Adrian Pagan

University of Sydney

Professor

Rm 370 Merewether (H04)

The University of Sydney

Sydney, NSW 2006 2008

Australia

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

  • University of Sydney

SCHOLARLY PAPERS

16

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1,314

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47

Scholarly Papers (16)

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1.

Recovering Stars in Macroeconomics

Downloads 223 (294,993)
Citation 1

Recovering Stars in Macroeconomics

Number of pages: 47 Posted: 08 Sep 2023
Daniel Buncic, Adrian Pagan and Tim Robinson
Stockholm Business School, University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 141 (443,973)

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Kalman filter and smoother, State Space models, shock recovery, short systems, natural rate of interest, macroeconomic policy, Beveridge-Nelson decomposition

Recovering Stars in Macroeconomics

Melbourne Institute Working Paper No. 12/23
Number of pages: 48 Posted: 07 Oct 2023
Daniel Buncic, Adrian Pagan and Tim Robinson
Stockholm Business School, University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 37 (986,423)
Citation 1

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Kalman filter and smoother, State Space models, shock recovery, short systems, natural rate of interest, macroeconomic policy, Beveridge-Nelson decomposition

Recovering Stars in Macroeconomics

Number of pages: 42 Posted: 21 May 2024
Daniel Buncic, Adrian Pagan and Tim Robinson
Stockholm Business School, University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 25 (1,125,924)

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Kalman filter and smoother, State Space models, shock recovery, short systems, natural rate of interest, macroeconomic policy, Beveridge-Nelson decomposition.

Recovering Stars in Macroeconomics

Number of pages: 42 Posted: 12 Apr 2024
Daniel Buncic, Adrian Pagan and Tim Robinson
Stockholm Business School, University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 20 (1,192,532)

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Kalman filter and smoother, State Space models, shock recovery, short systems, natural rate of interest, macroeconomic policy, Beveridge-Nelson decomposition.

2.

Too Many Shocks Spoil the Interpretation

Downloads 157 (405,826)
Citation 4

Too Many Shocks Spoil the Interpretation

Melbourne Institute Working Paper No. 2/20
Number of pages: 42 Posted: 06 Apr 2020
Adrian Pagan and Tim Robinson
University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 111 (537,925)
Citation 1

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Partial Information; Structural Shocks; Kalman Filter; Measurement Error; DSGE

Too Many Shocks Spoil the Interpretation

CAMA Working Paper No. 28/2020
Number of pages: 41 Posted: 19 Mar 2020 Last Revised: 23 Mar 2020
Adrian Pagan and Tim Robinson
University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 46 (898,911)
Citation 3

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Partial Information, Structural Shocks, Kalman Filter, Measurement Error, DSGE

3.

Australian Macro-Econometric Models and Their Construction - A Short History

CAMA Working Paper No. 50/2019
Number of pages: 43 Posted: 16 Jul 2019
Adrian Pagan
University of Sydney
Downloads 128 (478,923)
Citation 5

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Macroeconometric Models, DSGE Models

4.

Getting the ROC into Sync

Number of pages: 33 Posted: 14 Jan 2022
Liu Yang, Liu Yang, Kajal Lahiri and Adrian Pagan
Nanjing University - School of BusinessState University of New York (SUNY) at Albany, College of Arts and Sciences, Economics, State University of New York (SUNY) at Albany and University of Sydney
Downloads 113 (527,050)
Citation 2

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Receiver operating characteristic curve, Synchronization, Correlation, Economic recession, Serial dependence.

5.

Macro-Econometric System Modelling @ 75

CAMA Working Paper 67/2013
Number of pages: 42 Posted: 11 Oct 2013
Tony Hall, Jan P. A. M. Jacobs and Adrian Pagan
affiliation not provided to SSRN, University of Groningen - Faculty of Economics and Business and University of Sydney
Downloads 100 (576,547)
Citation 3

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6.

Checking if the Straitjacket Fits

Downloads 78 (671,787)
Citation 6

Checking if the Straitjacket Fits

CAMA Working Paper No. 81/2019
Number of pages: 28 Posted: 12 Nov 2019
Adrian Pagan, Michael Wickens and Michael Wickens
University of Sydney and University of YorkCardiff Business School
Downloads 75 (696,856)
Citation 6

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Checking If the Straitjacket Fits

CEPR Discussion Paper No. DP14140
Number of pages: 28 Posted: 04 Dec 2019
Adrian Pagan, Michael Wickens and Michael Wickens
University of Sydney and University of YorkCardiff Business School
Downloads 3 (1,378,198)
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DSGE models, Model testing, SVARs

7.

Estimation and Solution of Models with Expectations and Structural Changes

CAMA Working Paper No. 15/2014
Number of pages: 28 Posted: 08 Feb 2014 Last Revised: 17 Feb 2014
Mariano Kulish and Adrian Pagan
University of New South Wales (UNSW) and University of Sydney
Downloads 69 (719,247)
Citation 13

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8.

Turning Point and Oscillatory Cycles

CAMA Working Paper No. 74/2019
Number of pages: 24 Posted: 26 Sep 2019
Mariano Kulish and Adrian Pagan
The University of Sydney and University of Sydney
Downloads 64 (748,443)
Citation 1

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medium-term cycles, band-pass filter, business cycles

9.

Critically Assessing Estimated DSGE Models: A Case Study of a Multi-Sector Model

CAMA Working Paper No. 4/2018
Number of pages: 35 Posted: 16 Jan 2018
Xianglong Liu, Adrian Pagan and Tim Robinson
The University of Melbourne - Department of Economics, University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 62 (780,398)
Citation 1

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10.

Three Questions Regarding Impulse Responses and their Interpretation Found from Sign Restrictions

CAMA Working Paper No. 101/2020
Number of pages: 20 Posted: 30 Nov 2020
Sam Ouliaris and Adrian Pagan
International Monetary Fund (IMF) and University of Sydney
Downloads 58 (787,100)
Citation 1

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SVAR, Sign Restrictions, Identified Set

11.

Discovering Stars: Problems in Recovering Latent Variables from Models

Number of pages: 31 Posted: 09 Mar 2023
Daniel Buncic and Adrian Pagan
Stockholm Business School and University of Sydney
Downloads 54 (815,394)

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Recoverability, excess shocks, latent variables, neutral rates, Kalman Filter

12.

Implications of Partial Information for Applied Macroeconomic Modelling

Melbourne Institute Working Paper No. 12/19, October 2019
Number of pages: 34 Posted: 22 Oct 2019
Adrian Pagan and Tim Robinson
University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 47 (870,144)
Citation 4

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SVAR; Partial Information; Identification; Measurement Error; DSGE

13.

Some Consequences of Using ‘Measurement Error Shocks’ When Estimating Time Series Models

CAMA Working Paper No. 12/2017
Number of pages: 12 Posted: 10 Feb 2017
Adrian Pagan
University of Sydney
Downloads 43 (904,838)
Citation 3

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14.

Implications of Partial Information for Econometric Modeling of Macroeconomic Systems

CAMA Working Paper No. 41/2019
Number of pages: 37 Posted: 20 Jun 2019
Adrian Pagan and Tim Robinson
University of Sydney and University of Melbourne - Melbourne Institute: Applied Economic & Social Research
Downloads 42 (913,797)
Citation 3

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SVAR, Partial Information, Identification, Measurement Error, DSGE

15.

Investigating Cycle Anatomy

Number of pages: 17 Posted: 09 Mar 2023
Max Gillman and Adrian Pagan
University of Missouri at Saint Louis and University of Sydney
Downloads 41 (923,121)

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Activity Cycle, Oscillatory Cycle, Contribution of TFP Shocks

16.

To Boost or Not to Boost? That is the Question

Number of pages: 20 Posted: 09 Mar 2023
Ye Lu and Adrian Pagan
The University of Sydney - School of Economics and University of Sydney
Downloads 35 (982,012)

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Boosting, Hodrick-Prescott filter, Component models