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 1 443
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 1 280 0 1 6 632
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 0 1 135
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 0 1 71
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 2 3 3 224
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 0 4 66
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 1 2 645
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 2 3 159
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 0 0 38
Bayesian Inference in the Time Varying Cointegration Model 0 1 1 34 0 1 5 150
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 1 1 67
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 1 196
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 0 1 1 596
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 0 6 222
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 0 67
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 2 4 9 138
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 1 1 4 290
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 1 1 1 88
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 0 1 2 922
Bayesian State Space Models in Macroeconometrics 0 0 0 66 1 3 8 88
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 0 0 949
Bayesian approaches to cointegratrion 0 0 1 33 2 3 4 103
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 1 3 99
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 0 0 0 61
Changing dynamics at the zero lower bound 0 0 0 37 0 0 2 85
Changing dynamics at the zero lower bound 0 0 0 57 0 1 2 120
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 1 13 0 1 2 52
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 1 1 3 450
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 73 0 2 5 208
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 97 0 2 5 239
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 3 3 131
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 0 0 3 118
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 1 1 3 82
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 0 1 3 126
Exceptions to Bartlett’s Paradox 0 1 2 158 0 2 7 697
Improper priors with well defined Bayes Factors 0 0 0 261 0 1 2 955
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 0 4 235
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 191 0 3 3 465
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 0 1 53
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Modelling Inflation Volatility 0 0 0 38 0 0 3 58
Modelling Inflation Volatility 0 0 0 53 0 1 2 103
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 4 70
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 3 4 169 1 8 17 366
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 2 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 0 1 55
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 1 1 1 522
On Priors on Cointegrating Spaces 0 0 0 36 0 0 1 178
On the Evolution of Monetary Policy 0 1 3 13 0 4 10 46
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 2 217 1 1 6 499
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 3 86
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 2 88
Reducing Dimensions in a Large TVP-VAR 0 1 5 47 3 8 15 257
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 0 0 3 322
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 189
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 0 1 3 91
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 0 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 1 1 37
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 2 309
The Value of Structural Information in the VAR Model 0 0 0 77 0 0 0 267
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 1 1 1 179
The value of structural information in the VAR model 0 0 0 15 0 0 0 68
Time Varying Dimension Models 0 0 0 29 0 0 2 123
Time Varying Dimension Models 0 0 0 67 0 2 4 213
Time Varying Dimension Models 0 0 0 118 0 0 0 427
Time Varying Dimension Models 0 0 0 51 1 1 7 297
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 1 1 268 0 2 3 678
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 0 0 0 204
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 2 597
Total Working Papers 1 8 27 5,811 19 76 212 18,387

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 2 4 8 19 2 7 29 75
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 1 1 122
Bayesian Model Selection with an Uninformative Prior* 0 0 1 42 0 0 2 185
Bayesian analysis of the error correction model 1 1 3 213 1 1 5 453
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 0 0 2 182
Bayesian inference in a time varying cointegration model 0 0 3 69 1 4 10 202
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 1 1 4 135
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 0 0 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 2 5 178
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 1 4 60 2 5 13 163
False posteriors for the long-term growth determinants 0 0 0 16 0 1 1 87
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 0 4 6 31
Modelling Inflation Volatility 0 0 0 26 0 2 3 68
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 2 2 2 0 4 4 4
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 1 137 0 2 8 326
On the evolution of the monetary policy transmission mechanism 1 1 12 396 2 5 27 836
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 1 1 10 177
Reducing the state space dimension in a large TVP-VAR 0 1 5 25 0 2 10 99
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 1 1 3 15
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 7 72
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 62
Time Varying Dimension Models 0 0 2 31 0 1 7 148
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 1 1 374
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 3 108
Total Journal Articles 5 10 46 1,319 11 47 164 4,317

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 1 3
Total Chapters 0 0 0 0 0 0 1 3

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Statistics updated 2025-10-06