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 1 2 3 445
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 1 4 4 613
Bayesian Approaches to Cointegration 0 0 1 280 2 6 9 638
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 3 5 6 140
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 1 5 6 76
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 7 13 16 237
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 3 646
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 1 4 160
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 3 4 4 42
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 34 3 4 7 154
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 2 2 3 69
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 2 5 6 201
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 0 2 3 224
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 2 2 69
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 2 2 11 140
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 2 4 292
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 3 3 4 91
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 1 2 4 924
Bayesian State Space Models in Macroeconometrics 0 2 2 68 1 5 13 93
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 1 1 1 950
Bayesian approaches to cointegratrion 0 1 2 34 2 4 8 107
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 3 6 7 105
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 1 1 1 62
Changing dynamics at the zero lower bound 0 0 0 57 1 2 4 122
Changing dynamics at the zero lower bound 0 0 0 37 0 2 3 87
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 1 1 1 145
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 13 1 2 4 54
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 1 1 163 4 7 9 457
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 98 3 7 11 246
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 73 1 6 11 214
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 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 4 7 122
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 1 2 4 84
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 3 4 7 130
Exceptions to Bartlett’s Paradox 0 0 1 158 1 3 9 700
Improper priors with well defined Bayes Factors 0 0 0 20 1 1 1 94
Improper priors with well defined Bayes Factors 0 1 1 262 3 4 6 959
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 2 3 6 468
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 1 1 2 54
Modelling Inflation Volatility 0 0 0 110 0 2 2 140
Modelling Inflation Volatility 0 0 0 38 1 1 2 59
Modelling Inflation Volatility 0 0 0 53 0 1 3 104
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 4 7 74
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 2 3 4 58
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 1 2 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 169 1 4 18 370
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 0 236 1 1 2 523
On Priors on Cointegrating Spaces 0 0 0 36 1 3 3 181
On the Evolution of Monetary Policy 1 1 3 14 4 7 14 53
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 1 3 8 502
Reducing Dimensions in a Large TVP-VAR 0 0 3 47 0 1 14 258
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 4 7 90
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 2 3 5 91
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 4 9 12 331
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 1 2 5 93
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 2 190
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 3 4 40
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 4 5 5 113
The Value of Structural Information in the VAR Model 0 0 0 77 1 2 2 269
The Value of Structural Information in the VAR Model 0 0 0 69 2 3 4 312
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 2 5 6 184
The value of structural information in the VAR model 0 0 0 15 1 1 1 69
Time Varying Dimension Models 0 1 1 119 0 4 4 431
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 29 1 4 6 127
Time Varying Dimension Models 0 0 0 51 24 27 28 324
Time Varying Dimension Models 0 0 0 67 2 4 8 217
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 268 3 5 7 683
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 2 4 4 208
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 1 2 2 83
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 0 1 2 598
Total Working Papers 1 8 28 5,819 125 252 422 18,639

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 1 1 8 20 2 5 24 80
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 2 3 5 188
Bayesian analysis of the error correction model 0 0 3 213 3 4 7 457
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 1 1 47 0 5 7 187
Bayesian inference in a time varying cointegration model 0 0 3 69 2 6 15 208
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 1 2 6 137
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 1 3 3 45
Constrained interest rates and changing dynamics at the zero lower bound 0 0 0 8 0 1 1 31
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 2 2 2 70
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 3 4 9 182
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 2 4 4 79
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 4 60 1 4 16 167
False posteriors for the long-term growth determinants 0 0 0 16 0 1 2 88
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 6 9 15 40
Modelling Inflation Volatility 0 0 0 26 1 2 4 70
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 4 8 12 12
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 1 1 1 138 1 3 9 329
On the evolution of the monetary policy transmission mechanism 3 4 11 400 5 13 31 849
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 1 11 178
Reducing the state space dimension in a large TVP-VAR 0 0 2 25 0 1 7 100
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 1 6 8 21
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 7 73
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 2 4 5 66
Time Varying Dimension Models 0 0 2 31 0 4 10 152
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 1 2 3 376
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 2 108
Total Journal Articles 5 7 43 1,326 40 98 226 4,415

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 2 3 5
Total Chapters 0 0 0 0 1 2 3 5

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Statistics updated 2026-01-09