Browsing byAuthorPagan, AR

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Issue DateTitleAuthor(s)
1983-01Assessing the variability of inflationPagan, AR; Hall, AD; Trivedi, P
2008-01Business cycle measurementHarding, D; Pagan, AR; Durlauf, SN; Blume, LE
2009-01Comments on "Phillips Curve Inflation Forecasts" by James H. Stock and Mark W. WatsonPagan, AR; Fuhrer, J; Little, JS; Kodrzycki, YK; Olivei, GP
2011-01Detecting common dynamics in transitory componentsChristensen, TM; Hurn, S; Pagan, AR
2011-01An econometric analysis of some models for constructed binary time seriesHarding, D; Pagan, AR
2008-01Econometric analysis of structural systems with permanent and transitory shocksPagan, AR; Pesaran, M
1973-01Efficient estimation of models with composite disturbance termsPagan, AR
1975-01The estimation and use of models with moving average disturbance terms: A surveyNicholls, D; Pagan, AR; Terrell, R
1976-01Exact maximum likelihood estimation of regression models with finite order moving average errorsPagan, AR; Nicholls, D
2009-01Extending a SVAR model of the Australian economyDungey, M; Pagan, AR
1974-01A generalized approach to the treatment of autocorrelationPagan, AR
1980-01The Lagrange multiplier test and its applications to model specification in econometricsBreusch, T; Pagan, AR
2010-01Limited information estimation and evaluation of DSGE modelsFokac, M; Pagan, AR
2007-01Making a match: Combining theory and evidence in policy-oriented macroeconomic modelingKapetanios, G; Pagan, AR; Scott, A
1975-01A note on the extraction of components from time seriesPagan, AR
1975-01Optimal control of econometric models with autocorrelated disturbance termsPagan, AR
1978-01Rational and polynomial lags : The finite connectionPagan, AR
1981-01The short run demand for transaction balances in AustraliaPagan, AR; Volker, P
1979-01A short-run econometric model of the Japanese wool textile industryCarland, JD; Pagan, AR
2011-01Sign restrictions in structural vector autoregressions: A critical reviewFry, R; Pagan, AR