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 3 6 449
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 1 5 20 629
Bayesian Approaches to Cointegration 0 1 1 281 0 5 18 649
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 1 1 8 143
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 1 4 13 84
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 1 4 22 243
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 6 14 658
Bayesian Inference in a Cointegrating Panel Data Model 1 1 1 17 2 4 12 76
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 3 8 165
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 4 13 79
Bayesian Inference in the Time Varying Cointegration Model 0 0 2 35 0 0 12 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 4 19 57
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 2 12 208
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 183 0 0 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 0 3 11 233
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 1 3 8 297
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 1 2 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 4 14 147
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 7 94
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 1 6 13 934
Bayesian State Space Models in Macroeconometrics 0 0 2 68 0 3 17 102
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 154 1 1 8 957
Bayesian approaches to cointegratrion 0 1 2 35 0 3 17 117
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 12 110
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 0 3 12 73
Changing dynamics at the zero lower bound 0 0 0 37 1 2 8 93
Changing dynamics at the zero lower bound 0 0 0 57 0 1 6 125
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 0 4 10 154
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 13 1 2 9 60
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 3 18 467
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 1 7 17 223
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 2 10 25 262
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 2 8 136
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 0 0 5 123
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 0 2 7 88
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 0 3 12 137
Exceptions to Bartlett’s Paradox 0 0 1 158 3 7 16 711
Improper priors with well defined Bayes Factors 0 0 1 262 0 4 11 965
Improper priors with well defined Bayes Factors 0 0 0 20 0 5 21 114
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 1 2 5 240
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 191 0 3 12 474
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 4 14 67
Modelling Inflation Volatility 0 0 0 38 0 3 8 66
Modelling Inflation Volatility 0 0 0 110 0 6 14 152
Modelling Inflation Volatility 0 0 0 53 1 7 14 115
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 2 12 82
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 1 4 170 6 12 30 388
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 2 4 17 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 1 4 9 530
On Priors on Cointegrating Spaces 0 0 0 36 0 3 9 187
On the Evolution of Monetary Policy 0 0 2 14 0 1 18 60
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 217 0 3 11 508
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 3 8 93
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 2 11 98
Reducing Dimensions in a Large TVP-VAR 0 0 1 47 0 0 10 259
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 1 12 334
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 1 5 13 102
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 2 4 12 201
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 3 8 222
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 0 2 20 56
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 6 114
The Value of Structural Information in the VAR Model 0 0 0 77 0 1 15 282
The Value of Structural Information in the VAR Model 0 0 0 69 0 3 8 317
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 4 20 198
The value of structural information in the VAR model 0 0 0 15 0 1 8 76
Time Varying Dimension Models 0 0 0 51 0 6 91 387
Time Varying Dimension Models 0 0 1 119 0 2 12 439
Time Varying Dimension Models 0 0 0 67 1 2 16 226
Time Varying Dimension Models 0 0 0 2 1 5 9 32
Time Varying Dimension Models 0 0 0 29 0 0 9 132
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 268 1 3 11 687
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 0 72 2 6 20 224
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 19 1 2 7 59
Weakly informative priors and well behaved Bayes factors 0 0 0 10 0 4 14 95
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 0 2 8 604
Total Working Papers 2 4 22 5,824 40 241 1,001 19,304

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 2 7 22 5 13 33 101
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 5 13 134
Bayesian Model Selection with an Uninformative Prior* 0 0 1 42 0 0 8 192
Bayesian analysis of the error correction model 0 1 2 214 3 8 21 473
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 1 47 2 4 16 198
Bayesian inference in a time varying cointegration model 0 0 0 69 1 5 22 220
Bayesian model averaging in the instrumental variable regression model 0 0 1 42 2 8 19 152
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 4 12 54
Constrained interest rates and changing dynamics at the zero lower bound 0 0 0 8 1 3 7 37
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 1 3 9 77
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 5 18 194
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 1 3 17 92
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 2 60 1 1 17 174
False posteriors for the long-term growth determinants 0 0 0 16 2 4 10 96
Invariant Inference and Efficient Computation in the Static Factor Model 0 1 1 4 1 4 21 48
Modelling Inflation Volatility 0 0 0 26 0 6 16 82
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 0 3 29 29
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 1 1 3 140 2 6 25 347
On the evolution of the monetary policy transmission mechanism 1 1 8 403 2 4 31 859
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 3 12 188
Reducing the state space dimension in a large TVP-VAR 1 1 3 27 1 6 17 114
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 3 11 25
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 2 4 10 81
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 13 74
Time Varying Dimension Models 0 0 1 31 0 3 14 160
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 2 9 382
Workshop on Bayesian Econometric Methods 0 0 0 33 0 0 1 109
Total Journal Articles 5 7 32 1,337 28 112 431 4,692

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 4 11 14
Total Chapters 0 0 0 0 0 4 11 14

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Statistics updated 2026-06-04