41
H index
75
i10 index
12533
Citations
University of Sydney (90% share) | 41 H index 75 i10 index 12533 Citations RESEARCH PRODUCTION: 102 Articles 104 Papers 5 Books 6 Chapters RESEARCH ACTIVITY: 51 years (1973 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa222 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with adrian rodney pagan. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53. Full description at Econpapers || Download paper | |
2023 | An Alternative Explanation for the Fed Information Effect. (2023). Swanson, Eric T ; Bauer, Michael D. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:3:p:664-700. Full description at Econpapers || Download paper | |
2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Galvao, Antonio ; Julian, Martinez-Iriarte ; Antonio, Galvao ; Javier, Alejo. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4674. Full description at Econpapers || Download paper | |
2023 | The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2023). Asongu, Simplice ; Salahodjaev, Raufhon ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/001. Full description at Econpapers || Download paper | |
2024 | Assessment of the influence of Institutions and Globalization on environmental pollution for Open and Closed economies. (2024). Asongu, Simplice ; Gyamfi, Bright A ; Bekun, Festus V ; Ali, Ernest B ; Agozie, Divine Q. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/005. Full description at Econpapers || Download paper | |
2023 | The effects of geopolitical risks on tourism revenues of the Middle East and Asian countries. (2023). Kovacs, Peter ; Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:77-90. Full description at Econpapers || Download paper | |
2024 | Ownership type and technical efficiency of banks in Côte d’Ivoire: parametric and non-parametric evidence. (2024). Diabate, Salimata ; Menzan, Guy-Roland ; Prao, Seraphin Yao. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:271-294. Full description at Econpapers || Download paper | |
2023 | The effect of poverty and income inequality on CO2 emission based on Environmental Kuznets Curve analysis: Empirical evidence from selected developing countries. (2023). Lebe, Fuat ; Akbas, Yusuf Ekrem. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:103-118. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Tingum, Ernest Ngeh ; Atemnkeng, Johannes Tabi. In: African Journal of Economic Review. RePEc:ags:afjecr:340553. Full description at Econpapers || Download paper | |
2023 | Challenges of food security in the Gulf Cooperation Council countries: an empirical analysis of fixed and random effects. (2023). Elzaki, Raga M. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337423. Full description at Econpapers || Download paper | |
2024 | Unequal contributions to CO2 emissions along the income distribution within and between countries. (2024). Cappelli, Federica. In: FEEM Working Papers. RePEc:ags:feemwp:341641. Full description at Econpapers || Download paper | |
2023 | The Effect of ESG Sustainability on Firm Performance: A View under Size and Age on BIST Bank Index Firms. (2023). Nur, Tuba ; Korkmaz, Turhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:2:p:208-223. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803. Full description at Econpapers || Download paper | |
2023 | Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877. Full description at Econpapers || Download paper | |
2024 | Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment. (2020). Sun, Yixiao ; Mart, Juli'An. In: Papers. RePEc:arx:papers:2010.15864. Full description at Econpapers || Download paper | |
2023 | Phase transitions in nonparametric regressions: a curse of exploiting higher degree smoothness assumptions in finite samples. (2022). Zhu, Ying. In: Papers. RePEc:arx:papers:2112.03626. Full description at Econpapers || Download paper | |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
2023 | Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2023 | A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112. Full description at Econpapers || Download paper | |
2023 | Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241. Full description at Econpapers || Download paper | |
2023 | Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387. Full description at Econpapers || Download paper | |
2023 | EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference. (2023). Adomavicius, Gediminas ; Yang, Mochen ; McFowland, Edward ; Burtch, Gordon. In: Papers. RePEc:arx:papers:2303.02820. Full description at Econpapers || Download paper | |
2024 | Many learning agents interacting with an agent-based market model. (2023). Gebbie, Tim ; Paskaramoothy, Andrew ; Dicks, Matthew. In: Papers. RePEc:arx:papers:2303.07393. Full description at Econpapers || Download paper | |
2023 | Testing for idiosyncratic Treatment Effect Heterogeneity. (2023). Ramirez-Cuellar, Jaime. In: Papers. RePEc:arx:papers:2304.01141. Full description at Econpapers || Download paper | |
2023 | The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552. Full description at Econpapers || Download paper | |
2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
2024 | Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218. Full description at Econpapers || Download paper | |
2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper | |
2024 | Inference for Regression with Variables Generated from Unstructured Data. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585. Full description at Econpapers || Download paper | |
2024 | Characterizing Public Debt Cycles: Dont Ignore the Impact of Financial Cycles. (2024). Xu, Yingying ; Liu, Zhixin ; Zhou, Tianbao. In: Papers. RePEc:arx:papers:2404.17412. Full description at Econpapers || Download paper | |
2024 | Generative AI Usage and Academic Performance. (2024). Zimmermann, Jochen ; Plate, Benedikt Jost ; Voshaar, Johannes ; Wecks, Janik Ole. In: Papers. RePEc:arx:papers:2404.19699. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The Role of Institutions in Energy Transition and Economic Growth in West Balkan Countries. (2024). Gara, Atdhetar ; Qehaja, Driton ; Amaxhekaj, Gazmend. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:3:p:18-45. Full description at Econpapers || Download paper | |
2023 | The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076. Full description at Econpapers || Download paper | |
2023 | What happens to EMEs when US yields go up?. (2023). Upper, Christian ; Caballero, Julian. In: BIS Working Papers. RePEc:bis:biswps:1081. Full description at Econpapers || Download paper | |
2023 | The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118. Full description at Econpapers || Download paper | |
2023 | Local social environment and the speed of leverage adjustment. (2023). Lu, Chun ; Li, Tongxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1919-1952. Full description at Econpapers || Download paper | |
2023 | Customer concentration, leverage adjustments, and firm value. (2023). Li, Junfeng ; Wu, Kai ; Liu, Xiaoxing ; Ur, Obaid. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2035-2079. Full description at Econpapers || Download paper | |
2023 | Exploring the relationship between information and communication technology (ICT) and productivity: Evidence from Australian farms. (2023). Chancellor, Will. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:2:p:285-302. Full description at Econpapers || Download paper | |
2023 | Thresholds in finance–growth nexus: Evidence from G?7 economies. (2021). Dharani, Munusamy ; Swamy, Vighneswara. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:1-40. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A panel data method towards the effectiveness of sources of finance in stimulating the realisation of renewable energy technologies: Empirical evidence for Asia?Pacific. (2023). Amri, Mohd Khairul ; Abdullah, Borhan ; Roslan, Farah. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:693-722. Full description at Econpapers || Download paper | |
2024 | Employment and technology: Creative creation or creative destruction? An asymmetric analysis. (2024). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:201-219. Full description at Econpapers || Download paper | |
2023 | Instability of inverse probability weighting methods and a remedy for nonignorable missing data. (2023). Qin, Jing ; Li, Pengfei ; Liu, Yukun. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:4:p:3215-3226. Full description at Econpapers || Download paper | |
2024 | Independent directors and environmental innovations: How the visibility of public and private shareholders environmental activism moderates the influence of board independence. (2024). Hurtadotorres, Nuria Esther ; Aragoncorrea, Juan Alberto ; Ruizcastillo, Maria. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:424-440. Full description at Econpapers || Download paper | |
2023 | FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449. Full description at Econpapers || Download paper | |
2023 | The Relationship of Pari-mutuel Wagering and Casino Gaming to Personal Bankruptcy. (2004). Ali, Mukhtar M. ; Thalheimer, Richard . In: Contemporary Economic Policy. RePEc:bla:coecpo:v:22:y:2004:i:3:p:420-432. Full description at Econpapers || Download paper | |
2023 | Long COVID? Prospects for economic scarring from the pandemic. (2023). Das, Sonali ; Wingender, Philippe ; Pugacheva, Evgenia ; Magistretti, Giacomo ; Barrett, Philip. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:2:p:227-242. Full description at Econpapers || Download paper | |
2024 | Banking concentration, financial openness, and financial development. (2024). Harrison, Andre ; Ghossoub, Edgar A ; Reed, Robert R. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:120-159. Full description at Econpapers || Download paper | |
2023 | Bondholder representatives on bank boards: A device for market discipline. (2023). Hieu, Phan Huy ; Strobel, Frank ; Lepetit, Laetitia ; Distinguin, Isabelle. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:3:p:738-765. Full description at Econpapers || Download paper | |
2023 | A Traditional Nominal Wage Phillips Curve: Theory and Evidence. (2023). Malikane, Christopher ; Christopher, Malikane. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:108-121. Full description at Econpapers || Download paper | |
2023 | Dating business cycles in the United Kingdom, 1700–2010. (2023). Lennard, Jason ; Broadberry, Stephen ; Thomas, Ryland ; Chadha, Jagjit S. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:4:p:1141-1162. Full description at Econpapers || Download paper | |
2023 | Risk?taking begets risk?taking: Evidence from casino openings and investor portfolios. (2023). Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:143-165. Full description at Econpapers || Download paper | |
2024 | Does information and communication technology improve labor productivity? Recent evidence from the Southeast Asian emerging economies. (2024). Bello, Anas Usman ; Wen, Jun ; Nasir, Muhammad Safar ; Sukarniati, Lestari ; Khasanah, Uswatun ; Khoirudin, Rifki ; Amalia, Firsty Ramadhona. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:1:n:e12708. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2023 | Standard Error Biases When Using Generated Regressors in Accounting Research. (2023). Melessa, Sam ; Hribar, Paul ; Chen, Wei. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:2:p:531-569. Full description at Econpapers || Download paper | |
2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
2023 | Resilience and economic structure: The case of the Chilean regions during the Asian crises and the Great Recession of 2008. (2023). Ubeda, Miguel Atienza ; Sachez, Andres Maroto ; Delgadobello, Cristian. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:1:p:31-51. Full description at Econpapers || Download paper | |
2023 | Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Navigating windows of opportunity: The role of international experience. (2023). Maicas, Juan P ; Giachetti, Claudio ; Garrido, Elisabet. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:8:p:1911-1938. Full description at Econpapers || Download paper | |
2023 | A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120. Full description at Econpapers || Download paper | |
2024 | Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067. Full description at Econpapers || Download paper | |
2023 | Shadow Economy in France: What Factors Matter?. (2023). Politronacci, Emmanuelle ; Devigne, Lucas ; Chouteau, Lorraine ; Avouyi-Dovi, Sanvi. In: Revue d'économie politique. RePEc:cai:repdal:redp_333_0453. Full description at Econpapers || Download paper | |
2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper | |
2023 | The Nexus between Economic Freedom and Economic Growth in the LDCs. An Empirical Analysis for the Period 2000-2021. (2023). Afonso, Antonio ; Blanco-Arana, Carmen M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10757. Full description at Econpapers || Download paper | |
2024 | “Whatever It Takes!†How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980. Full description at Econpapers || Download paper | |
2024 | Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing. (2024). Manner, Hans ; Dovern, Jonas ; Bjerkander, Lena S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11027. Full description at Econpapers || Download paper | |
2024 | Does Financial Inclusion Enhance per Capita Income in the Least Developed Countries?. (2024). Afonso, Antonio ; Blanco-Arana, Carmen M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11054. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2011 | The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 7 |
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2008 | CNB Economic Research Bulletin: Inflation Targeting and DSGE Models In: Occasional Publications - Edited Volumes. [Full Text][Citation analysis] | book | 0 |
2006 | Issues in Adopting DSGE Models for Use in the Policy Process In: Working Papers. [Full Text][Citation analysis] | paper | 43 |
2006 | ISSUES IN ADOPTING DSGE MODELS FOR USE IN THE POLICY PROCESS.(2006) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
1980 | The Lagrange multiplier test and its applications to model specification in econometrics In: LIDAM Reprints CORE. [Citation analysis] | paper | 2497 |
1980 | The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics.(1980) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2497 | article | |
1980 | Some identification and estimation results for regression models with stochastically varying coefficients In: LIDAM Reprints CORE. [Citation analysis] | paper | 44 |
1980 | Some identification and estimation results for regression models with stochastically varying coefficients.(1980) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2014 | Estimation and Solution of Models with Expectations and Structural Changes In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 65 |
2014 | Estimation and Solution of Models with Expectations and Structural Changes.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2012 | Estimation and Solution of Models with Expectations and Structural Changes.(2012) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2017 | Estimation and Solution of Models with Expectations and Structural Changes.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
1986 | The Econometric Analysis of Risk Terms In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Checking if the Straitjacket Fits In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Checking if the straitjacket fits.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2008 | The Theory of Economic Policy In: Cambridge Books. [Citation analysis] | book | 0 |
1999 | Nonparametric Econometrics In: Cambridge Books. [Citation analysis] | book | 633 |
1999 | Nonparametric Econometrics.(1999) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 633 | book | |
1990 | 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 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2013 | INVENTORIES, FLUCTUATIONS, AND GOODS SECTOR CYCLES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
1985 | Two Stage and Related Estimators and Their Applications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 181 |
1986 | Two Stage and Related Estimators and Their Applications.(1986) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 181 | article | |
1989 | A Survey of Some Recent Econometric Methods. In: Economic Journal. [Full Text][Citation analysis] | article | 35 |
2004 | Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 3 |
1975 | A Note on the Extraction of Components from Time Series. In: Econometrica. [Full Text][Citation analysis] | article | 9 |
1977 | Specification of the Disturbance for Efficient Estimation-An Extended Analysis. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
1979 | A Simple Test for Heteroscedasticity and Random Coefficient Variation. In: Econometrica. [Full Text][Citation analysis] | article | 1180 |
1983 | Heteroscedasticity in Models with Lagged Dependent Variables. In: Econometrica. [Full Text][Citation analysis] | article | 27 |
2000 | Disecting the Cycle: A Methodological Investigation In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1002 |
2002 | Dissecting the cycle: a methodological investigation.(2002) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1002 | article | |
2004 | Testing for duration dependence in economic cycles In: Econometrics Journal. [Full Text][Citation analysis] | article | 36 |
1998 | Some experiments in constructing a hybrid model for macroeconomic analysis In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 8 |
2003 | A comparison of two business cycle dating methods In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 171 |
2003 | Rejoinder to James Hamilton In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 30 |
2008 | Econometric analysis of structural systems with permanent and transitory shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 75 |
2008 | Econometric Analysis of Structural Systems with Permanent and Transitory Shocks.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
1984 | Dynamic specification In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 151 |
1990 | Testing for covariance stationarity in stock market data In: Economics Letters. [Full Text][Citation analysis] | article | 48 |
1979 | Some consequences of viewing LIML as an iterated Aitken estimator In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
2006 | Synchronization of cycles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 298 |
2004 | Synchronization of cycles.(2004) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 298 | paper | |
2007 | Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
2005 | Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2005 | Making a match: combining theory and evidence in policy-oriented macroeconomic modelling.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
1973 | Efficient estimation of models with composite disturbance terms In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1973 | 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). In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1984 | Estimating predictions, prediction errors and their standard deviations using constructed variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1986 | A further result on the sign of restricted least-squares estimates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
1989 | On the role of simulation in the statistical evaluation of econometric models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
1990 | Alternative models for conditional stock volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 577 |
1989 | ALTERNATIVE MODELS FOR CONDITIONAL STOCK VOLATILITY.(1989) In: Rochester, Business - General. [Citation analysis] This paper has nother version. Agregated cites: 577 | paper | |
1989 | Alternative Models For Conditional Stock Volatility.(1989) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 577 | paper | |
1978 | Rational and polynomial lags : The finite connection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2022 | Excess shocks can limit the economic interpretation In: European Economic Review. [Full Text][Citation analysis] | article | 4 |
1996 | The econometrics of financial markets In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 351 |
1997 | Seasonal integration and the evolving seasonals model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
1995 | Seasonal Integration and the Evolving Seasonals Model..(1995) In: Australian National University - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2005 | Some methods for assessing the need for non-linear models in business cycle analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
2004 | Some methods for assessing the need for non-linear models in business cycle analysis.(2004) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
1988 | A note on the magnitude of risk premia In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2014 | Methods for assessing the impact of financial effects on business cycles in macroeconometric models In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
1999 | Some uses of simulation in econometrics In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
2004 | Do Markov-switching models capture nonlinearities in the data? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
1999 | The Phillips curve in Australia In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 111 |
1999 | The Phillips Curve in Australia.(1999) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | paper | |
2004 | A suggested framework for classifying the modes of cycle research In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 77 |
2005 | A suggested framework for classifying the modes of cycle research.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
2005 | A suggested framework for classifying the modes of cycle research.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | article | |
2005 | SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 8 |
2005 | SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 48 |
2013 | Macro-Econometric System Modelling @75 In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Macro-Econometric System Modelling @75.(2013) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | Some consequences of using measurement error shocks when estimating time series models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Implications of partial information for econometric modeling of macroeconomic systems In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Australian macro-econometric models and their construction - A short history In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Turning point and oscillatory cycles In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Three questions regarding impulse responses and their interpretation found from sign restrictions In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Too many shocks spoil the interpretation In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Too Many Shocks Spoil the Interpretation.(2020) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Getting the ROC into Sync In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Getting the ROC into Sync.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Discovering Stars: Problems in Recovering Latent Variables from Models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Investigating Cycle Anatomy In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | To Boost or Not to Boost? That is the Question In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | To Boost or Not to Boost? That is the Question.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Recovering Stars in Macroeconomics In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Recovering stars in macroeconomics.(2023) In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Re-Examining What We Can Learn About Counterfactual Results from Time Series Regression In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables In: EcoMod2014. [Full Text][Citation analysis] | paper | 17 |
2016 | Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
1991 | On the inconsistency of the MLE in certain heteroskedastic regression models In: Estudios Económicos. [Full Text][Citation analysis] | article | 1 |
1992 | Consistency tests for heteroskedastic and risk models In: Estudios Económicos. [Full Text][Citation analysis] | article | 10 |
2008 | Phillips curve inflation forecasts - comments In: Conference Series ; [Proceedings]. [Full Text][Citation analysis] | article | 0 |
2002 | What is a good macroeconomic model for a central bank to use? panel discussion In: Proceedings. [Full Text][Citation analysis] | article | 3 |
2002 | What is a good macroeconomic model for a central bank to use? panel discussion.(2002) In: Proceedings. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2010 | Structural macro-econometric modelling in a policy environment In: Research Working Paper. [Full Text][Citation analysis] | paper | 5 |
2009 | Structural macro-wconometric modelling in a policy environment.(2009) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2009 | Structural Macro-Econometric Modelling in a Policy Environment.(2009) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1995 | Resolving the liquidity effect. In: Proceedings. [Full Text][Citation analysis] | article | 58 |
1995 | Resolving the liquidity effect..(1995) In: Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
1994 | Resolving the Liquidity Effect..(1994) In: Australian National University - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2007 | Commentary on \\An estimated DSGE model for the United Kingdom\\ In: Review. [Full Text][Citation analysis] | article | 2 |
1995 | Structural Models of the Liquidity Effect. In: Australian National University - Department of Economics. [Citation analysis] | paper | 49 |
1998 | Structural Models Of The Liquidity Effect.(1998) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
1995 | Modelling the Term Structure. In: Australian National University - Department of Economics. [Citation analysis] | paper | 61 |
1997 | Towards a Strucrural VAR Model of the Australian Economy. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
1999 | Knowing the Cycle In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
1999 | Dissecting the Cycle In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 59 |
2019 | Implications of Partial Information for Applied Macroeconomic Modelling In: Melbourne Institute Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1975 | The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey. In: International Economic Review. [Full Text][Citation analysis] | article | 10 |
1975 | Optimal Control of Econometric Models with Autocorrelated Disturbance Terms. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
1981 | The LIML and Related Estimators of an Equation with Moving Average Disturbances. In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
1984 | Econometric Issues in the Analysis of Regressions with Generated Regressors. In: International Economic Review. [Full Text][Citation analysis] | article | 1301 |
2008 | A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation In: IMF Working Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Monetary Transmission in an Emerging Targeter: The Case of Brazil In: IMF Working Papers. [Full Text][Citation analysis] | paper | 22 |
2000 | A multivariate latent factor decomposition of international bond yield spreads In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 100 |
2003 | A simple framework for analysing bull and bear markets In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 274 |
2010 | Limited information estimation and evaluation of DSGE models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 43 |
2008 | Limited Information Estimation and Evaluation of DSGE Models.(2008) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2010 | Limited information estimation and evaluation of DSGE models.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
1988 | The Econometric Analysis of Models with Risk Terms. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 167 |
1989 | Diagnostic Tests for Models Based on Individual Data: A Survey. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 183 |
1994 | Calibration and Econometric Research: An Overview: Introduction. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2010 | Can Turkish Recessions Be Predicted? In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Can Turkish Recessions be Predicted?.(2010) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1996 | Simulation Based Estimation of Some Factor Models in Econometrics. In: Department of Economics - Working Papers Series. [Citation analysis] | paper | 3 |
2006 | The Econometric Analysis of Constructed Binary Time Series In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
2006 | Measurement of Business Cycles In: Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 14 |
2015 | Use 4Rs criteria to assess papers In: Nature. [Full Text][Citation analysis] | article | 1 |
1997 | Policy, Theory, and the Cycle. In: Oxford Review of Economic Policy. [Citation analysis] | article | 14 |
1976 | Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 1 |
1983 | Assessing the Variability of Inflation In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 66 |
2001 | Extracting, Using and Analysing Cyclical Information In: MPRA Paper. [Full Text][Citation analysis] | paper | 67 |
2016 | Overview In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2016 | The Econometric Analysis of Recurrent Events in Macroeconomics and Finance In: Economics Books. [Citation analysis] | book | 30 |
2007 | Weak instruments (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 1 |
2006 | The Econometric Analysis of Constructed Binary Time Series. Working paper #1 In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2006 | Inventories, Fluctuations and Business Cycles. Working paper #4 In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2006 | Limited Information Estimation and Evaluation of DSGE Models. Working paper #6 In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2007 | Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2007 | Weak Instruments: A Guide to the Literature In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Some Issues in Using Sign Restrictions for Identifying Structural VARs In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 150 |
2010 | Can We Predict Recessions? In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
2013 | Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change.(2013) In: RBA Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2013 | Patterns and Their Uses In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2013 | Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2013 | Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | A New Method for Working With Sign Restrictions in SVARs In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2016 | Investigating the Relationship Between DSGE and SVAR Models In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2016 | An Unintended Consequence of Using Errors in Variables Shocks in DSGE Models? In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
1993 | A Perspective In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
1995 | Final Discussion In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
2011 | Assessing Some Models of the Impact of Financial Stress upon Business Cycles In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1988 | SOME SIMULATION STUDIES OF NON-PARAMETRIC ESTIMATORS In: RCER Working Papers. [Citation analysis] | paper | 2 |
1988 | Some Simulation Studies of Nonparametric Estimators..(1988) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
1990 | ESTIMATING LINEAR QUADRATIC MODELS WITH INTEGRATED PROCESSES. In: RCER Working Papers. [Citation analysis] | paper | 27 |
1991 | Testing for Heteroskedasticity. In: RCER Working Papers. [Citation analysis] | paper | 1 |
2019 | Mardi Dungey: 11 December 1966 – 12 January 2019 In: The Economic and Labour Relations Review. [Full Text][Citation analysis] | article | 0 |
2002 | Learning About Models and Their Fit to Data In: International Economic Journal. [Full Text][Citation analysis] | article | 18 |
2001 | Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez In: Journal of Economic Methodology. [Full Text][Citation analysis] | article | 2 |
1997 | Estimating The Density Tail Index For Financial Time Series In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 82 |
1983 | Diagnostic tests as residual analysis In: Published Paper Series. [Full Text][Citation analysis] | paper | 268 |
1996 | The Shann Memorial Lecture, 1996: The Rise and Fall and Rise...of The Business Cycle In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 1 |
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