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 and Deterministic Processes in The Error Correction Model 0 0 0 153 0 1 20 629
Bayesian Approaches to Cointegration 0 0 1 281 0 0 17 649
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 1 8 143
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 1 13 84
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 0 1 22 243
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 2 5 19 663
Bayesian Inference in a Cointegrating Panel Data Model 0 1 1 17 1 3 11 77
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 0 7 165
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 3 3 15 82
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 35 0 0 11 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 0 19 57
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 12 208
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 11 233
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 1 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 2 9 298
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 1 12 147
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 7 94
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 0 1 13 934
Bayesian State Space Models in Macroeconometrics 0 0 2 68 0 0 16 102
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 1 8 957
Bayesian approaches to cointegratrion 0 1 3 36 0 1 18 118
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 12 110
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 0 0 12 73
Changing dynamics at the zero lower bound 0 0 0 37 0 1 8 93
Changing dynamics at the zero lower bound 0 0 0 57 1 1 6 126
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 0 0 10 154
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 13 0 1 8 60
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 0 18 467
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 0 2 18 224
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 0 3 24 263
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 0 5 136
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 5 123
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 0 0 7 88
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 0 0 12 137
Exceptions to Bartlett’s Paradox 0 0 0 158 2 6 17 714
Improper priors with well defined Bayes Factors 0 0 0 20 0 1 22 115
Improper priors with well defined Bayes Factors 0 0 1 262 0 0 11 965
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 1 5 240
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 191 0 1 12 475
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 0 14 67
Modelling Inflation Volatility 0 0 0 53 0 1 13 115
Modelling Inflation Volatility 0 0 0 110 0 0 14 152
Modelling Inflation Volatility 0 0 0 38 0 0 8 66
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 12 82
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 2 16 71
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 3 170 2 8 29 390
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 1 2 10 531
On Priors on Cointegrating Spaces 0 0 0 36 1 2 11 189
On the Evolution of Monetary Policy 0 0 1 14 0 0 14 60
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 217 1 1 11 509
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 1 8 94
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 11 98
Reducing Dimensions in a Large TVP-VAR 0 0 1 47 0 0 8 259
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 1 13 335
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 1 3 13 104
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 3 13 202
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 1 7 115
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 0 2 22 58
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 8 222
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 8 317
The Value of Structural Information in the VAR Model 0 0 0 77 0 0 15 282
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 1 21 199
The value of structural information in the VAR model 0 0 0 15 0 0 8 76
Time Varying Dimension Models 0 0 1 119 0 0 12 439
Time Varying Dimension Models 0 0 0 51 2 3 94 390
Time Varying Dimension Models 0 0 0 2 0 1 9 32
Time Varying Dimension Models 0 0 0 67 0 1 14 226
Time Varying Dimension Models 0 0 0 29 0 0 9 132
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 1 1 269 0 2 11 688
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 0 2 20 224
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 19 0 1 7 59
Weakly informative priors and well behaved Bayes factors 0 0 0 10 0 0 14 95
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 0 0 8 604
Total Working Papers 0 4 18 5,642 18 77 994 18,296
2 registered items for which data could not be found

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 1 3 6 23 4 9 33 105
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 1 1 13 135
Bayesian Model Selection with an Uninformative Prior* 0 0 0 42 0 1 8 193
Bayesian analysis of the error correction model 0 0 2 214 0 4 22 474
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 1 2 48 4 8 22 204
Bayesian inference in a time varying cointegration model 0 0 0 69 0 1 19 220
Bayesian model averaging in the instrumental variable regression model 0 1 1 43 1 4 20 154
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 0 12 54
Constrained interest rates and changing dynamics at the zero lower bound 0 0 0 8 1 2 8 38
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 0 1 9 77
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 0 16 194
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 0 1 17 92
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 1 60 0 2 16 175
False posteriors for the long-term growth determinants 0 0 0 16 0 2 9 96
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 4 1 3 21 50
Modelling Inflation Volatility 0 0 0 26 0 0 14 82
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 2 0 0 28 29
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 1 3 140 1 4 23 349
On the evolution of the monetary policy transmission mechanism 0 1 8 403 1 3 26 860
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 12 188
Reducing the state space dimension in a large TVP-VAR 0 1 3 27 1 2 18 115
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 2 2 13 27
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 0 2 10 81
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 13 74
Time Varying Dimension Models 0 0 0 31 1 1 13 161
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 1 2 10 384
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 1 109
Total Journal Articles 1 8 28 1,340 19 56 426 4,720

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 11 14
Total Chapters 0 0 0 0 0 0 11 14

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07