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 0 0 0 436
Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model 0 0 0 153 0 0 0 601
Bayesian Approaches to Cointegration 0 3 4 271 3 11 28 575
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 2 3 5 131
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 1 61 1 1 10 41
Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model 0 0 0 69 0 2 5 219
Bayesian Inference in a Cointegrating Panel Data Model 0 0 3 11 0 0 7 45
Bayesian Inference in a Cointegrating Panel Data Model 1 1 1 267 1 1 2 627
Bayesian Inference in a Time Varying Cointegration Model 1 1 4 57 2 3 9 141
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 5 1 2 3 33
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 6 1 1 12 48
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 24 0 1 7 105
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 78 0 2 8 181
Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model 0 0 0 182 0 0 2 592
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 1 53 1 1 17 196
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 2 139 0 0 8 274
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 2 3 8 56
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 26 1 3 9 106
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 38 1 2 9 77
Bayesian Model Selection with an Uninformative Prior 0 0 1 251 1 1 14 895
Bayesian Trace Statistics for the Reduced Rank Regression Model 0 0 0 152 1 1 6 943
Bayesian approaches to cointegratrion 0 0 0 29 2 3 7 92
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 15 4 4 10 80
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 3 1 1 5 59
Changing dynamics at the zero lower bound 0 1 2 53 0 1 10 107
Changing dynamics at the zero lower bound 0 0 1 35 1 1 9 61
Divergent Priors and well Behaved Bayes Factors 0 0 0 31 0 0 2 135
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 2 9 1 2 11 34
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 2 151 5 15 27 412
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 61 0 3 17 171
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 4 87 1 3 19 202
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 54 0 0 5 119
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 4 114
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 33 0 0 5 73
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 1 1 1 60 1 1 5 116
Exceptions to Bartlett’s Paradox 0 0 3 148 0 3 14 651
Improper priors with well defined Bayes Factors 0 0 0 19 0 0 2 85
Improper priors with well defined Bayes Factors 0 0 1 261 0 0 7 941
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 90 2 2 4 220
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 1 190 2 4 13 451
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 7 1 1 2 46
Modelling Inflation Volatility 0 0 0 106 0 0 8 124
Modelling Inflation Volatility 0 0 4 47 0 1 9 78
Modelling Inflation Volatility 0 1 2 35 0 2 5 45
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 5 26 2 7 30 91
Multivariate Stochastic Volatility with Co-Heteroscedasticity 2 5 28 128 6 15 81 215
Multivariate stochastic volatility with co-heteroscedasticity 0 1 5 19 2 5 15 29
Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR 0 0 4 221 3 5 16 486
On Priors on Cointegrating Spaces 0 0 0 36 0 1 2 173
On the Evolution of Monetary Policy 0 0 1 6 0 1 4 21
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 213 1 2 7 485
Reducing Dimensions in a Large TVP-VAR 0 1 6 33 8 16 80 166
Reducing Dimensions in a Large TVP-VAR 0 1 2 37 3 4 20 59
Reducing dimensions in a large TVP-VAR 0 0 1 14 1 4 22 58
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 2 4 5 309
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 111 1 1 10 175
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 38 2 3 17 66
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 26 1 1 9 100
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 1 2 4 86 2 3 8 202
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 4 0 0 3 30
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 3 304
The Value of Structural Information in the VAR Model 0 0 1 77 1 1 8 267
The Zero Lower Bound: Implications for Modelling the Interest Rate 2 3 10 88 6 11 32 160
The value of structural information in the VAR model 0 0 0 15 2 3 4 66
Time Varying Dimension Models 0 0 0 2 0 1 4 17
Time Varying Dimension Models 0 0 1 29 0 1 11 114
Time Varying Dimension Models 0 0 0 51 2 3 12 252
Time Varying Dimension Models 1 1 2 62 1 1 2 195
Time Varying Dimension Models 1 1 3 112 3 5 17 386
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 1 267 1 2 7 668
Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process 0 0 2 71 1 1 6 197
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 17 0 0 2 46
Weakly informative priors and well behaved Bayes factors 0 0 0 9 0 1 4 78
bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions 0 0 0 0 1 2 6 589
Total Working Papers 10 23 121 5,429 91 189 816 16,742


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model 0 0 0 20 0 3 6 120
Bayesian Model Selection with an Uninformative Prior* 0 0 0 35 2 2 4 172
Bayesian analysis of the error correction model 0 1 7 192 0 5 19 401
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 45 1 2 6 172
Bayesian inference in a time varying cointegration model 0 0 2 51 2 2 8 152
Bayesian model averaging in the instrumental variable regression model 0 0 1 35 1 2 7 114
Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks 0 0 0 2 0 1 4 37
Constrained interest rates and changing dynamics at the zero lower bound 0 1 1 1 0 3 5 5
Divergent Priors and Well Behaved Bayes Factors 0 0 2 7 0 0 7 65
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 41 1 2 15 154
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 0 0 2 9 70
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 4 50 1 3 12 136
False posteriors for the long-term growth determinants 0 0 0 16 1 2 9 83
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 1 1 1 6 16
Modelling Inflation Volatility 0 0 1 17 0 1 4 47
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach 0 0 5 127 2 5 15 278
On the evolution of the monetary policy transmission mechanism 1 4 26 319 3 9 58 664
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 1 6 11 160
Reducing the state space dimension in a large TVP-VAR 1 3 3 3 7 11 11 11
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 2 10 2 3 7 37
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 1 2 53
Time Varying Dimension Models 0 0 5 26 1 1 11 129
Valid Bayesian Estimation of the Cointegrating Error Correction Model 0 0 0 0 0 2 5 369
Workshop on Bayesian Econometric Methods 0 0 0 33 0 1 9 99
Total Journal Articles 2 10 59 1,086 27 70 250 3,544


Statistics updated 2020-09-04