Adrian Pagan

Australian National University (ANU) - Research School of Social Sciences (RSSS)

Professor

Canberra, Australian Capital Territory 0200

Australia

UNSW Australia Business School, School of Economics

High Street

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

17

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1,480

SSRN CITATIONS
Rank 5,028

SSRN RANKINGS

Top 5,028

in Total Papers Citations

68

CROSSREF CITATIONS

137

Scholarly Papers (17)

1.

Report and Modelling and Forecasting at the Bank of England

Bank of England Quarterly Bulletin, Spring 2003
Number of pages: 29 Posted: 27 Apr 2005
Adrian Pagan
Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 325 (93,103)
Citation 1

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2.

Sign Restrictions in Structural Vector Autoregressions: A Critical Review

CAMA Working Paper No. 22/2010
Number of pages: 37 Posted: 31 Aug 2010
Renee Fry and Adrian Pagan
Australian National University (ANU) - Department of Economics and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 187 (162,924)
Citation 25

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3.

On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables

CESifo Working Paper Series No. 1924, IZA Discussion Paper No. 2634
Number of pages: 23 Posted: 27 Feb 2007
Adrian Pagan and M. Hashem Pesaran
Australian National University (ANU) - Research School of Social Sciences (RSSS) and University of Southern California - Department of Economics
Downloads 146 (201,535)

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permanent shocks, structural identification, error correction models, IS-LM models

4.

Alternative Models for Conditional Stock Volatility

NBER Working Paper No. w2955
Number of pages: 40 Posted: 27 Dec 2006 Last Revised: 09 Aug 2010
Adrian Pagan and G. William Schwert
Australian National University (ANU) - Research School of Social Sciences (RSSS) and University of Rochester - Simon Business School
Downloads 130 (221,262)
Citation 20

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5.

A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation

IMF Working Paper No. 08/64
Number of pages: 24 Posted: 24 Mar 2008
Philippe D. Karam and Adrian Pagan
International Monetary Fund (IMF) and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 116 (241,058)

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Monetary policy, Emerging markets, Debt, Forecasting models

6.

Econometric Analysis of Structural Systems with Permanent and Transitory Shocks

UNSW Australian School of Business Research Paper No. 2008 ECON 04
Number of pages: 26 Posted: 27 Aug 2008
Adrian Pagan and M. Hashem Pesaran
Australian National University (ANU) - Research School of Social Sciences (RSSS) and University of Southern California - Department of Economics
Downloads 100 (267,367)
Citation 29

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Permanent shocks, structural identification, error correction

Seasonal Integration and the Evolving Seasonals Model

Number of pages: 23 Posted: 28 Jan 1997
Svend Hylleberg and Adrian Pagan
Aarhus University - Department of Economics and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 100 (269,134)
Citation 9

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Seasonal Integration and the Evolving Seasonals Model

International Journal of Forecasting, Vol. 13, 1997
Posted: 25 Mar 1998
Svend Hylleberg and Adrian Pagan
Aarhus University - Department of Economics and Australian National University (ANU) - Research School of Social Sciences (RSSS)

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8.

Structural Macro-Econometric Modelling in a Policy Environment

Number of pages: 39 Posted: 17 Feb 2010
Adrian Pagan and Martin Fukac
Australian National University (ANU) - Research School of Social Sciences (RSSS) and Federal Reserve Bank of Kansas City
Downloads 84 (298,817)

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history of macroeconomic modeling, policy oriented models, structural model evaluation, DSGE models

9.

Economic Analysis and Prediction of Recurrent Events

Center for Research in Econometric Analysis of Time Series Research Paper 2011-33, CAFE Research Paper No. 13.10
Number of pages: 37 Posted: 27 Aug 2013
Adrian Pagan and Don Harding
Australian National University (ANU) - Research School of Social Sciences (RSSS) and Department of Economics and Finance, Latrobe University
Downloads 80 (307,712)

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Business and Financial Cycles, Binary Time Series, BBQ Algorithm

10.

Addendum to Report on Modelling and Forecasting at the Bank of England

Bank of England Quarterly Bulletin, Summer 2005
Number of pages: 4 Posted: 08 Jul 2005
Adrian Pagan
Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 59 (362,746)

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11.

Assesssing the Implications of Financial/Real Interactions for Business Cycles in Macroeconometric Models

CAFE Research Paper No. 13.12
Number of pages: 24 Posted: 27 Aug 2013
Adrian Pagan and Tim Robinson
Australian National University (ANU) - Research School of Social Sciences (RSSS) and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 39 (432,190)
Citation 2

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12.

Econometric Issues When Modeling with a Mixture of I(1) and I(0) Variables

CAFE Research Paper No. 13.11
Number of pages: 32 Posted: 27 Aug 2013
Macquarie University - Department of Economics, Yonsei University - Department of Economics and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 35 (448,739)
Citation 2

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13.

Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change

CAFE Research Paper No. 13.13
Number of pages: 16 Posted: 27 Aug 2013
Mariano Kulish and Adrian Pagan
University of New South Wales (UNSW) and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 29 (476,302)
Citation 1

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14.

Testing for Duration Dependence in Economic Cycles

Econometrics Journal, Vol. 7, No. 2, pp. 528-549, December 2004
Number of pages: 22 Posted: 28 Dec 2004
Jonathan Ohn, Larry W. Taylor and Adrian Pagan
Wagner College - Department of Business Administration, Lehigh University - College of Business and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 29 (476,302)
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Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐Sector Model

Economic Record, Vol. 94, Issue 307, pp. 349-371, 2018
Number of pages: 23 Posted: 10 Dec 2018
Xianglong Liu, Adrian Pagan and Tim Robinson
The University of Melbourne - Department of Economics, Australian National University (ANU) - Research School of Social Sciences (RSSS) and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 0
Citation 1
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16.

The Econometrics of the New Keynesian Policy Model: Introduction

Oxford Bulletin of Economics & Statistics, Vol. 66, No. S1, pp. 581-607, September 2004
Number of pages: 27 Posted: 25 Sep 2004
S.B. Henry and Adrian Pagan
affiliation not provided to SSRN and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 18 (538,379)
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17.

Extending a SVAR Model of the Australian Economy

Economic Record, Vol. 85, Issue 268, pp. 1-20, March 2009
Number of pages: 20 Posted: 27 Apr 2009
Mardi Dungey and Adrian Pagan
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 3 (635,334)
Citation 2
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