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 1 1 2 444
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 2 2 2 611
Bayesian Approaches to Cointegration 0 0 1 280 1 1 6 633
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 3 3 4 74
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 3 6 6 227
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 1 3 159
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 0 1 67
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 0 1 34 0 0 5 150
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 1 1 2 197
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 0 0 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 1 1 5 223
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 3 9 138
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 0 141 0 1 4 290
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 1 1 88
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 1 2 3 923
Bayesian State Space Models in Macroeconometrics 0 0 0 66 1 3 9 89
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 0 0 0 949
Bayesian approaches to cointegratrion 1 1 2 34 1 4 5 104
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 1 1 3 86
Changing dynamics at the zero lower bound 0 0 0 57 0 0 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 0 2 52
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 1 2 4 451
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 97 2 2 7 241
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 73 1 3 6 209
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 1 1 4 132
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 1 1 4 119
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 1 2 3 83
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 1 2 4 127
Exceptions to Bartlett’s Paradox 0 0 2 158 1 1 8 698
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 1 3 4 466
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 0 1 53
Modelling Inflation Volatility 0 0 0 53 0 1 2 103
Modelling Inflation Volatility 0 0 0 38 0 0 2 58
Modelling Inflation Volatility 0 0 0 110 1 1 1 139
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 4 70
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 2 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 1 1 2 56
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 2 4 169 1 6 18 367
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 0 1 1 522
On Priors on Cointegrating Spaces 0 0 0 36 0 0 1 178
On the Evolution of Monetary Policy 0 0 2 13 1 1 9 47
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 2 217 2 3 8 501
Reducing Dimensions in a Large TVP-VAR 0 1 5 47 1 7 16 258
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 1 2 3 89
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 2 2 5 88
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 3 3 6 325
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 1 1 4 92
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 189
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 2 3 3 39
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 89 0 0 2 214
The Value of Structural Information in the VAR Model 0 0 0 77 1 1 1 268
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 1 309
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 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 51 2 3 6 299
Time Varying Dimension Models 0 0 0 29 1 1 3 124
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 67 1 2 5 214
Time Varying Dimension Models 1 1 1 119 1 1 1 428
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 268 0 1 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 1 2 3 598
Total Working Papers 2 5 28 5,813 49 95 250 18,436

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 0 2 8 19 2 5 29 77
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 0 1 122
Bayesian Model Selection with an Uninformative Prior* 0 0 1 42 1 1 3 186
Bayesian analysis of the error correction model 0 1 3 213 1 2 4 454
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 2 2 4 184
Bayesian inference in a time varying cointegration model 0 0 3 69 1 2 10 203
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 1 2 5 136
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 1 1 2 31
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 0 5 178
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 1 1 1 76
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 1 4 60 1 5 14 164
False posteriors for the long-term growth determinants 0 0 0 16 1 1 2 88
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 2 4 8 33
Modelling Inflation Volatility 0 0 0 26 0 0 3 68
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 2 2 1 4 5 5
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 1 137 1 1 8 327
On the evolution of the monetary policy transmission mechanism 0 1 11 396 4 6 30 840
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 1 2 11 178
Reducing the state space dimension in a large TVP-VAR 0 1 3 25 1 3 9 100
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 1 2 4 16
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 1 2 8 73
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 2 3 63
Time Varying Dimension Models 0 0 2 31 3 3 9 151
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 0 1 374
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 3 108
Total Journal Articles 0 7 43 1,319 28 51 182 4,345

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 1 1 2 4
Total Chapters 0 0 0 0 1 1 2 4

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Statistics updated 2025-11-08