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 2 4 446
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 4 12 15 624
Bayesian Approaches to Cointegration 0 0 0 280 0 8 14 644
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 5 7 142
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 1 5 9 80
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 0 9 18 239
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 3 6 9 652
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 6 9 72
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 2 5 162
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 8 9 75
Bayesian Inference in the Time Varying Cointegration Model 0 1 2 35 1 10 14 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 9 14 15 53
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 4 7 11 206
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 0 1 2 597
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 6 8 230
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 5 13 143
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 4 6 73
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 2 5 294
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 6 7 94
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 1 5 7 928
Bayesian State Space Models in Macroeconometrics 0 0 2 68 1 7 17 99
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 2 7 7 956
Bayesian approaches to cointegratrion 0 0 1 34 1 9 14 114
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 1 7 11 109
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 1 9 9 70
Changing dynamics at the zero lower bound 0 0 0 57 1 3 5 124
Changing dynamics at the zero lower bound 0 0 0 37 0 4 7 91
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 3 6 6 150
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 13 0 5 8 58
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 2 11 16 464
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 0 3 11 216
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 98 3 9 17 252
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 2 6 134
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 0 2 6 123
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 0 3 5 86
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 2 7 10 134
Exceptions to Bartlett’s Paradox 0 0 1 158 1 5 12 704
Improper priors with well defined Bayes Factors 0 0 0 20 8 16 16 109
Improper priors with well defined Bayes Factors 0 0 1 262 0 5 7 961
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 2 3 4 238
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 191 1 5 9 471
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 3 10 10 63
Modelling Inflation Volatility 0 0 0 53 0 4 7 108
Modelling Inflation Volatility 0 0 0 110 1 6 8 146
Modelling Inflation Volatility 0 0 0 38 1 5 6 63
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 2 6 11 80
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 3 11 13 67
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 169 1 7 22 376
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 1 4 5 526
On Priors on Cointegrating Spaces 0 0 0 36 1 4 6 184
On the Evolution of Monetary Policy 0 1 3 14 1 10 20 59
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 0 4 9 505
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 7 9 96
Reducing Dimensions in a Large TVP-VAR 0 0 2 47 0 1 13 259
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 6 90
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 0 6 13 333
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 2 5 9 97
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 7 9 197
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 5 6 114
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 7 14 18 54
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 5 5 219
The Value of Structural Information in the VAR Model 0 0 0 77 1 13 14 281
The Value of Structural Information in the VAR Model 0 0 0 69 1 4 5 314
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 1 12 16 194
The value of structural information in the VAR model 0 0 0 15 3 7 7 75
Time Varying Dimension Models 0 0 0 51 2 81 85 381
Time Varying Dimension Models 0 0 0 2 1 4 4 27
Time Varying Dimension Models 0 0 0 29 0 6 11 132
Time Varying Dimension Models 0 0 1 119 2 6 10 437
Time Varying Dimension Models 0 0 0 67 0 9 15 224
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 268 0 4 8 684
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 2 12 14 218
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 19 3 5 5 57
Weakly informative priors and well behaved Bayes factors 0 0 0 10 2 9 10 91
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 1 4 6 602
Total Working Papers 0 2 24 5,820 97 549 806 19,063

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 1 7 20 5 10 27 88
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 2 7 8 129
Bayesian Model Selection with an Uninformative Prior* 0 0 1 42 2 6 9 192
Bayesian analysis of the error correction model 0 0 2 213 4 11 14 465
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 1 47 1 7 13 194
Bayesian inference in a time varying cointegration model 0 0 2 69 2 9 20 215
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 3 8 13 144
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 6 8 50
Constrained interest rates and changing dynamics at the zero lower bound 0 0 0 8 0 3 4 34
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 0 6 6 74
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 10 16 189
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 0 12 14 89
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 4 60 0 7 22 173
False posteriors for the long-term growth determinants 0 0 0 16 0 4 6 92
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 3 10 17 44
Modelling Inflation Volatility 0 0 0 26 0 7 10 76
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 3 18 26 26
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 2 2 139 2 13 20 341
On the evolution of the monetary policy transmission mechanism 1 5 11 402 2 11 34 855
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 3 7 18 185
Reducing the state space dimension in a large TVP-VAR 0 1 3 26 2 8 13 108
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 2 9 22
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 23 0 4 8 77
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 3 8 11 72
Time Varying Dimension Models 0 0 2 31 2 5 14 157
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 1 5 7 380
Workshop on Bayesian Econometric Methods 0 0 0 33 0 1 2 109
Total Journal Articles 1 9 41 1,330 40 205 369 4,580

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 6 8 10
Total Chapters 0 0 0 0 1 6 8 10

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Statistics updated 2026-03-04