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Pagan, A. R.

Works: 112 works in 271 publications in 2 languages and 2,285 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Other, Editor
Classifications: HB139, 330.015195
Publication Timeline
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 )
21 editions published between 1999 and 2009 in English and Undetermined and held by 489 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 )
20 editions published between 1982 and 2008 in English and held by 436 libraries worldwide
This book provides a unified analysis of the theory of economic policy, presenting static and dynamic aspects of both the fixed and flexible objective policy problems. The authors conceive of the abstract theory of economic policy as the interaction of policy possibilities with policy-making requirements. Policy possibilities are depicted by a known, linear model relating sets of targets, instruments and other variables. Policy-making requirements are imposed in two forms: directly by nominating a specific fixed target in the tradition of Tinbergen; and indirectly by specifying preferences about targets - the flexible target associated with Theil
The econometric analysis of recurrent events in macroeconomics and finance by Don Harding( Book )
8 editions published in 2016 in English and held by 112 libraries worldwide
The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction.This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions. The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles.This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund
The Effects of inflation : theoretical issues and Australian evidence : conference papers ( Book )
4 editions published between 1982 and 1983 in English and held by 54 libraries worldwide
The rise and fall and rise-- of the business cycle by A. R Pagan( Book )
5 editions published in 1996 in English and held by 49 libraries worldwide
On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables by A. R Pagan( file )
8 editions published in 2007 in English and held by 31 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
Alternative models for conditional stock volatility by A. R Pagan( Book )
3 editions published in 1989 in English and held by 26 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
How reliable are ORANI conclusions? by A. R Pagan( Book )
3 editions published in 1985 in English and Undetermined and held by 21 libraries worldwide
Evaluating a real business cycle model by Fabio Canova( Book )
7 editions published in 1993 in 3 languages and held by 19 libraries worldwide
Inflation and the consumption ratio by R. K Anstie( Book )
2 editions published in 1981 in English and held by 19 libraries worldwide
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 19 libraries worldwide
Inflation today, inflation to-morrow and inflation the day after? by A. R Pagan( Book )
1 edition published in 1983 in English and held by 16 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 16 libraries worldwide
A small structural monetary policy model for small open economies with debt accumulation by Philippe D Karam( Book )
8 editions published in 2008 in English and held by 13 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
The econometrics of the New Keynesian policy model by S. G. B Henry( Book )
3 editions published in 2004 in English and held by 12 libraries worldwide
Estimation and solution of models with expectations and structural changes by Mariano Kulish( Book )
3 editions published between 2012 and 2014 in English and held by 12 libraries worldwide
Modelling the term structure by A. R Pagan( Book )
4 editions published in 1995 in English and held by 11 libraries worldwide
Two stage and related estimators and their applications by A. R Pagan( Book )
3 editions published between 1985 and 1986 in English and held by 11 libraries worldwide
Monetary transmission in an emerging targeter : the case of Brazil by Luis Catão( Book )
11 editions published in 2008 in English and held by 11 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
Assessing the variability of inflation by A. R Pagan( Book )
4 editions published between 1981 and 1983 in English and held by 10 libraries worldwide
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Alternative Names
Adrian Pagan Australian academic
Adrian Pagan econoom uit Australië
Pagan A. R.
Pagan, Adrian
Pagan, Adrian 1947-
Pagan, Adrian Rodney
Pagan, Adrian Rodney 1947-
English (122)
German (1)
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