That is the Question," CAMA Working Papers 2023-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Daniel Buncic & Adrian Pagan & Tim Robinson, 2023. "Recovering Stars in Macroeconomics," CAMA Working Papers 2023-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Daniel Buncic & Adrian Pagan, 2022. "Discovering Stars: Problems in Recovering Latent Variables from Models," CAMA Working Papers 2022-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Liu Yang & Kajal Lahiri & Adrian Pagans, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Sam Ouliaris & Adrian Pagan, 2020. "Three questions regarding impulse responses and their interpretation found from sign restrictions," CAMA Working Papers 2020-101, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Adrian Pagan & Tim Robinson, 2020. "Too many shocks spoil the interpretation," CAMA Working Papers 2020-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Adrian Pagan & Tim Robinson, 2019. "Implications of partial information for econometric modeling of macroeconomic systems," CAMA Working Papers 2019-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Adrian Pagan & Tim Robinson, 2019. "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series wp2019n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  11. Mariano Kulish & Adrian Pagan, 2019. "Turning point and oscillatory cycles," CAMA Working Papers 2019-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Wickens, Michael R. & Pagan, Adrian, 2019. "Checking if the Straitjacket Fits," CEPR Discussion Papers 14140, C.E.P.R. Discussion Papers.
  13. Adrian Pagan, 2019. "Australian macro-econometric models and their construction - A short history," CAMA Working Papers 2019-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. X. Liu & A.R. Pagan & T. Robinson, 2018. "Critically assessing estimated DSGE models: A case study of a multi-sector model," CAMA Working Papers 2018-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Adrian Pagan, 2017. "Some consequences of using "measurement error shocks" when estimating time series models," CAMA Working Papers 2017-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Adrian Pagan & Tim Robinson, 2016. "Investigating the Relationship Between DSGE and SVAR Models," NCER Working Paper Series 112, National Centre for Econometric Research.
  17. Adrian Pagan, 2016. "An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models?," NCER Working Paper Series 114, National Centre for Econometric Research.
  18. S Ouliaris & A R Pagan, 2015. "A New Method for Working With Sign Restrictions in SVARs," NCER Working Paper Series 105, National Centre for Econometric Research.
  19. Kulish, Mariano & Pagan, Adrian, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers 34, CEPREMAP.
  20. Hyeon-Seung Huh & Lance Fisher & Adrian Pagan, 2014. "Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables," EcoMod2014 7225, EcoMod.
  21. Tony Hall & Jan Jacobs & Adrian Pagan, 2013. "Macro-Econometric System Modelling @75," CAMA Working Papers 2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  22. Adrian Pagan, 2013. "Patterns and Their Uses," NCER Working Paper Series 96, National Centre for Econometric Research.
  23. Lance A Fisher & Syeon-seung Huh & Adrian Pagan, 2013. "Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables," NCER Working Paper Series 97, National Centre for Econometric Research.
  24. Mariano Kulish & Adrian Pagan, 2013. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," NCER Working Paper Series 94, National Centre for Econometric Research.
  25. Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers 2011-33, Department of Economics and Business Economics, Aarhus University.
  26. Adrian Pagan & Tim Robinson, 2011. "Assessing Some Models of the Impact of Financial Stress upon Business Cycles," RBA Research Discussion Papers rdp2011-04, Reserve Bank of Australia.
  27. Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
  28. Luis Catão & Adrian Pagan, 2010. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile 579, Central Bank of Chile.
  29. Don Harding & Adrian Pagan, 2010. "Can We Predict Recessions?," NCER Working Paper Series 69, National Centre for Econometric Research.
  30. Adrian Pagan, 2010. "Can Turkish Recessions Be Predicted?," Koç University-TUSIAD Economic Research Forum Working Papers 1027, Koc University-TUSIAD Economic Research Forum.
  31. Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," CAMA Working Papers 2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  32. Don Harding & Adrian Pagan, 2009. "An econometric analysis of some models for constructed binary time series," CAMA Working Papers 2009-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  33. Tim M Christensen & Stan Hurn & Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research.
  34. Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales.
  35. Martin Fukac & Adrian Pagan, 2008. "Limited Information Estimation and Evaluation of DSGE Models," Reserve Bank of New Zealand Discussion Paper Series DP2008/11, Reserve Bank of New Zealand.
  36. Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research.
  37. Mr. Philippe D Karam & A. R. Pagan, 2008. "A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation," IMF Working Papers 2008/064, International Monetary Fund.
  38. A. R. Pagan & Mr. Douglas Laxton & Mr. Luis Catão, 2008. "Monetary Transmission in an Emerging Targeter: The Case of Brazil," IMF Working Papers 2008/191, International Monetary Fund.
  39. Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0662, Faculty of Economics, University of Cambridge.
  40. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research.
  41. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
  42. Renee Fry & Adrian Pagan, 2007. "Some Issues in Using Sign Restrictions for Identifying Structural VARs," NCER Working Paper Series 14, National Centre for Econometric Research.
  43. Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne.
  44. Adrian pagan & Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research.
  45. Martin Fukac & Adrian Pagan, 2006. "Limited Information Estimation and Evaluation of DSGE Models. Working paper #6," NCER Working Paper Series 6, National Centre for Econometric Research.
  46. Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
  47. Martin Fukac & Adrian Pagan, 2006. "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers 2006/6, Czech National Bank.
  48. Louis J. Maccini & Adrian Pagan, 2006. "Inventories, Fluctuations and Business Cycles. Working paper #4," NCER Working Paper Series 4, National Centre for Econometric Research.
  49. Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  50. Adrian Pagan, 2005. "Some Econometric Analysis Of Constructed Binary Time Series," CAMA Working Papers 2005-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  51. G. Kapetanios & A. Pagan & A. Scott, 2005. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling," CAMA Working Papers 2005-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  52. A. Pagan & J. Engel & D. Haugh, 2004. "Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting," Econometric Society 2004 Australasian Meetings 284, Econometric Society.
  53. Don Harding & Adrian Pagan, 2004. "Synchronization of cycles," CAMA Working Papers 2004-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  54. James Engel & David Haugh & Adrian Pagan, 2004. "Some methods for assessing the need for non-linear models in business cycle analysis," CAMA Working Papers 2004-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  55. Don Harding & Adrian Pagan, 2004. "A suggested framework for classifying the modes of cycle research," CAMA Working Papers 2004-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  56. Harding, Don & Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany.
  57. Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
  58. Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  59. David Gruen & Adrian Pagan & Christopher Thompson, 1999. "The Phillips Curve in Australia," RBA Research Discussion Papers rdp1999-01, Reserve Bank of Australia.
  60. Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  61. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  62. Dungey, M. & Pagan, A., 1997. "Towards a Strucrural VAR Model of the Australian Economy," Papers 319, Australian National University - Department of Economics.
  63. A. Pagan, 1996. "The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle," Economics Discussion / Working Papers 96-21, The University of Western Australia, Department of Economics.
  64. Pagan, A.R., 1996. "Simulation Based Estimation of Some Factor Models in Econometrics," Department of Economics - Working Papers Series 521, The University of Melbourne.
  65. Pagan, A., 1996. "The Rise and Fall and Rise ... of the Business Cycle," CEPR Discussion Papers 349, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  66. Pagan, A.R. & Hall, A.D. & Martin, V., 1995. "Modelling the Term Structure," Papers 284, Australian National University - Department of Economics.
  67. Pagan, A.R. & Robertson, J.C., 1995. "Structural Models of the Liquidity Effect," Papers 283, Australian National University - Department of Economics.
  68. Hylleberg, S. & Pagan, A.R., 1995. "Seasonal Integration and the Evolving Seasonals Model," Papers 281, Australian National University - Department of Economics.
  69. Pagan, A.R. & Robertson, J.C., 1994. "Resolving the Liquidity Effect," Papers 277, Australian National University - Department of Economics.
  70. Pagan, A.R. & Pak, Y., 1991. "Testing for Heteroskedasticity," RCER Working Papers 315, University of Rochester - Center for Economic Research (RCER).
  71. Pagan, A.R. & Kearns, P., 1990. "Ustralian Stock Market Volatility: 1875-1987," RCER Working Papers 248, University of Rochester - Center for Economic Research (RCER).
  72. Gregogy, A.W. & Pagan, A.R. & Smith, G.W., 1990. "Estimating Linear Quadratic Models With Integrated Processes," RCER Working Papers 247, University of Rochester - Center for Economic Research (RCER).
  73. Nguyen, D.T. & Pagan, A., 1990. "Fiscal Policy And The Current Account: Historical, Theoretical And Policy Perspectives, And "Twin Deficit" And The Australian Models Comments On A Conference," CEPR Discussion Papers 222, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  74. Pagan, A.R. & Schwert, G.W., 1989. "Alternative Models For Conditional Stock Volatility," Papers 89-02, Rochester, Business - General.
  75. Hoffman, D. & Pagan, A., 1988. "Post-Sample Prediction Tests For Generalized Method Of Moment Estimators," RCER Working Papers 129, University of Rochester - Center for Economic Research (RCER).
  76. Pagan, A. & Hong, Y., 1988. "Some Simulation Studies Of Non-Parametric Estimators," RCER Working Papers 137, University of Rochester - Center for Economic Research (RCER).
  77. Pagan, Adrian & Ullah, Aman, 1986. "The Econometric Analysis of Risk Terms," CEPR Discussion Papers 127, C.E.P.R. Discussion Papers.
  78. McAleer, Michael & Pagan, Adrian, 1985. "What Will Take the Con Out of Econometrics?," CEPR Discussion Papers 39, C.E.P.R. Discussion Papers.
  79. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation for Research in Economics, Yale University.
  80. Adrian R Pagan & Anthony D Hall, 1983. "Diagnostic tests as residual analysis," Published Paper Series 1983-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  81. PAGAN, Adrian, 1980. "Some identification and estimation results for regression models with stochastically varying coefficients," LIDAM Reprints CORE 413, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  82. Breusch, T.S. & Pagan, A.R., 1980. "The Lagrange multiplier test and its applications to model specification in econometrics," LIDAM Reprints CORE 412, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Liu Yang & Kajal Lahiri & Adrian Pagan, 2024. "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
  2. Sam Ouliaris & Adrian Pagan, 2022. "Three Basic Issues that Arise when Using Informational Restrictions in SVARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 1-20, February.
  3. Pagan, Adrian & Robinson, Tim, 2022. "Excess shocks can limit the economic interpretation," European Economic Review, Elsevier, vol. 145(C).
  4. Mariano Kulish & Adrian Pagan, 2021. "Turning point and oscillatory cycles: Concepts, measurement, and use," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 977-1006, September.
  5. Adrian Pagan, 2019. "Mardi Dungey: 11 December 1966 – 12 January 2019," The Economic and Labour Relations Review, , vol. 30(2), pages 333-335, June.
  6. Xianglong Liu & Adrian R. Pagan & Tim Robinson, 2018. "Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model," The Economic Record, The Economic Society of Australia, vol. 94(307), pages 349-371, December.
  7. Mariano Kulish & Adrian Pagan, 2017. "Estimation and Solution of Models with Expectations and Structural Changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
  8. Lance A. Fisher & Hyeon‐Seung Huh & Adrian R. Pagan, 2016. "Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(5), pages 892-911, August.
  9. Mariano Kulish & Adrian Pagan, 2016. "Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1251-1270, August.
  10. Sam Ouliaris & Adrian Pagan, 2016. "A Method for Working with Sign Restrictions in Structural Equation Modelling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 605-622, October.
  11. Adrian Pagan & Benno Torgler, 2015. "Use '4Rs' criteria to assess papers," Nature, Nature, vol. 522(7554), pages 34-34, June.
  12. Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
  13. Maccini, Louis J. & Pagan, Adrian, 2013. "Inventories, Fluctuations, And Goods Sector Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 17(1), pages 89-122, January.
  14. Harding, Don & Pagan, Adrian, 2011. "An Econometric Analysis of Some Models for Constructed Binary Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 86-95.
  15. Renée Fry & Adrian Pagan, 2011. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
  16. Christensen Timothy & Hurn Stan & Pagan Adrian, 2011. "Detecting Common Dynamics in Transitory Components," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-28, February.
  17. Martin Fukac & Adrian Pagan, 2010. "Limited information estimation and evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 55-70.
  18. Mardi Dungey & Adrian Pagan, 2009. "Extending a SVAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 85(268), pages 1-20, March.
  19. Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October.
  20. Adrian R. Pagan, 2008. "Phillips curve inflation forecasts - comments," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
  21. Adrian Pagan, 2007. "Weak instruments (in Russian)," Quantile, Quantile, issue 2, pages 71-81, March.
  22. Martin Fukac & Adrian R. Pagan, 2007. "Commentary on \\"An estimated DSGE model for the United Kingdom\\"," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 233-240.
  23. Kapetanios, G. & Pagan, A. & Scott, A., 2007. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling," Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February.
  24. Harding, Don & Pagan, Adrian, 2006. "Synchronization of cycles," Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May.
  25. Engel, J. & Haugh, D. & Pagan, A., 2005. "Some methods for assessing the need for non-linear models in business cycle analysis," International Journal of Forecasting, Elsevier, vol. 21(4), pages 651-662.
  26. Adrian Pagan & Don Harding, 2005. "A suggested framework for classifying the modes of cycle research," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 151-159.
  27. Jonathan Ohn & Larry W. Taylor & Adrian Pagan, 2004. "Testing for duration dependence in economic cycles," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 528-549, December.
  28. Breunig, Robert V & Pagan, Adrian R, 2004. "Do Markov-switching models capture nonlinearities in the data?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 401-407.
  29. S. G. B Henry & A. R. Pagan, 2004. "The Econometrics of the New Keynesian Policy Model: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 581-607, September.
  30. Harding, Don & Pagan, Adrian, 2003. "Rejoinder to James Hamilton," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1695-1698, July.
  31. Harding, Don & Pagan, Adrian, 2003. "A comparison of two business cycle dating methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1681-1690, July.
  32. Robert Breunig & Serinah Najarian & Adrian Pagan, 2003. "Specification Testing of Markov Switching Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 703-725, December.
  33. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46.
  34. Lawrence J. Christiano & Adrian R. Pagan & David J. Stockton, 2002. "What is a good macroeconomic model for a central bank to use? panel discussion," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
  35. Adrian Pagan, 2002. "Learning About Models and Their Fit to Data," International Economic Journal, Taylor & Francis Journals, vol. 16(2), pages 1-18.
  36. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March.
  37. Adrian Pagan & Michael Veall, 2001. "Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez," Journal of Economic Methodology, Taylor & Francis Journals, vol. 7(2), pages 211-216.
  38. Mardi Dungey & Adrian Pagan, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-342, December.
  39. Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
  40. Pagan, Adrian, 1999. "Some uses of simulation in econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 341-349.
  41. Gruen, David & Pagan, Adrian & Thompson, Christopher, 1999. "The Phillips curve in Australia," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 223-258, October.
  42. S. Levtchenkova & A. R. Pagan & J. C. Robertson, 1998. "Shocking Stories," Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 507-532, December.
  43. A. R. Pagan & J. C. Robertson, 1998. "Structural Models Of The Liquidity Effect," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 202-217, May.
  44. McKibbin, Warwick J. & Pagan, Adrian R. & Robertson, John C., 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 113-142, December.
  45. Hylleberg, S. & Pagan, A. R., 1997. "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September.
  46. Pagan, Adrian, 1997. "Policy, Theory, and the Cycle," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 13(3), pages 19-33, Autumn.
  47. Phillip Kearns & Adrian Pagan, 1997. "Estimating The Density Tail Index For Financial Time Series," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 171-175, May.
  48. Adrian Pagan, 1997. "Towards an Understanding of Some Business Cycle Characteristics," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 30(1), pages 1-15, March.
  49. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  50. Adrian R. Pagan & John C. Robertson, 1995. "Resolving the liquidity effect," Proceedings, Federal Reserve Bank of St. Louis, issue May, pages 33-54.
  51. Pagan, Adrian, 1994. "Calibration and Econometric Research: An Overview: Introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages 1-10, Suppl. De.
  52. P. Kearns & A.R. Pagan, 1993. "Australian Stock Market Volatility: 1875–1987," The Economic Record, The Economic Society of Australia, vol. 69(2), pages 163-178, June.
  53. Adián R. Pagan & Hernán Sabau, 1992. "Consistency tests for heteroskedastic and risk models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 7(1), pages 3-30.
  54. Adrián R. Pagan & Hernán Sabau, 1991. "On the inconsistency of the MLE in certain heteroskedastic regression models," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 6(2), pages 159-172.
  55. Pagan, Adrian R. & Schwert, G. William, 1990. "Testing for covariance stationarity in stock market data," Economics Letters, Elsevier, vol. 33(2), pages 165-170, June.
  56. Pagan, A.R., 1990. "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," Econometric Theory, Cambridge University Press, vol. 6(2), pages 273-281, June.
  57. Pagan, Adrian R. & Schwert, G. William, 1990. "Alternative models for conditional stock volatility," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 267-290.
  58. Hoffman, Dennis L & Pagan, Adrian R, 1989. "Post-Sample Prediction Tests for Generalized Method of Moments Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(3), pages 333-343, August.
  59. Pagan, Adrian R & Wickens, M R, 1989. "A Survey of Some Recent Econometric Methods," Economic Journal, Royal Economic Society, vol. 99(398), pages 962-1025, December.
  60. Pagan, Adrian, 1989. "On the role of simulation in the statistical evaluation of econometric models," Journal of Econometrics, Elsevier, vol. 40(1), pages 125-139, January.
  61. Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 29-59, Supplemen.
  62. Pagan, Adrian, 1988. "A note on the magnitude of risk premia," Journal of International Money and Finance, Elsevier, vol. 7(1), pages 109-110, March.
  63. Hong, Y & Pagan, Adrian, 1988. "Some Simulation Studies of Nonparametric Estimators," Empirical Economics, Springer, vol. 13(3/4), pages 251-266.
  64. Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
  65. Pagan, Adrian, 1988. "Comment on Poirier: Dogma or Doubt?," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 153-158, Winter.
  66. A. R. Pagan & J. H. Shannon, 1987. "How Reliable are ORANI Conclusions?," The Economic Record, The Economic Society of Australia, vol. 63(1), pages 33-45, March.
  67. Pagan, Adrian, 1987. "Three Econometric Methodologies: A Critical Appraisal," Journal of Economic Surveys, Wiley Blackwell, vol. 1(1), pages 3-24.
  68. McAleer, Michael & Pagan, Adrian & Visco, Ignazio, 1986. "A further result on the sign of restricted least-squares estimates," Journal of Econometrics, Elsevier, vol. 32(2), pages 287-290, July.
  69. Adrian Pagan, 1986. "Two Stage and Related Estimators and Their Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 517-538.
  70. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June.
  71. Pagan, Adrian, 1985. "Time Series Behaviour and Dynamic Specification," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(3), pages 199-211, August.
  72. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
  73. Pagan, A. R. & Nicholls, D. F., 1984. "Estimating predictions, prediction errors and their standard deviations using constructed variables," Journal of Econometrics, Elsevier, vol. 24(3), pages 293-310, March.
  74. Nicholls, D F & Pagan, A R, 1983. "Heteroscedasticity in Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 51(4), pages 1233-1242, July.
  75. Adrian Pagan, 1983. "Who'S Afraid Of Inflation?," Economic Papers, The Economic Society of Australia, vol. 2(4), pages 79-93, December.
  76. A. R. Pagan & A. D. Hall & P. K. Trivedi, 1983. "Assessing the Variability of Inflation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(4), pages 585-596.
  77. Hall, Anthony David & Pagan, Adrian Rodney, 1981. "The LIML and Related Estimators of an Equation with Moving Average Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 719-730, October.
  78. T. S. Breusch & A. R. Pagan, 1980. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 239-253.
  79. Pagan, Adrian, 1980. "Some identification and estimation results for regression models with stochastically varying coefficients," Journal of Econometrics, Elsevier, vol. 13(3), pages 341-363, August.
  80. Pagan, Adrian, 1979. "Some consequences of viewing LIML as an iterated Aitken estimator," Economics Letters, Elsevier, vol. 3(4), pages 369-372.
  81. D. J. Carland & A. R. Pagan, 1979. "A Short‐Run Econometric Model of the Japanese Wool Textile Industry," The Economic Record, The Economic Society of Australia, vol. 55(4), pages 317-327, December.
  82. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
  83. Pagan, Adrian, 1978. "Rational and polynomial lags : The finite connection," Journal of Econometrics, Elsevier, vol. 8(2), pages 247-254, October.
  84. Nicholls, D F & Pagan, A R, 1977. "Specification of the Disturbance for Efficient Estimation-An Extended Analysis," Econometrica, Econometric Society, vol. 45(1), pages 211-217, January.
  85. A. R. Pagan & D. F. Nicholls, 1976. "Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 43(3), pages 383-387.
  86. Pagan, Adrian R, 1975. "A Note on the Extraction of Components from Time Series," Econometrica, Econometric Society, vol. 43(1), pages 163-168, January.
  87. Pagan, Adrian R, 1975. "Optimal Control of Econometric Models with Autocorrelated Disturbance Terms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 258-263, February.
  88. Nicholls, D F & Pagan, Adrian R & Terrell, R D, 1975. "The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 113-134, February.
  89. Pagan, Adrian, 1974. "A Generalised Approach to the Treatment of Autocorrelation," Australian Economic Papers, Wiley Blackwell, vol. 13(23), pages 267-280, December.
  90. Pagan, Adrian, 1973. "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)," Journal of Econometrics, Elsevier, vol. 1(4), pages 402-403, December.
  91. Pagan, Adrian, 1973. "Efficient estimation of models with composite disturbance terms," Journal of Econometrics, Elsevier, vol. 1(4), pages 329-340, December.
    RePEc:bla:econom:v:48:y:1981:i:192:p:381-95 is not listed on IDEAS
    RePEc:bla:jecsur:v:12:y:1998:i:5:p:507-32 is not listed on IDEAS
    RePEc:bla:ecorec:v:69:y:1993:i:205:p:163-78 is not listed on IDEAS
    RePEc:bla:ecorec:v:55:y:1979:i:151:p:317-27 is not listed on IDEAS
    RePEc:bla:ecorec:v:76:y:2000:i:235:p:321-42 is not listed on IDEAS
    RePEc:bla:ecorec:v:63:y:1987:i:180:p:33-45 is not listed on IDEAS

Chapters

  1. Don Harding & Adrian Pagan, 2016. "Overview," Introductory Chapters, in: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance, Princeton University Press.
  2. Luis A.V. Catão & Adrian Pagan, 2011. "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Roberto Chang & Diego Saravia (ed.),Monetary Policy under Financial Turbulence, edition 1, volume 16, chapter 5, pages 105-144, Central Bank of Chile.
  3. Adrian Pagan, 2001. "The Getting of Macroeconomic Wisdom," International Economic Association Series, in: Jacques Drèze (ed.), Advances in Macroeconomic Theory, chapter 11, pages 219-235, Palgrave Macmillan.
  4. Adrian Pagan & Vince FitzGerald, 1995. "Final Discussion," RBA Annual Conference Volume (Discontinued), in: Palle Andersen & Jacqueline Dwyer & David Gruen (ed.),Productivity and Growth, Reserve Bank of Australia.
  5. Adrian Pagan, 1993. "A Perspective," RBA Annual Conference Volume (Discontinued), in: Adrian Blundell-Wignall (ed.),The Exchange Rate, International Trade and the Balance of Payments, Reserve Bank of Australia.
  6. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100, Elsevier.

Books

  1. Don Harding & Adrian Pagan, 2016. "The Econometric Analysis of Recurrent Events in Macroeconomics and Finance," Economics Books, Princeton University Press, edition 1, number 10744.
  2. Preston,A. J. & Pagan,A. R., 2008. "The Theory of Economic Policy," Cambridge Books, Cambridge University Press, number 9780521070225, January.
  3. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643, January.

    RePEc:cnb:ocpubv:rb06/2 is not listed on IDEAS

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This author is among the top 5% authors according to these criteria:
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  34. Euclidian citation score
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  36. Betweenness measure in co-authorship network
  37. Breadth of citations across fields
  38. Wu-Index
  39. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 57 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (38) 2006-05-20 2006-06-24 2007-01-23 2007-01-28 2007-01-28 2007-01-28 2007-03-10 2007-03-24 2007-05-12 2007-05-12 2007-05-19 2008-03-15 2009-01-31 2009-06-17 2009-12-19 2010-09-03 2010-11-20 2011-03-12 2011-10-01 2013-09-24 2013-10-18 2013-10-18 2014-02-15 2014-09-05 2016-05-28 2016-09-18 2017-02-19 2018-02-05 2019-07-08 2019-11-04 2019-11-18 2020-03-30 2021-02-01 2022-03-14 2022-11-21 2023-03-06 2023-09-25 2024-07-15. Author is listed
  2. NEP-MAC: Macroeconomics (32) 2004-10-30 2005-11-19 2006-05-20 2006-06-24 2007-01-28 2007-01-28 2007-03-10 2007-03-24 2007-05-12 2007-05-19 2008-03-15 2008-06-21 2009-01-31 2009-12-19 2010-03-28 2010-04-11 2010-11-20 2010-11-20 2011-03-12 2011-04-23 2012-01-03 2013-09-24 2013-10-18 2019-07-08 2019-07-22 2019-09-30 2019-11-04 2020-03-30 2020-08-17 2021-02-01 2022-02-07 2022-03-14. Author is listed
  3. NEP-ETS: Econometric Time Series (25) 2004-10-30 2006-05-20 2007-01-28 2007-03-10 2007-05-12 2007-05-19 2008-03-15 2009-01-31 2009-12-19 2010-09-03 2010-11-20 2011-10-01 2013-10-18 2013-12-29 2014-09-05 2016-05-28 2017-02-19 2019-09-30 2020-03-30 2021-02-01 2022-02-07 2022-11-21 2023-03-06 2023-09-25 2024-07-15. Author is listed
  4. NEP-CBA: Central Banking (14) 2006-06-24 2007-01-23 2007-01-28 2007-03-10 2007-05-12 2008-03-15 2008-06-21 2009-12-19 2009-12-19 2010-03-28 2010-04-11 2011-03-12 2011-04-23 2012-01-03. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (10) 2005-11-19 2007-01-23 2009-12-19 2010-04-11 2016-09-18 2018-02-05 2019-11-18 2020-03-30 2020-08-17 2022-02-07. Author is listed
  6. NEP-FOR: Forecasting (3) 2010-10-23 2010-11-20 2011-10-01
  7. NEP-ARA: MENA - Middle East and North Africa (2) 2010-10-23 2010-11-20
  8. NEP-BAN: Banking (2) 2011-04-23 2012-01-03
  9. NEP-BEC: Business Economics (2) 2006-06-24 2007-01-28
  10. NEP-CWA: Central and Western Asia (2) 2010-10-23 2010-11-20
  11. NEP-HPE: History and Philosophy of Economics (2) 2011-03-12 2020-08-17
  12. NEP-MON: Monetary Economics (2) 2010-03-28 2011-04-23
  13. NEP-ORE: Operations Research (2) 2009-01-31 2009-06-17
  14. NEP-SOG: Sociology of Economics (2) 2014-02-15 2016-09-18
  15. NEP-FMK: Financial Markets (1) 2006-05-20
  16. NEP-HIS: Business, Economic and Financial History (1) 2019-07-22
  17. NEP-LAB: Labour Economics (1) 1999-07-28
  18. NEP-LAM: Central and South America (1) 2011-04-23
  19. NEP-LTV: Unemployment, Inequality and Poverty (1) 1999-09-01

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