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 1 1 5 436
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 0 0 1 601
Bayesian Approaches to Cointegration 1 1 3 267 3 5 13 547
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 1 2 55 0 1 4 126
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 60 0 1 4 31
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 0 0 2 214
Bayesian Inference in a Cointegrating Panel Data Model 1 1 2 8 1 2 10 38
Bayesian Inference in a Cointegrating Panel Data Model 1 1 4 266 3 4 8 625
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 53 1 3 5 132
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 5 2 2 13 36
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 24 1 1 4 98
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 5 0 0 1 30
Bayesian Inference in the Time Varying Cointegration Model* 0 0 1 78 0 0 5 173
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 1 1 182 0 1 4 590
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 1 52 1 2 4 179
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 1 2 26 1 2 7 97
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 137 2 3 5 266
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 2 11 2 4 8 48
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 38 0 1 2 68
Bayesian Model Selection with an Uninformative Prior 0 0 0 250 0 0 2 881
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 152 0 0 0 937
Bayesian approaches to cointegratrion 1 1 1 29 1 2 3 85
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 15 0 1 2 70
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 3 2 3 5 54
Changing dynamics at the zero lower bound 0 1 1 34 0 2 8 52
Changing dynamics at the zero lower bound 0 1 5 51 0 2 11 97
Divergent Priors and well Behaved Bayes Factors 0 0 1 31 3 3 4 133
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 1 1 7 1 2 7 23
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 149 1 3 8 385
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 2 2 61 2 6 12 154
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 83 1 2 7 183
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 1 54 0 0 3 114
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 1 2 2 110
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 33 1 1 1 68
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 1 1 1 59 1 2 3 111
Exceptions to Bartlett’s Paradox 0 1 7 145 0 2 18 637
Improper priors with well defined Bayes Factors 0 0 2 19 0 0 3 83
Improper priors with well defined Bayes Factors 0 0 1 260 0 3 11 934
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 6 90 1 1 8 216
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 1 189 0 0 5 438
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 7 1 1 2 44
Modelling Inflation Volatility 0 0 0 106 1 2 3 116
Modelling Inflation Volatility 0 0 1 33 0 0 2 40
Modelling Inflation Volatility 0 0 1 43 0 0 2 69
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 5 21 21 2 10 61 61
Multivariate Stochastic Volatility with Co-Heteroscedasticity 2 13 100 100 8 26 134 134
Multivariate stochastic volatility with co-heteroscedasticity 0 0 14 14 1 3 14 14
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 3 4 217 8 11 17 470
On Priors on Cointegrating Spaces 0 0 0 36 0 0 2 171
On the Evolution of Monetary Policy 0 0 1 5 0 0 2 17
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 213 0 0 2 478
Reducing Dimensions in a Large TVP-VAR 0 1 14 35 6 9 31 39
Reducing Dimensions in a Large TVP-VAR 1 1 27 27 13 28 86 86
Reducing dimensions in a large TVP-VAR 0 0 13 13 1 7 36 36
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 0 0 4 304
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 4 36 2 3 10 49
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 109 1 1 3 165
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 82 1 1 6 194
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 26 2 2 2 91
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 4 1 1 2 27
The Value of Structural Information in the VAR Model 0 0 0 76 0 0 1 259
The Value of Structural Information in the VAR Model 0 0 0 69 1 1 3 301
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 3 78 0 1 13 128
The value of structural information in the VAR model 0 0 0 15 0 0 0 62
Time Varying Dimension Models 0 0 0 2 0 0 2 13
Time Varying Dimension Models 0 0 0 28 0 0 2 103
Time Varying Dimension Models 0 0 0 109 2 7 16 369
Time Varying Dimension Models 1 1 1 60 1 1 4 193
Time Varying Dimension Models 0 0 0 51 1 2 10 240
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 266 3 3 4 661
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 69 0 0 2 191
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 17 0 0 1 44
Weakly informative priors and well behaved Bayes factors 0 0 0 9 1 1 3 74
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 1 1 2 583
Total Working Papers 10 40 259 5,308 91 192 712 15,926


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 0 3 114
Bayesian Model Selection with an Uninformative Prior* 0 0 0 35 0 1 4 168
Bayesian analysis of the error correction model 1 1 5 185 2 3 14 382
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 45 0 1 5 166
Bayesian inference in a time varying cointegration model 0 1 4 49 0 6 17 144
Bayesian model averaging in the instrumental variable regression model 0 0 0 34 1 1 4 107
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 0 4 33
Divergent Priors and Well Behaved Bayes Factors 0 0 0 5 0 0 2 58
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 1 41 0 2 8 139
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 0 0 1 1 61
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 1 46 0 1 6 124
False posteriors for the long-term growth determinants 0 0 0 16 1 1 4 74
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 1 3 3 8 10
Modelling Inflation Volatility 0 1 2 16 2 3 8 43
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 2 3 7 122 5 6 14 263
On the evolution of the monetary policy transmission mechanism 5 10 27 293 7 17 52 606
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 2 149
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 8 0 1 8 30
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 0 2 6 51
Time Varying Dimension Models 0 0 0 21 1 2 8 118
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 1 1 3 364
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 1 90
Total Journal Articles 8 16 48 1,027 23 52 182 3,294


Statistics updated 2019-09-09