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The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Harding, Don - 2016

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...

Persistent link: https://www.econbiz.de/10014482332

Mardi Dungey : 11 December 1966-12 January 2019

Pagan, Adrian R. - In: The economic and labour relations review : ELRR 30 (2019) 2, pp. 333-335

Persistent link: https://www.econbiz.de/10012258864

Detecting common dynamics in transitory components

Christensen, Timothy; Hurn, Stan; Pagan, Adrian R. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10009623245

Estimation and solution of models with expectations and structural changes

Kulish, Mariano; Pagan, Adrian R. - In: Journal of applied econometrics 32 (2017) 2, pp. 255-274

Persistent link: https://www.econbiz.de/10011689766

The ET interview: Adrian Pagan

Pagan, Adrian R. (interviewee); … - In: Econometric theory 32 (2016) 5, pp. 1055-1094

Persistent link: https://www.econbiz.de/10011661704

A method for working with sign restrictions in structural equation modelling

Ouliaris, Sam; Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 605-622

Persistent link: https://www.econbiz.de/10011579075

Econometric methods for modelling systems with a mixture of I(1) and I(0) variables

Fisher, Lance A.; Huh, Hyeon-seung; Pagan, Adrian R. - In: Journal of applied econometrics 31 (2016) 5, pp. 892-911

Persistent link: https://www.econbiz.de/10011645249

Issues in estimating new Keynesian Phillips curves in the presence of unknown structural change

Kulish, Mariano; Pagan, Adrian R. - In: Econometric reviews 35 (2016) 5/7, pp. 1251-1270

Persistent link: https://www.econbiz.de/10011591203

Three basic issues that arise when using informational restrictions in SVARs

Ouliaris, Sam; Pagan, Adrian R. - In: Oxford bulletin of economics and statistics 84 (2022) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012818970

Checking if the straitjacket fits

Pagan, Adrian R.; Wickens, Michael R. - 2019

Persistent link: https://www.econbiz.de/10012206798