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 1 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 2 280 1 1 7 632
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 0 0 0 221
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 3 4 66
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 0 1 644
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 59 1 1 3 158
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 0 10 1 1 1 67
Bayesian Inference in the Time Varying Cointegration Model 1 1 2 34 1 1 6 150
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 2 196
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 1 1 2 596
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 29 1 3 7 135
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 0 4 289
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 41 0 0 0 87
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 0 0 1 921
Bayesian State Space Models in Macroeconometrics 0 0 2 66 1 1 9 86
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 0 0 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
Changing dynamics at the zero lower bound 0 0 0 37 0 0 4 85
Changing dynamics at the zero lower bound 0 0 0 57 1 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 1 1 3 52
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 0 0 3 449
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 97 2 2 6 239
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 3 73 0 0 4 206
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 3 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 0 0 2 81
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 0 0 3 125
Exceptions to Bartlett’s Paradox 1 1 3 158 2 2 9 697
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 0 1 954
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 1 191 1 1 2 463
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 53 0 1 1 102
Modelling Inflation Volatility 0 0 0 38 0 0 3 58
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 4 70
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 0 3 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 26 0 1 3 55
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 1 3 167 3 4 18 361
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 3 13 4 5 10 46
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 1 2 217 0 2 5 498
Reducing Dimensions in a Large TVP-VAR 0 1 5 46 2 4 10 251
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 1 87
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 1 3 86
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 1 1 77 0 2 4 322
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 1 1 44 1 2 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 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 1 178
The value of structural information in the VAR model 0 0 0 15 0 0 0 68
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 67 1 2 4 212
Time Varying Dimension Models 0 0 0 29 0 1 2 123
Time Varying Dimension Models 0 0 0 51 0 0 6 296
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Valid Bayesian Estimation of the Cointegrating Error Correction Model 1 1 1 268 1 1 2 677
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 0 1 596
Total Working Papers 5 9 39 5,808 30 49 203 18,341

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 3 8 17 4 9 34 72
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 1 1 1 122
Bayesian Model Selection with an Uninformative Prior* 0 1 1 42 0 1 2 185
Bayesian analysis of the error correction model 0 0 3 212 0 0 5 452
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 4 69 3 3 11 201
Bayesian model averaging in the instrumental variable regression model 0 1 2 42 0 1 4 134
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 2 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 0 1 3 59 1 4 10 159
False posteriors for the long-term growth determinants 0 0 0 16 1 1 1 87
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 2 2 4 29
Modelling Inflation Volatility 0 0 0 26 2 2 3 68
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 1 137 2 5 8 326
On the evolution of the monetary policy transmission mechanism 0 3 14 395 3 11 29 834
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 7 9 176
Reducing the state space dimension in a large TVP-VAR 0 0 4 24 0 0 8 97
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 1 2 14
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 4 23 0 1 7 71
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 1 61
Time Varying Dimension Models 0 2 2 31 1 3 7 148
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 1 1 1 374
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 3 108
Total Journal Articles 2 12 46 1,311 23 55 158 4,293

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 2025-08-05