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 0 0 3 436
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 0 0 0 601
Bayesian Approaches to Cointegration 0 0 2 267 3 6 17 556
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 2 55 0 0 3 127
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 60 2 7 9 38
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 1 1 4 216
Bayesian Inference in a Cointegrating Panel Data Model 0 0 2 8 1 2 6 40
Bayesian Inference in a Cointegrating Panel Data Model 0 0 3 266 0 1 7 626
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 54 0 0 7 134
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 24 3 3 7 102
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 6 2 3 12 42
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 1 2 9 177
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 1 182 0 2 5 592
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 1 2 53 1 5 13 188
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 137 0 2 9 270
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 2 26 0 2 8 101
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 1 11 0 1 6 49
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 38 0 1 5 72
Bayesian Model Selection with an Uninformative Prior 0 1 1 251 6 8 11 891
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 152 0 3 3 940
Bayesian approaches to cointegratrion 0 0 1 29 0 2 6 89
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 3 71
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 3 0 2 7 57
Changing dynamics at the zero lower bound 0 1 2 35 1 2 13 59
Changing dynamics at the zero lower bound 0 0 3 51 0 2 11 102
Divergent Priors and well Behaved Bayes Factors 0 0 1 31 1 1 6 135
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 2 8 0 1 8 27
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 150 1 3 11 392
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 3 5 86 2 8 16 193
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 61 2 5 18 164
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 54 0 0 6 119
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 6 114
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 33 3 4 6 73
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 59 0 0 5 114
Exceptions to Bartlett’s Paradox 0 2 7 147 4 8 16 645
Improper priors with well defined Bayes Factors 0 0 1 260 2 4 10 939
Improper priors with well defined Bayes Factors 0 0 1 19 1 1 2 84
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 3 90 0 0 5 217
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 1 1 190 0 5 10 446
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 7 0 1 3 45
Modelling Inflation Volatility 2 3 4 46 2 4 7 74
Modelling Inflation Volatility 0 0 0 106 0 3 10 124
Modelling Inflation Volatility 0 1 1 34 0 1 2 42
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 16 23 5 9 48 75
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 8 41 112 10 30 102 177
Multivariate stochastic volatility with co-heteroscedasticity 0 2 5 17 3 5 13 20
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 3 217 1 1 19 476
On Priors on Cointegrating Spaces 0 0 0 36 0 0 3 172
On the Evolution of Monetary Policy 0 1 2 6 0 2 4 19
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 213 0 2 3 480
Reducing Dimensions in a Large TVP-VAR 1 4 13 31 12 32 101 136
Reducing Dimensions in a Large TVP-VAR 0 0 4 35 2 9 31 51
Reducing dimensions in a large TVP-VAR 0 0 0 13 3 8 25 48
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 1 1 1 305
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 36 1 6 16 58
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 110 0 0 6 169
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 26 0 2 8 97
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 82 0 0 3 195
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 4 29
The Value of Structural Information in the VAR Model 0 0 0 76 1 2 7 265
The Value of Structural Information in the VAR Model 0 0 0 69 1 1 4 303
The Zero Lower Bound: Implications for Modelling the Interest Rate 1 2 4 81 3 7 20 141
The value of structural information in the VAR model 0 0 0 15 0 0 1 63
Time Varying Dimension Models 0 0 0 51 2 2 14 248
Time Varying Dimension Models 0 0 2 61 0 0 5 194
Time Varying Dimension Models 0 0 0 109 1 6 21 376
Time Varying Dimension Models 0 0 0 2 0 0 3 15
Time Varying Dimension Models 0 0 0 28 1 3 7 108
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 2 267 0 1 8 665
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 1 70 0 0 6 195
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 17 0 0 2 46
Weakly informative priors and well behaved Bayes factors 0 0 0 9 0 3 4 77
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 1 1 5 586
Total Working Papers 4 31 152 5,354 88 241 826 16,342


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 1 3 116
Bayesian Model Selection with an Uninformative Prior* 0 0 0 35 0 0 5 170
Bayesian analysis of the error correction model 0 0 5 187 0 2 17 388
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 45 0 1 5 169
Bayesian inference in a time varying cointegration model 2 2 4 51 2 2 16 148
Bayesian model averaging in the instrumental variable regression model 0 0 0 34 0 2 5 109
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 0 2 33
Divergent Priors and Well Behaved Bayes Factors 0 1 1 6 0 2 6 63
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 41 2 3 10 144
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 0 0 0 8 68
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 1 2 4 49 1 2 7 128
False posteriors for the long-term growth determinants 0 0 0 16 0 2 9 81
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 1 0 0 10 13
Modelling Inflation Volatility 0 1 3 17 1 2 7 45
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 2 5 124 2 5 13 269
On the evolution of the monetary policy transmission mechanism 1 4 31 307 8 17 64 638
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 2 150
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 8 0 0 4 31
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 4 52
Time Varying Dimension Models 2 2 3 24 2 4 11 124
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 1 5 366
Workshop on Bayesian Econometric Methods 0 0 0 33 0 2 8 97
Total Journal Articles 6 14 56 1,055 18 49 221 3,402


Statistics updated 2020-02-04