Access Statistics for Rodney Strachan

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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 1 2 280 0 1 6 630
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 1 1 1 135
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 1 66 1 1 3 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 1 1 2 63
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 272 0 0 2 643
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 59 1 1 3 157
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 33 0 1 3 147
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 10 0 0 2 66
Bayesian Inference in the Time Varying Cointegration Model* 0 0 2 82 0 0 3 195
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 1 59 1 3 10 222
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 1 2 4 289
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 1 4 130
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 2 41 0 0 3 87
Bayesian Model Selection with an Uninformative Prior 0 0 1 254 1 1 2 921
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 0 0 949
Bayesian approaches to cointegratrion 1 1 2 33 1 1 2 100
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 2 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 0 2 8 82
Changing dynamics at the zero lower bound 0 0 0 57 1 1 2 119
Changing dynamics at the zero lower bound 0 0 1 37 0 1 6 84
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 0 0 0 12 0 0 1 50
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 0 1 2 448
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 3 96 0 1 9 235
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 2 2 3 73 2 2 6 205
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 2 2 2 117
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 36 1 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 1 2 124
Exceptions to Bartlett’s Paradox 0 0 2 157 0 1 4 692
Improper priors with well defined Bayes Factors 0 0 0 261 1 1 1 954
Improper priors with well defined Bayes Factors 0 0 0 20 0 0 0 93
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 3 5 234
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 1 1 1 53
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Modelling Inflation Volatility 0 0 0 38 0 0 3 57
Modelling Inflation Volatility 0 0 0 53 0 0 0 101
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 4 166 1 3 17 354
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 4 26 0 0 4 54
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 1 3 131
Multivariate stochastic volatility with co-heteroscedasticity 0 0 1 22 1 2 4 69
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 0 0 2 521
On Priors on Cointegrating Spaces 0 0 0 36 0 0 1 178
On the Evolution of Monetary Policy 0 0 1 11 0 1 4 39
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 2 216 2 2 4 496
Reducing Dimensions in a Large TVP-VAR 0 3 5 45 0 4 7 246
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 2 87
Reducing dimensions in a large TVP-VAR 0 0 0 15 0 1 2 84
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 1 1 2 320
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 43 0 0 0 88
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 188
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 2 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 28 0 0 0 108
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
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 1 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 0 0 1 209
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 29 0 0 0 121
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 51 0 1 10 296
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 267 0 1 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 1 1 596
Total Working Papers 3 8 48 5,796 25 56 187 18,257

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 8 13 1 9 39 61
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 0 2 183
Bayesian analysis of the error correction model 1 1 2 211 1 1 5 451
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 1 1 1 181
Bayesian inference in a time varying cointegration model 1 1 2 67 2 2 11 195
Bayesian model averaging in the instrumental variable regression model 0 0 0 40 0 0 4 131
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 0 0 0 173
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 0 0 2 56 0 0 4 151
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 1 3 1 2 4 27
Modelling Inflation Volatility 0 0 0 26 0 1 1 66
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 2 137 1 1 5 321
On the evolution of the monetary policy transmission mechanism 1 4 17 391 2 7 30 821
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 0 167
Reducing the state space dimension in a large TVP-VAR 0 1 4 23 0 4 8 95
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 1 1 4 21 3 4 9 69
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 0 1 2 61
Time Varying Dimension Models 0 0 0 29 1 1 3 143
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 1 2 2 107
Total Journal Articles 4 9 44 1,289 14 36 133 4,211

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 0 0 2
Total Chapters 0 0 0 0 0 0 0 2

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Statistics updated 2025-03-03