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Can Turkish recessions be predicted?
Pagan, Adrian R. - 2010
Persistent link: https://www.econbiz.de/10008668671
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Patterns and their uses
Pagan, Adrian R. - 2013
Persistent link: https://www.econbiz.de/10010188897
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An unintended consequence of using "errors in variables shocks" in DSGE models?
Pagan, Adrian R. - 2016
Persistent link: https://www.econbiz.de/10011777175
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Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008668687
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An econometric analysis of some models for constructed binary time series
Harding, Don; Pagan, Adrian R. - 2009 - Updated
Persistent link: https://www.econbiz.de/10003880617
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Sign restrictions in structural vector autoregressions : a critical review
Fry, Renée; Pagan, Adrian R. - 2010
Persistent link: https://www.econbiz.de/10008668683
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Detecting common dynamics in transitory components
Christensen, Tim M.; Hurn, Stan; Pagan, Adrian R. - 2009
Persistent link: https://www.econbiz.de/10003978749
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Structural macro-econometric modelling in a policy environment
Fukač, Martin; Pagan, Adrian R. - 2009
Persistent link: https://www.econbiz.de/10003978799
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The credit channel and monetary transmission in Brazil and Chile : a structured VAR approach
Catão, Luis; Pagan, Adrian R. - 2009
Persistent link: https://www.econbiz.de/10003978950
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Can we predict recessions?
Harding, Don; Pagan, Adrian R. - 2010
Persistent link: https://www.econbiz.de/10008798841