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Extracting, analysing and using cyclical information

Pagan, Adrian R.; Harding, Don - 2001

Persistent link: https://www.econbiz.de/10001639094

Towards an understanding of some business cycle characteristics

Pagan, Adrian R. - In: The Australian economic review 30 (1997) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001223615

Policy, theory, and the cycle

Pagan, Adrian R. - In: Oxford review of economic policy 13 (1997) 3, pp. 19-33

Persistent link: https://www.econbiz.de/10001232414

Alternative models for conditional stock volatility

Pagan, Adrian R.; Schwert, George William - 1989

Persistent link: https://www.econbiz.de/10000765771

Towards a structural VAR model of the Australian economy

Dungey, Mardi H. - 1997

Persistent link: https://www.econbiz.de/10000958785

Issues in adopting DSGE models for use in the policy process

Fukač, Martin; Pagan, Adrian R. - 2006

Persistent link: https://www.econbiz.de/10003396834

A simple framework for analysing bull and bear markets

Pagan, Adrian R.; Sossounov, Kirill A. - In: Journal of applied econometrics 18 (2003) 1, pp. 23-46

Persistent link: https://www.econbiz.de/10001738239

Estimating the density tail index for financial time series

Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175

Persistent link: https://www.econbiz.de/10001222499

Resolving the liquidity effect

Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54

Persistent link: https://www.econbiz.de/10001333486

Critically Assessing Estimated DSGE Models : A Case Study of a Multi-Sector Model

Liu, Xianglong - 2018

We describe methods for assessing estimated Dynamic Stochastic General Equilibrium (DSGE) models. One involves the computation of alternative impulse responses from models constrained to have an identical likelihood and the same contemporaneous signs as responses in the DSGE model. Others ask...

Persistent link: https://www.econbiz.de/10012930355