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 and Deterministic Processes in The Error Correction Model 0 0 0 153 0 0 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 0 8 143
Bayesian Estimation of the Reduced Rank Regression Model Without Ordering Restrictions 0 0 1 1 0 1 3 3
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 0 13 84
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 0 2 21 245
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 17 0 2 12 78
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 2 18 663
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 1 2 8 167
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 1 20 58
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 4 16 83
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 82 1 2 14 210
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 1 2 13 235
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 3 3 12 150
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 1 9 299
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 6 94
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 1 1 13 935
Bayesian State Space Models in Macroeconometrics 0 0 2 68 0 2 16 104
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 0 8 957
Bayesian approaches to cointegratrion 0 0 3 36 1 1 16 119
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 12 111
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 9 94
Changing dynamics at the zero lower bound 0 0 0 57 0 1 6 126
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 1 1 11 155
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 1 1 14 0 1 9 61
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 0 17 467
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 2 2 18 226
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 0 0 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 1 6 124
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 0 0 6 88
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 0 2 13 139
Exceptions to Bartlett’s Paradox 0 0 0 158 1 3 18 715
Improper priors with well defined Bayes Factors 0 0 0 20 0 1 23 116
Improper priors with well defined Bayes Factors 0 0 1 262 0 0 10 965
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 1 6 241
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 191 1 1 11 476
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 0 14 67
Modelling Inflation Volatility 0 0 0 38 0 1 9 67
Modelling Inflation Volatility 1 1 1 111 1 2 16 154
Modelling Inflation Volatility 0 0 0 53 2 3 15 118
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 1 13 83
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 170 0 3 25 391
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 0 16 71
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 0 1 9 531
On Priors on Cointegrating Spaces 0 0 0 36 0 2 12 190
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 0 4 13 512
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 10 98
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 8 94
Reducing Dimensions in a Large TVP-VAR 0 0 0 47 0 0 2 259
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 0 13 335
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 1 2 14 105
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 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 8 116
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 21 58
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 1 2 10 224
The Value of Structural Information in the VAR Model 0 0 0 69 0 1 9 318
The Value of Structural Information in the VAR Model 0 0 0 77 1 1 16 283
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 1 3 23 202
The value of structural information in the VAR model 0 0 0 15 1 1 9 77
Time Varying Dimension Models 0 0 0 29 1 2 11 134
Time Varying Dimension Models 0 0 0 51 1 3 94 391
Time Varying Dimension Models 0 0 1 119 2 4 16 443
Time Varying Dimension Models 0 0 0 67 1 2 15 228
Time Varying Dimension Models 0 0 0 2 1 1 10 33
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 269 0 0 10 688
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 0 1 21 225
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 19 1 4 11 63
Weakly informative priors and well behaved Bayes factors 0 0 0 10 1 1 15 96
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 0 1 8 605
Total Working Papers 1 2 18 5,645 29 90 1,022 18,370
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 2 4 7 26 3 13 39 114
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 2 14 136
Bayesian Model Selection with an Uninformative Prior* 0 0 0 42 1 1 9 194
Bayesian analysis of the error correction model 0 0 1 214 1 3 24 477
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 2 48 1 6 24 206
Bayesian inference in a time varying cointegration model 0 0 0 69 0 2 20 222
Bayesian model averaging in the instrumental variable regression model 2 2 3 45 3 5 23 158
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 1 13 55
Constrained interest rates and changing dynamics at the zero lower bound 0 0 0 8 0 1 8 38
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 0 1 10 78
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 1 1 43 0 1 17 195
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 0 0 17 92
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 0 60 0 0 12 175
False posteriors for the long-term growth determinants 0 0 0 16 0 0 9 96
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 4 0 1 19 50
Modelling Inflation Volatility 0 0 0 26 0 2 16 84
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 2 0 2 27 31
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 3 140 0 1 23 349
On the evolution of the monetary policy transmission mechanism 1 1 8 404 1 2 25 861
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 11 188
Reducing the state space dimension in a large TVP-VAR 0 1 3 28 1 3 18 117
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 3 13 28
Singular vector autoregressions 0 0 0 0 0 2 2 2
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 0 0 9 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 75
Time Varying Dimension Models 0 0 0 31 0 2 14 162
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 3 12 386
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 1 109
Total Journal Articles 5 9 29 1,348 11 58 442 4,759

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

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Statistics updated 2026-10-11