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Details about Rodney Strachan

E-mail:
Homepage:https://economics.uq.edu.au/profile/845/professor-rodney-strachan
Phone:+61 7 336 56242
Postal address:School of Economics The University of Queensland St Lucia Brisbane Qld 4072 Australia
Workplace:School of Economics, University of Queensland, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Rodney Strachan.

Last updated 2017-03-09. Update your information in the RePEc Author Service.

Short-id: pst79


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Working Papers

2016

  1. Changing dynamics at the zero lower bound
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads View citations (1)
    Also in Working Papers, Swiss National Bank (2016) Downloads

2014

  1. Modelling Inflation Volatility
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (10)
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2014) Downloads View citations (2)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) Downloads View citations (2)

    See also Journal Article in Journal of Applied Econometrics (2016)
  2. Stochastic Model Specification Search for Time-Varying Parameter VARs
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (15)
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2014) Downloads View citations (4)

    See also Journal Article in Econometric Reviews (2016)
  3. The Zero Lower Bound: Implications for Modelling the Interest Rate
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (2)

2013

  1. Invariant Inference and Efficient Computation in the Static Factor Model
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (6)

2012

  1. Bayesian Model Averaging in the Instrumental Variable Regression Model
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (15)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (2)
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2011) Downloads View citations (2)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (2)

    See also Journal Article in Journal of Econometrics (2012)
  2. Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads View citations (5)
  3. Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in International Economic Review (2013)
  4. Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2011

  1. Bayesian Inference in a Time Varying Cointegration Model
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (9)
    See also Journal Article in Journal of Econometrics (2011)
  2. Bayesian Inference in the Time Varying Cointegration Model*
    Working Papers, University of Strathclyde Business School, Department of Economics Downloads View citations (9)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) Downloads View citations (1)
    Working Paper Series, The Rimini Centre for Economic Analysis (2008) Downloads
    GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2008) Downloads View citations (2)
  3. Divergent Priors and well Behaved Bayes Factors
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Central European Journal of Economic Modelling and Econometrics (2014)
  4. Time Varying Dimension Models
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) Downloads View citations (2)
    Working Paper Series, The Rimini Centre for Economic Analysis (2010) Downloads View citations (3)
    ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2010) Downloads View citations (4)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (2)

    See also Journal Article in Journal of Business & Economic Statistics (2012)

2010

  1. Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2010) Downloads

2009

  1. Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (4)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads
    Working Papers, University of Strathclyde Business School, Department of Economics (2009) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (2013)

2008

  1. Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
  2. Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (6)
    See also Journal Article in International Journal of Forecasting (2010)
  3. Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    See also Journal Article in Journal of Business & Economic Statistics (2010)
  4. Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (4)
  5. On the Evolution of Monetary Policy
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads

2007

  1. Bayesian Inference in a Cointegrating Panel Data Model
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2006) Downloads View citations (1)
  2. 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
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in MRG Discussion Paper Series, School of Economics, University of Queensland, Australia Downloads View citations (5)

2006

  1. Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (5)
    See also Journal Article in Econometric Reviews (2010)
  2. Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2006) Downloads

2005

  1. Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2007)
  2. Bayesian approaches to cointegratrion
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2004) Downloads View citations (6)
  3. Improper priors with well defined Bayes Factors
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2004) Downloads View citations (1)
  4. Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (4)
    Also in Staff Reports, Federal Reserve Bank of New York (2005) Downloads View citations (3)

    See also Journal Article in Journal of Money, Credit and Banking (2008)
  5. Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2004) Downloads View citations (6)
  6. Weakly informative priors and well behaved Bayes factors
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2004

  1. Bayesian Model Selection with an Uninformative Prior
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  2. Exceptions to Bartlett’s Paradox
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
  3. On Priors on Cointegrating Spaces
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
  4. The Value of Structural Information in the VAR Model
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) Downloads
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2004) Downloads

2003

  1. Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads
  2. Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)

2001

  1. Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
    Research Papers, University of Liverpool Management School

2000

  1. Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model
    Research Papers, University of Liverpool Management School Downloads
  2. Valid Bayesian Estimation of the Cointegrating Error Correction Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2003)

1999

  1. Bayesian Trace Statistics for the Reduced Rank Regression Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

1998

  1. bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Journal Articles

2016

  1. Modelling Inflation Volatility
    Journal of Applied Econometrics, 2016, 31, (5), 805-820 Downloads
    See also Working Paper (2014)
  2. Stochastic Model Specification Search for Time-Varying Parameter VARs
    Econometric Reviews, 2016, 35, (8-10), 1638-1665 Downloads View citations (2)
    See also Working Paper (2014)

2014

  1. Divergent Priors and Well Behaved Bayes Factors
    Central European Journal of Economic Modelling and Econometrics, 2014, 6, (1), 1-31 Downloads View citations (1)
    See also Working Paper (2011)

2013

  1. EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING
    International Economic Review, 2013, 54, (1), 385-402 View citations (8)
    See also Working Paper (2012)
  2. Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
    Journal of Applied Econometrics, 2013, 28, (1), 62-81 View citations (3)
    See also Working Paper (2009)

2012

  1. Bayesian model averaging in the instrumental variable regression model
    Journal of Econometrics, 2012, 171, (2), 237-250 Downloads View citations (14)
    See also Working Paper (2012)
  2. Time Varying Dimension Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 358-367 Downloads View citations (26)
    See also Working Paper (2011)

2011

  1. Bayesian inference in a time varying cointegration model
    Journal of Econometrics, 2011, 165, (2), 210-220 Downloads View citations (10)
    See also Working Paper (2011)

2010

  1. Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
    International Journal of Forecasting, 2010, 26, (2), 326-347 Downloads View citations (30)
    See also Working Paper (2008)
  2. Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
    Journal of Business & Economic Statistics, 2010, 28, (3), 370-379 Downloads View citations (15)
    See also Working Paper (2008)
  3. Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
    Econometric Reviews, 2010, 29, (2), 224-242 Downloads View citations (13)
    See also Working Paper (2006)
  4. False posteriors for the long-term growth determinants
    Economics Letters, 2010, 109, (3), 144-146 Downloads
  5. Workshop on Bayesian Econometric Methods
    Review of Economic Analysis, 2010, 2, (2), 135-136 Downloads

2009

  1. Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks
    Journal of Applied Econometrics, 2009, 24, (2), 245-247 Downloads View citations (3)
  2. Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach
    Studies in Nonlinear Dynamics & Econometrics, 2009, 14, (1), 1-33 Downloads View citations (1)
  3. On the evolution of the monetary policy transmission mechanism
    Journal of Economic Dynamics and Control, 2009, 33, (4), 997-1017 Downloads View citations (76)

2008

  1. Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
    Journal of Money, Credit and Banking, 2008, 40, (2-3), 341-367 Downloads View citations (13)
    See also Working Paper (2005)

2007

  1. Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model
    Econometric Reviews, 2007, 26, (2-4), 439-468 Downloads View citations (1)
    See also Working Paper (2005)

2004

  1. Bayesian analysis of the error correction model
    Journal of Econometrics, 2004, 123, (2), 307-325 Downloads View citations (35)

2003

  1. Bayesian Model Selection with an Uninformative Prior
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 863-876 Downloads View citations (7)
    See also Working Paper (2004)
  2. Valid Bayesian Estimation of the Cointegrating Error Correction Model
    Journal of Business & Economic Statistics, 2003, 21, (1), 185-95 View citations (29)
    See also Working Paper (2000)

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Page updated 2017-08-14