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1.3 Don Harding and Adrian Pagan, 2009 SELECTED READINGS Focus on: Adrian Rodney Pagan February 2010 Selected Readings –February 2010 1 INDEX INTRODUCTION............................................................................................................. 8 1 WORKING PAPERS AND ARTICLES .............................................................. 10 1.1 Martin Fukac and Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research. ...............................................................................................................................................10 1.2 Tim M Christensen, Stan Hurn and Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research. ...............................................................................................................................................10 1.3 Don Harding and Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009. ......................................................................................11 1.4 Martin Fukac and Adrian Pagan, 2008. "Limited Information Estimation and Evaluation of DSGE Models," Reserve Bank of New Zealand Discussion Paper Series DP2008/11, Reserve Bank of New Zealand. ..........................................................................................................................11 1.5 Philippe D Karam and Adrian Pagan, 2008. "A Small Structural Monetary Policy Model for Small Open Economies with Debt Accumulation," IMF Working Papers 08/64, International Monetary Fund.....................................................................................................................................12 1.6 Adrian R. Pagan and M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales. ..............................................................................12 1.7 Mardi Dungey and Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research...........13 1.8 R. Pagan, Luis Catão and Douglas Laxton, 2008. "Monetary Transmission in an Emerging Targeter: The Case of Brazil," IMF Working Papers 08/191, International Monetary Fund. .....13 1.9 Adrian Pagan and Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research. ......................................................................................14 1.10 Renee Fry and Adrian Pagan, 2007. "Some Issues in Using Sign Restrictions for Identifying Structural VARs," NCER Working Paper Series 14, National Centre for Econometric Research..........................................................................................................................14 1.11 Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research. ..........................................................15 1.12 Pagan, A. and Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0704, Faculty of Economics, University of Cambridge..............................................15 1.13 Don Harding and Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne.....................................16 1.14 Adrian Pagan, 2006. "Inventories, Fluctuations and Business Cycles. Working paper #4," NCER Working Paper Series 4, National Centre for Econometric Research. .......................16 Selected Readings –February 2010 2 1.15 Adrian pagan and Don Harding, 2006. "The Econometric Analysis of Constructed Binary Time Series. Working paper #1," NCER Working Paper Series 1, National Centre for Econometric Research..........................................................................................................................17 1.16 Adrian Pagan, 2005. "Some Econometric Analysis of Constructed Binary Time Series," CAMA Working Papers 2005-07, Australian National University, Centre for Applied Macroeconomic Analysis. ....................................................................................................................17 1.17 Renee Fry and Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Australian National University, Centre for Applied Macroeconomic Analysis. ....................................................................................................................17 1.18 Alasdair Scott, George Kapetanios and Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling".............................18 1.19 Adrian Pagan, J. Engel and D. Haugh, 2004. "Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting," Econometric Society 2004 Australasian Meetings 284, Econometric Society. .............................................................................18 1.20 Harding, Don and Pagan, Adrian, 2001. "Extracting, Using and Analysing Cyclical Information," MPRA Paper 15, University Library of Munich, Germany. ...................................19 1.21 Don Harding and Adrian Pagan, 2000. "Dissecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society. ............................................................................................................................19 1.22 Don Harding and Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.............................................................................................20 1.23 Adrian Pagan, 1999. "The Getting of Macroeconomic Wisdom," CEPR Discussion Papers 412, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University...............................................................................................................................21 1.24 David Gruen, Adrian Pagan and Christopher Thompson, 1999. "The Phillips Curve in Australia," RBA Research Discussion Papers rdp1999-01, Reserve Bank of Australia. ...............22 1.25 Hylleberg, S. and Pagan, A. R., 1997. "Seasonal integration and the evolving seasonal model," International Journal of Forecasting, Elsevier, vol. 13(3), pages 329-340, September. ...22 1.26 Adrian R. Pagan and John C. Robertson, 1995. "Resolving the liquidity effect," Proceedings, Federal Reserve Bank of St. Louis, issue May, pages 33-54.......................................23 1.27 Adrian R. Pagan and G. William Schwert, 1990. "Alternative Models For Conditional Stock Volatility," NBER Working Papers 2955, National Bureau of Economic Research, Inc. ...23 1.28 Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation, Yale University..........................24 1.29 McAleer, Michael and Pagan, Adrian, 1985. "What Will Take the Con Out of Econometrics?," CEPR Discussion Papers 39, C.E.P.R. Discussion Papers...................................24 1.30 Adrian Pagan, 2008. "Phillips curve inflation forecasts - comments," Conference Series; Federal Reserve Bank of Boston. ........................................................................................................25 1.31 Kapetanios, G. and Pagan, A. and Scott, A., 2007. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling," Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February. .................................................................................................25 Selected Readings –February 2010 3 1.32 Martin Fukac and Adrian R. Pagan, 2007. "Commentary on "An estimated DSGE model for the United Kingdom"," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 233-240. 25 1.33 Harding, Don and Pagan, Adrian, 2006. "Synchronization of cycles," Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May......................................................................26 1.34 Adrian Pagan and Don Harding, 2005. "A suggested framework for classifying the modes of cycle research," Journal of Applied Econometrics, John Wiley and Sons, Ltd., vol. 20(2), pages 151-159..............................................................................................................................26 1.35 Engel, J. and Haugh, D. and Pagan, A., 2005. "Some methods for assessing the need for non-linear models in business cycle analysis," International Journal of Forecasting, Elsevier, vol. 21(4), pages 651-662..............................................................................................................................27 1.36 Jonathan Ohn and Larry W. Taylor and Adrian Pagan, 2004. "Testing for duration dependence in economic cycles," Econometrics Journal, Royal Economic Society, vol.
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