Access Statistics for Rodney Strachan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model 0 0 0 1 0 0 0 442
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 0 0 0 609
Bayesian Approaches to Cointegration 0 0 2 280 0 1 6 631
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 1 1 135
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 1 2 71
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 0 0 1 221
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 1 1 63
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 1 1 2 644
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 59 0 1 3 157
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 10 0 0 2 66
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 6 0 0 1 38
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 33 2 2 5 149
Bayesian Inference in the Time Varying Cointegration Model* 0 0 2 82 0 1 4 196
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 0 0 1 595
Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan 0 0 0 59 0 1 7 222
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 1 67
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 1 4 289
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 3 5 132
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 1 41 0 0 2 87
Bayesian Model Selection with an Uninformative Prior 0 0 1 254 0 1 2 921
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 0 0 949
Bayesian approaches to cointegratrion 0 1 1 33 0 1 1 100
Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan 0 0 0 20 0 0 3 98
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 0 0 0 61
Bayesian state space models in macroeconometrics 0 0 2 66 3 3 11 85
Changing dynamics at the zero lower bound 0 0 1 37 0 1 6 85
Changing dynamics at the zero lower bound 0 0 0 57 0 1 2 119
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 0 0 0 144
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 1 1 1 13 1 1 2 51
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 0 1 3 449
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 2 3 73 1 3 6 206
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 97 1 2 8 237
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 0 0 128
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 1 3 3 118
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 36 0 1 3 81
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 1 2 3 125
Exceptions to Bartlett’s Paradox 0 0 2 157 1 3 7 695
Improper priors with well defined Bayes Factors 0 0 0 20 0 0 0 93
Improper priors with well defined Bayes Factors 0 0 0 261 0 1 1 954
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 1 1 6 235
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 1 191 0 0 1 462
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 1 1 53
Modelling Inflation Volatility 0 0 0 38 1 1 4 58
Modelling Inflation Volatility 0 0 0 53 0 0 0 101
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 26 0 0 3 54
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 0 3 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 4 166 0 4 19 357
Multivariate stochastic volatility with co-heteroscedasticity 0 0 1 22 1 2 5 70
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 0 0 1 521
On Priors on Cointegrating Spaces 0 0 0 36 0 0 1 178
On the Evolution of Monetary Policy 1 1 2 12 2 2 5 41
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 216 0 2 3 496
Reducing Dimensions in a Large TVP-VAR 0 0 4 45 0 1 7 247
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 2 87
Reducing dimensions in a large TVP-VAR 0 0 0 15 1 1 3 85
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 0 1 2 320
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 1 2 189
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 43 0 1 1 89
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 2 2 214
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 0 0 0 36
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 0 0 108
The Value of Structural Information in the VAR Model 0 0 0 77 0 0 0 267
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 2 309
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 0 2 178
The value of structural information in the VAR model 0 0 0 15 0 0 0 68
Time Varying Dimension Models 0 0 0 67 1 1 2 210
Time Varying Dimension Models 0 0 0 51 0 0 7 296
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 29 1 1 1 122
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 267 0 0 1 676
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 0 0 1 204
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 19 0 0 0 52
Weakly informative priors and well behaved Bayes factors 0 0 0 10 0 0 0 81
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 0 0 1 596
Total Working Papers 2 6 41 5,799 22 60 198 18,292

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 1 7 14 1 3 37 63
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 0 0 121
Bayesian Model Selection with an Uninformative Prior* 0 0 2 41 0 1 3 184
Bayesian analysis of the error correction model 0 2 3 212 0 2 5 452
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 0 2 2 182
Bayesian inference in a time varying cointegration model 1 3 4 69 1 5 13 198
Bayesian model averaging in the instrumental variable regression model 1 1 1 41 1 2 5 133
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 0 1 42
Constrained interest rates and changing dynamics at the zero lower bound 0 0 0 8 0 0 1 30
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 0 0 0 68
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 2 3 3 176
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 0 0 0 75
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 1 2 3 58 1 4 7 155
False posteriors for the long-term growth determinants 0 0 0 16 0 0 0 86
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 0 1 3 27
Modelling Inflation Volatility 0 0 0 26 0 0 1 66
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 1 137 0 1 3 321
On the evolution of the monetary policy transmission mechanism 1 2 12 392 1 4 23 823
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 1 2 2 169
Reducing the state space dimension in a large TVP-VAR 1 1 4 24 1 2 9 97
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 0 1 13
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 2 4 22 0 4 7 70
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 0 0 2 61
Time Varying Dimension Models 0 0 0 29 1 3 5 145
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 0 0 373
Workshop on Bayesian Econometric Methods 0 0 0 33 0 2 3 108
Total Journal Articles 5 14 41 1,299 10 41 136 4,238

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian inference in a cointegrating panel data model 0 0 0 0 0 1 1 3
Total Chapters 0 0 0 0 0 1 1 3

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Statistics updated 2025-05-12