Adrian Pagan

Q: What Schools Are Affiliated With Adrian Pagan

Adrian Pagan is affiliated with the following schools: Queensland University of Technology, University of Queensland, University of Sydney, University of Melbourne, University of Rochester, Australian National University

Adrian Pagan's AcademicInfluence.com Rankings

Adrian Pagan

Economics

#810

World Rank

#965

Historical Rank

Econometrics

#23

World Rank

#24

Historical Rank

Macroeconomics

#92

World Rank

#100

Historical Rank

economics Degrees

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Economics

Why Is Adrian Pagan Influential?

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According to Wikipedia, Adrian Rodney Pagan is an Australian economist and Professor of Economics in the School of Economics at the University of Sydney. From 1995 to 2000, he was a member of the board of the Reserve Bank of Australia.

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Adrian Pagan's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics (1980) (5804)
A simple test for heteroscedasticity and random coefficient variation (econometrica vol 47 (1979) (4068)
Econometric Issues in the Analysis of Regressions with Generated Regressors. (1984) (2280)
Alternative Models for Conditional Stock Volatility (1989) (1470)
Dissecting the cycle: a methodological investigation (2002) (1407)
Nonparametric Econometrics (1999) (706)
Sign Restrictions in Structural Vector Autoregressions: A Critical Review (2010) (653)
A Simple Framework for Analyzing Bull and Bear Markets (2001) (567)
The econometrics of financial markets (1996) (468)
Diagnostic tests as residual analysis (1983) (434)
Synchronization of cycles (2006) (417)
Two Stage and Related Estimators and Their Applications (1986) (400)
Diagnostic Tests for Models Based on Individual Data: A Survey. (1989) (397)
The Econometric Analysis of Models with Risk Terms (1988) (392)
Nonparametric Econometrics: Index (1999) (372)
Three Econometric Methodologies: A Critical Appraisal (1987) (334)
A comparison of two business cycle dating methods (2003) (293)
A Structural VAR Model of the Australian Economy (2000) (271)
What Will Take the Con out of Econometrics (1985) (255)
Chapter 18 Dynamic specification (1984) (208)
Estimation, Inference and Specification Analysis. (1996) (191)
The Phillips Curve in Australia (1999) (185)
Some Issues in Using Sign Restrictions for Identifying Structural VARs (2007) (173)
Some identification and estimation results for regression models with stochastically varying coefficients (1980) (165)
Estimating the Density Tail Index for Financial Time Series (1997) (163)
Report and Modelling and Forecasting at the Bank of England (2005) (145)
Non-Parametric Estimation and the Risk Premium (1988) (140)
A multivariate latent factor decomposition of international bond yield spreads (2000) (135)
Resolving the liquidity effect (1995) (130)
Testing for covariance stationarity in stock market data (1990) (128)
A Survey of Some Recent Econometric Methods (1989) (127)
A suggested framework for classifying the modes of cycle research (2005) (113)
Structural Models of the Liquidity Effect (1998) (109)
Assessing the variability of inflation (1983) (102)
A GENERALISED APPROACH TO THE TREATMENT OF AUTOCORRELATION (1974) (94)
Extending a SVAR Model of the Australian Economy (2009) (89)
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH (2005) (89)
Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling (2007) (85)
Knowing the Cycle (1999) (83)
Extracting, Using and Analysing Cyclical Information (2001) (81)
Dissecting the Cycle (1999) (81)
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (2007) (77)
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (2008) (71)
Heteroscedasticity in Models with Lagged Dependent Variables (1983) (70)
Towards an Understanding of Some Business Cycle Characteristics (1997) (70)
Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 (2006) (69)
Australian Stock Market Volatility: 1875–1987* (1993) (67)
Specification Testing of Markov Switching Models (2003) (63)
Modelling the Term Structure (1995) (63)
Evaluating a real business cycle model (1993) (62)
16 Varying coefficient regression (1985) (61)
ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES (1990) (60)
The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey (1975) (60)
The Econometrics of the New Keynesian Policy Model: Introduction (2004) (52)
ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS (2006) (51)
Testing for Duration Dependence in Economic Cycles (2004) (51)
Estimation and Solution of Models with Expectations and Structural Changes (2013) (49)
A note on the extraction of components from time series (1975) (49)
Synchronisation of Cycles ∗ (2003) (48)
Alternative Models for Conditional Volatil-ity (1990) (48)
Modeling the term structure (1995) (47)
An Econometric Analysis of Some Models for Constructed Binary Time Series (2011) (47)
The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach (2010) (45)
On the role of simulation in the statistical evaluation of econometric models (1989) (44)
The Theory of Economic Policy: Statics and Dynamics (1982) (43)
Rejoinder to James Hamilton (2003) (40)
Some consequences of viewing LIML as an iterated Aitken estimator (1979) (39)
Addendum to Report on Modelling and Forecasting at the Bank of England (2005) (38)
Some methods for assessing the need for non-linear models in business cycle analysis (2004) (38)
How Reliable are ORANI Conclusions (1987) (37)
Consistency tests for heteroskedastic and risk models (1992) (36)
Policy, Theory, and the Cycle (1997) (32)
Measurement of Business Cycles (2006) (31)
The Short-run Demand for Transactions Balances in Australia (1981) (30)
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 (2007) (30)
Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables (2016) (28)
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance (2016) (27)
4 Modeling the term structure (1996) (26)
Estimating predictions, prediction errors and their standard deviations using constructed variables (1984) (26)
Seasonal Integration and the Evolving Seasonals Model (1996) (26)
The Econometric Analysis of Constructed Binary Time Series. Working paper #1 (2006) (26)
Testing for Heteroskedasticity (1991) (25)
POLYNOMIAL DISTRIBUTED LAGS: A UNIFIED TREATMENT (1979) (24)
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors (1976) (24)
On the inconsistency on the MLE in certain heteroskedastic regression models (2012) (23)
Methods for assessing the impact of financial effects on business cycles in macroeconometric models (2014) (21)
Some experiments in constructing a hybrid model for macroeconomic analysis (1998) (18)
Structural Macro-Econometric Modelling in a Policy Environment (2010) (18)
Specification of the Disturbance for Efficient Estimation-An Extended Analysis (1977) (17)
Learning About Models and Their Fit to Data (2002) (15)
THE DYNAMICS OF FERTILITY , FAMILY PLANNING AND FEMALE EDUCATION IN A DEVELOPING ECONOMY (1998) (15)
Can We Predict Recessions (2010) (15)
INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES (2012) (15)
Simulation Based Estimation of Some Factor Models in Econometrics (1996) (14)
A Method for Working with Sign Restrictions in Structural Equation Modelling (2016) (14)
The Getting of Macroeconomic Wisdom (1999) (14)
An Examination of Some Tools for Macro-Econometric Model Building (2003) (13)
Some simulation studies of nonparametric estimators (1988) (13)
Introduction calibration and econometric research: An overview (1994) (13)
A note on the magnitude of risk premia (1988) (12)
Do Markov-switching models capture nonlinearities in the data?: Tests using nonparametric methods (2004) (12)
Efficient estimation of models with composite disturbance terms (1973) (12)
Economic Analysis and Prediction of Recurrent Events (2011) (12)
Business Cycle Measurement (2008) (11)
Exploring the Role of Inventories in the Business Cycle (2003) (11)
Optimal control of econometric models with autocorrelated disturbance terms (1975) (11)
PRACTITIONERS CORNER: Post‐Sample Prediction Tests for Generalized Method of Moments Estimators (2009) (10)
How Reliable Are ORAN I Conclusions (1987) (9)
Shocking Stories (1998) (9)
Forecasting for Policy (2007) (9)
Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez (2000) (9)
WHO'S AFRAID OF INFLATION?* (1983) (8)
Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐Sector Model (2018) (8)
THE LIML AND RELATED ESTIMATORS OF AN EQUATION WITH MOVING AVERAGE DISTURBANCES (1981) (8)
A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation (2008) (8)
TIME SERIES BEHAVIOUR AND DYNAMIC SPECIFICATION (2009) (7)
Assesssing the Implications of Financial/Real Interactions for Business Cycles in Macroeconometric Models (2012) (7)
Investigating the Relationship Between DSGE and SVAR Models (2016) (7)
A further result on the sign of restricted least-squares estimates (1986) (7)
Comment on Poirier: Dogma or Doubt? (1988) (7)
Some uses of simulation in econometrics (1999) (7)
Detecting Common Dynamics in Transitory Components (2011) (6)
Some simple techniques for assessing Markov-Switching Models (2001) (6)
Rational expectations and the theory of policy (1982) (6)
Executive Summary Report on Modelling and Forecasting at the Bank of England (6)
Turning Point and Oscillatory Cycles (2019) (6)
Optimal International Reserves--A Note (1968) (6)
A New Method for Working With Sign Restrictions in SVARs (2015) (6)
What is a Good Macroeconomic Model for a Central Bank to Use (2002) (6)
Rational and polynomial lags: The finite connection (1978) (6)
The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle (1996) (6)
Towards a Strucrural VAR Model of the Australian Economy (1997) (6)
Can Turkish Recessions be Predicted (2010) (5)
The Optimal Control Articles (2000) (5)
The Theory of Economic Policy (2008) (5)
Whatever Happened to Optimal Control of Econometric Models (1995) (5)
Checking If the Straitjacket Fits (2019) (5)
Econometric Issues When Modeling with a Mixture of I(1) and I(0) Variables (2013) (4)
Straw-man econometrics? (1984) (4)
Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change (2012) (4)
Which Nonlinearity in the Phillips Curve ? (2007) (4)
Some Consequences of Using ‘Measurement Error Shocks’ When Estimating Time Series Models (2017) (4)
Assessing Some Models of the Impact of Financial Stress upon Business Cycles (2011) (4)
Research rigour: Use '4Rs' criteria to assess papers (2015) (4)
Inventories, Fluctuations and Business Cycles. Working paper #4 (2006) (3)
CNB Economic Research Bulletin: Inflation Targeting and DSGE Models (2008) (3)
Australian Macro-Econometric Models and Their Construction - A Short History (2019) (3)
Emergency--total power outage in the OR. (2001) (3)
Excess shocks can limit the economic interpretation (2022) (3)
Implications of Partial Information for Econometric Modeling of Macroeconomic Systems (2019) (3)
Patterns and Their Uses (2013) (3)
Monetary Transmission in an Emerging Targeter (2008) (3)
Too Many Shocks Spoil the Interpretation (2020) (3)
Proffessor E. J. Hannnan (1985) (3)
CALIBRATION AND ECONOMETRIC RESEARCH: AN OVERVIEW (2016) (2)
An Unintended Consequence of Using "Errors in Variables Shocks" in DSGE Models? (2016) (2)
CALIBRATION AND ECONOMETRIC RESEARCH: AN OVERVIEW (2016) (2)
Nonparametric Econometrics: Semiparametric Estimation of Discrete Choice Models (1999) (2)
Macro-Econometric System Modelling @ 75 (2013) (2)
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 (1990) (2)
Commentary on "An estimated DSGE model for the United Kingdom" (2007) (2)
Gregory C. Chow (1995) (2)
Implications of Partial Information for Applied Macroeconomic Modelling (2019) (2)
A Short-Run Econometric Model of the Japanese Wool Textile Industry* (1979) (2)
Speciication Tests in the Eecient Method of Moments Framework with Application to the Stochastic Volatility Models (1998) (1)
Use ‘4Rs’ criteria to assess papers (2015) (1)
Getting the ROC into Sync (2022) (1)
The Econometric Analysis of Risk Terms (1986) (1)
The Limits of Econometrics. (1991) (1)
Weak instruments (in Russian) (2007) (1)
Macro-Econometric System Modelling (2013) (1)
COMMON PERSISTENCE IN CONDITIONAL VARIANCES' BY TIM (2007) (1)
Fiscal Policy And The Current Account: Historical, Theoretical And Policy Perspectives, And "Twin Deficit" And The Australian Models Comments On A Conference (1990) (1)
Nonparametric Econometrics: Semiparametric and Nonparametric Estimation of Simultaneous Equation Models (1999) (1)
The Econometric Analysis of Some Constructed Binary Time Series (2007) (1)
Investigating Cycle Anatomy (2023) (0)
Chapter 9. Predicting Turning Points and Recessions (2016) (0)
Chapter 4. Model-Based Rules for Describing Recurrent Events (2016) (0)
Constructing Reference Cycles with Multivariate Information (2018) (0)
Nonparametric Econometrics: Methods of Density Estimation (1999) (0)
Nonparametric Econometrics: Nonparametric Estimation of Derivatives (1999) (0)
Using the Recurrent Event Binary States to Examine Economic Modeling Issues (2018) (0)
Nonparametric Econometrics: Conditional Moment Estimation (1999) (0)
A study of estimation procedures for time series models in economics (1972) (0)
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger. Edited by ENGLE (ROBERT F.) and WHITE (HALBERT). (2002) (0)
Nonparametric Econometrics: Semiparametric Estimation of Single-Equation Models (1999) (0)
Working Paper Series Inventories , Fluctuations and Business Cycles (2006) (0)
Chapter 2. Methods for Describing Oscillations, Fluctuations, and Cycles in Univariate Series (2016) (0)
Semiparametric Estimation of Selectivity Models (1999) (0)
Nonparametric Econometrics: Semiparametric Estimation of Censored Regression Models (1999) (0)
Chapter 6. Measuring Synchronization of Recurrent Events in Multivariate Data (2016) (0)
Mardi Dungey: 11 December 1966 – 12 January 2019 (2019) (0)
Measuring Synchronization of Recurrent Events in Multivariate Data (2018) (0)
Predicting Turning Points and Recessions (2018) (0)
Chapter 8. Using the Recurrent Event Binary States to Examine Economic Modeling Issues (2016) (0)
Methods for Describing Oscillations, Fluctuations, and Cycles in Univariate Series (2018) (0)
Chapter 7. Accounting for Observed Cycle Features with a Range of Statistical Models (2016) (0)
Chapter 5. Measuring Recurrent Event Features in Univariate Data (2016) (0)
E.J. (Ted) Hannan (1994) (0)
Retrospect and Prospect (1999) (0)
The theory of economic policy: A review of the static theory of policy (1982) (0)
2 Distributional Problems of the IV Estimator with Weak Instruments (2007) (0)
Indirect Estimation of Multifactor Continuous Time Term Structure Models* (2008) (0)
Appendix C: Time-series Properties of the Variables | RDP 1999-01: The Phillips Curve in Australia (1999) (0)
The dynamic theory of stationarity objectives (1982) (0)
PAGAN'S PERSPECTIVE. SAFETY AT RAILROAD GRADE CROSSINGS (1988) (0)
PAGAN'S PERSPECTIVE. SOUND AND OTHER HIGHWAY BARRIERS: PART III (1987) (0)
A. W. H. Phillips: Collected Works in Contemporary Perspective: The Walras-Bowley Paper (2000) (0)
Macroeconomic system modelling @ 75 (2013) (0)
The dynamic policy problem: models and objectives (1982) (0)
Nonparametric Econometrics: Statistical Methods (1999) (0)
Use '4Rs' criteria to assess papers [Correspondence] (2015) (0)
The algebraic structure of fixed objective problems (1982) (0)
PAGAN'S PERSPECTIVE. THE NJMEI - AN INSTITUTE THAT CAN HELP ROADS (1988) (0)
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) (1973) (0)
Dynamic finite horizon flexible objective problems (1982) (0)
UNIVERSITY OF SOUTHERN CALIFORNIA Center for Applied Financial Economics (CAFE) Assessing the Implications of Financial/Real Interactions for Business Cycles in Macroeconometric Models (2012) (0)
Some stability issues in dynamic policy problems (1982) (0)
Controllability properties of dynamic policy models (1982) (0)
Three Basic Issues that Arise when Using Informational Restrictions in SVARs* (2021) (0)
CAMA Centre for Applied Macroeconomic Analysis Australian Macro-Econometric Models and Their Construction-A Short History CAMA Working Paper 50 / 2019 July 2019 (2019) (0)
PAGAN'S PERSPECTIVE. SEAT BELTS (1986) (0)
Model-Based Rules for Describing Recurrent Events (2018) (0)
Policy design for path objectives (1982) (0)
Final Discussion Better than All the Rest What's Supply Got to Do with It? (1998) (0)
The Housing Lifeline: A Policy for Short-Term Housing Affordability Problems* (2003) (0)
Three Questions Regarding Impulse Responses and their Interpretation Found from Sign Restrictions (2020) (0)
Observations on DeCecio and Nelson "An Estimated DSGE Model for the United Kingdom" (2007) (0)
Reflections on Australian Marco-modelling (1981) (0)
Policy existence and uniqueness for infinite horizon flexible objective problems (1982) (0)
CAMA Centre for Applied Macroeconomic Analysis Turning Point and Oscillatory Cycles CAMA Working Paper 74 / 2019 September 2019 (2019) (0)
Federal Reserve Bank of St. Louis Review, Annual Index, 2007 (2007) (0)
Appendix A: National Wage Case Outcomes (1968–1981) | RDP 1999-01: The Phillips Curve in Australia (1999) (0)
Conclusion | RDP 1999-01: The Phillips Curve in Australia (1999) (0)
The dynamic theory of path objectives (1982) (0)
Measuring Recurrent Event Features in Univariate Data (2018) (0)
To Boost or Not to Boost? That is the Question (2023) (0)
PAGAN'S PERSPECTIVE. AVOIDING CULVERT FAILURES (1987) (0)
PAGAN'S PERSPECTIVE. RAILROAD GRADE CROSSINGS - PART II (1987) (0)
The algebraic structure of flexible objective problems (1982) (0)
PERIODICITY, NON-STATIONARITY, AND FORECASTING OF ECONOMIC AND FINANCIAL TIME SERIES Detecting Common Dynamics in Transitory Components (2011) (0)
Turning point and oscillatory cycles: Concepts, measurement, and use (2021) (0)
Discovering Stars: Problems in Recovering Latent Variables from Models (2023) (0)
A Perspective | Conference – 1993 (1993) (0)
Chapter 3. Constructing Reference Cycles with Multivariate Information (2016) (0)
A theory of optimal reserves and the adequacy of international liquidity in the developing countries (1967) (0)
The Phillips Curve and Monetary Policy | RDP 1999-01: The Phillips Curve in Australia (1999) (0)
PAGAN'S PERSPECTIVE. LEGAL LIABILITY AND THE HIGHWAY PROFESSIONAL (1987) (0)
What are the external e ¤ ects of US economic uctuations ? (2008) (0)
Weak Instruments: A Guide to the Literature (2007) (0)
References | RDP 2012-08: Estimation and Solution of Models with Expectations and Structural Changes (2012) (0)
Observability properties of dynamic policy models (1982) (0)
Phillips curve inflation forecasts - comments (2008) (0)
PAGAN'S PERSPECTIVE. HIGHWAYS IN GREAT BRITAIN: PART 1 - THE MOTORWAYS SYSTEM (1987) (0)
CAMA Centre for Applied Macroeconomic Analysis Macro-Econometric System Modelling @ 75 CAMA Working Paper 67 / 2013 October 2013 (2013) (0)
THE SHARE ECONOMY - A SYMPOSIUM - DISCUSSION 2 (1986) (0)
Accounting for Observed Cycle Features with a Range of Statistical Models (2018) (0)

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What Schools Are Affiliated With Adrian Pagan?

Adrian Pagan is affiliated with the following schools:

Adrian Pagan's Academic­Influence.com Rankings

Why Is Adrian Pagan Influential?

Adrian Pagan's Published Works

Published Works

Other Resources About Adrian Pagan

What Schools Are Affiliated With Adrian Pagan?

Adrian Pagan's AcademicInfluence.com Rankings