skip to content

Pagan, A. R.

Overview
Works: 113 works in 248 publications in 2 languages and 1,627 library holdings
Genres: Conference proceedings 
Roles: Creator
Classifications: HB139, 330.015195
Publication Timeline
Key
Publications about A. R Pagan
Publications by A. R Pagan
Most widely held works by A. R Pagan
Nonparametric econometrics by A. R Pagan( Book )
18 editions published between 1999 and 2004 in English and Undetermined and held by 460 libraries worldwide
Covering the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades, this book will be useful for first year graduate courses in econometrics
The theory of economic policy : statics and dynamics by A. J Preston( Book )
12 editions published between 1982 and 2008 in English and held by 421 libraries worldwide
The Effects of inflation : theoretical issues and Australian evidence : conference papers ( Book )
1 edition published in 1983 in English and held by 54 libraries worldwide
The rise and fall and rise-- of the business cycle by A. R Pagan( Book )
3 editions published in 1996 in English and held by 48 libraries worldwide
Alternative models for conditional stock volatility by A. R Pagan( Book )
2 editions published in 1989 in English and held by 36 libraries worldwide
This paper compares several statistical models for monthly stock return volatility. The focus is on U.S. data from 1834-19:5 because the post-1926 data have been analyzed in more detail by others. Also, the Great Depression had levels of stock volatility that are inconsistent with stationary models for conditional heteroskedasticity, We show the importance of nonlinearities in stock return behavior that are not captured by conventional ARCH or GARCH models. We also show the nonstationariry of stock volatility, even over the 1834-1925 period
A small structural monetary policy model for small open economies with debt accumulation by Philippe D Karam( file )
6 editions published in 2008 in English and held by 33 libraries worldwide
We extend a small New Keynesian structural model used for monetary policy analysis to address a richer class of policy issues that arise in open economy analysis. We draw a distinction between absorption and domestic output, and as the difference between the two is effectively the current account, there is now an explicit accumulation or decumulation of foreign liabilities in response to various shocks affecting the system. Such stock equilibria can now have an impact back on to the flows in the domestic economy. We perform simulations using parameters calibrated to the Canadian economy and compare the differences in impulse responses from the original model. Advantages in a forecasting environment owing to the ability to impose explicit projections about imports and exports are also exposed
On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables by A. R Pagan( Computer File )
9 editions published in 2007 in English and held by 32 libraries worldwide
This paper considers the implications of the permanent/transitory decomposition of shocks for identification of structural models in the general case where the model might contain more than one permanent structural shock. It provides a simple and intuitive generalization of the influential work of Blanchard and Quah (1989), and shows that structural equations for which there are known permanent shocks must have no error correction terms present in them, thereby freeing up the latter to be used as instruments in estimating their parameters. The proposed approach is illustrated by a re-examination of the identification scheme used in a monetary model by Wickens and Motta (2001), and in a well known paper by Gali (1992) which deals with the construction of an IS-LM model with supply-side effects. We show that the latter imposes more short-run restrictions than are needed because of a failure to fully utilize the cointegration information
How reliable are ORANI conclusions? by A. R Pagan( Book )
3 editions published in 1985 in English and Undetermined and held by 24 libraries worldwide
Monetary transmission in an emerging targeter the case of Brazil by Luis Catão( Book )
5 editions published in 2008 in English and held by 21 libraries worldwide
This paper lays out a structural model that incorporates key features of monetary transmission in typical emerging-market economies, including a bank-credit channel and the role of external debt accumulation on country risk premia and exchange rate dynamics. We use an SVAR representation of the model to study the monetary transmission in Brazil. We find that interest rate changes have swifter effects on output ande inflation compared to advanced economies and that exchange rate dynamics plays a key role in this connection. Importantly, the response to monetary policy shocks has grown stronger and the output-inflation tradeoff improved since the introduction of inflation targeting
The effects of inflation : a review with special reference to Australia by A. R Pagan( Book )
2 editions published in 1981 in English and held by 21 libraries worldwide
Inflation and the consumption ratio by R. K Anstie( Book )
2 editions published in 1981 in English and held by 20 libraries worldwide
Inflation today, inflation to-morrow and inflation the day after? by A. R Pagan( Book )
3 editions published between 1982 and 1983 in English and held by 20 libraries worldwide
Seasonal integration and the evolving seasonals model by Svend Hylleberg( Book )
6 editions published between 1995 and 1996 in English and held by 20 libraries worldwide
Evaluating a real business cycle model by Fabio Canova( Book )
9 editions published between 1993 and 1998 in 3 languages and held by 17 libraries worldwide
Modelling the term structure by A. R Pagan( Book )
5 editions published between 1995 and 1996 in English and held by 16 libraries worldwide
Dissecting the cycle by Don Harding( Book )
2 editions published in 1999 in English and held by 13 libraries worldwide
The econometrics of the New Keynesian policy model ( Book )
2 editions published in 2004 in English and held by 12 libraries worldwide
Two stage and related estimators and their applications by A. R Pagan( Book )
4 editions published between 1985 and 1986 in English and held by 12 libraries worldwide
Knowing the cycle by Don Harding( Book )
3 editions published between 1999 and 2000 in English and held by 12 libraries worldwide
Resolving the liquidity effect by A. R Pagan( Book )
3 editions published in 1994 in English and held by 11 libraries worldwide
 
moreShow More Titles
fewerShow Fewer Titles
Alternative Names
Pagan, A.R.
Pagan, Adrian.
Pagan, Adrian, 1947-
Pagan, Adrian Rodney
Pagan, Adrian Rodney, 1947-
Languages
English (96)
German (1)
Covers
Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.