Adrian Pagan is Professor of Economics in the School of Economics at the University of Sydney. He has published many papers in the area of theoretical and applied econometrics. He is a Fellow of the Academy of Social Sciences, the Econometric Society and the Journal of Econometrics; a Medallist Fellow of the Modelling and Simulation Society of Australia and New Zealand; has been made a Distinguished Fellow of the Economic Society of Australia and was awarded a Centenary Medal at the Centennial of Australian Federation.
He has held visiting and permanent appointments at a number of universities around the world including the Oxford University, the University of Rochester, Princeton University, Yale University, Johns Hopkins University and the University of California at Los Angeles. His interests are in macro-econometric modelling and their uses in policy analysis and for the explanation of business cycles.
For Adrian Pagan's CV, click here
L. Maccini and A.R. Pagan “Inventories, Fluctuations and the Business Cycle”, Macro-economic Dynamics
D. Harding and A.R. Pagan 2011 “An Econometric Analysis of Some Models of Constructed Binary Random Variables”, Journal of Business and Economic Statistics, 29,86-95.
T. M. Christensen, A.S. Hurn and A.R. Pagan 2011 “Detecting Common Dynamics in Transitory Components”, Journal of Time Series Econometrics, Vol 3/1, Paper 3.
R. Fry and A.R. Pagan 2011 ”Sign Restrictions in Structural Vector Autoregressions: A Critical Review”, Journal of Economic Literature, 2011, 49, 938-960.
Pagan, A. and T. Robinson 2011 “Exploring the Linkages Between Financial Stress and Business Cycles”, Reserve Bank of Australia Discussion Paper 2011/04 available at http://www.rba.gov.au/publications/rdp/2011/2011-04.html
M. Fukacs and A. Pagan 2010 “Structural Macro-economic Modelling in a Policy Environment”, D. Giles and A. Ullah (eds), Handbook of Empirical Economics and Finance , Routledge
L. Catao and A. Pagan 2010 “The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach” L.F. Cespedes, R. Chang and D. Saravia (eds) Monetary Policy Under Financial Turbulence (Central Bank of Chile)
M. Fukac and A.R. Pagan 2010 “Limited Information Estimation and Evaluation of DSGE Models”, Journal of Applied Econometrics, 25, 55-70
A.R. Pagan 2009 “Comments on ‘Phillips Curve Inflation Forecasts’ by J.H. Stock and M. W. Watson “, in J. Fuhrer, Y.K. Kodrzycki, J.S. Little and G. P. Olivei (eds) Understanding Inflation and the Implications for Monetary Policy: A Phillips Curve Perspective (MIT Press), 187-193
M. Dungey and A. R Pagan 2009 “Extending an SVAR Model of the Australian Economy”, Economic Record, 85, 1-20.
D. Harding and A.R. Pagan 2008 "Business Cycle Measurement." in S.N. Durlauf and L.E. Blume (eds) The New Palgrave Dictionary of Economics (2nd Edition), Palgrave Macmillan (available at The New Palgrave Dictionary of Economics Online)
A.R. Pagan 2008 “A.W. Phillips”, International Encyclopedia of the Social Sciences
A.R. Pagan and M.H. Pesaran 2008 “Econometric Analysis of Structural Systems with Permanent and Transitory Shocks”, Journal of Economic Dynamics and Control, 32, 3376-3395.
G. Kapetanios, A.R. Pagan and A. Scott 2007 “Making a Match: Combining Theory and Evidence in Policy-oriented Macroeconomic Modeling”, Journal of Econometrics, 136, 505-594.
Martin Fukač and Adrian R. Pagan 2007 “Commentary on ‘An Estimated DSGE Model for the United Kingdom", Federal Reserve Bank of St Louis Review, Vol 89, #4, 233-240
D. Harding and A. R. Pagan 2006 “Synchronization of Cycles”, Journal of Econometrics, 132, 59-79
D. Harding and A,R. Pagan 2005 “A Suggested Framework for Classifying the Modes of Cycle Research, Journal of Applied Econometrics, 20, 151-159.
A.R. Pagan 2005 “Addendum to report on Modelling and Forecasting at the Bank of England”, Bank of England Quarterly Bulletin, Summer 2005, 190-193
J. Engel, D, Haugh and A. Pagan 2005 “Some Methods for Assessing the Need for Non-Linear Models in Business Cycles”, International Journal of Forecasting 21, 651-662.
For a complete list of Professor Pagan's publications, click here