Rodney Strachan
Names
| first: |
Rodney |
| middle: |
W. |
| last: |
Strachan |
Identifer
Contact
Affiliations
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University of Queensland
/ School of Economics (weight: 90%)
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Rimini Centre for Economic Analysis (RCEA) (weight: 10%)
Research profile
author of:
- Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging (RePEc:acb:cbeeco:2010-522)
by Rodney W. Strachan & Herman K. van Dijk - Time Varying Dimension Models (RePEc:acb:cbeeco:2010-523)
by Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan - Valid Bayesian Estimation of the Cointegrating Error Correction Model (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:185-95)
by Strachan, Rodney W - Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve (RePEc:bes:jnlbes:v:28:i:3:y:2010:p:370-379)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Bayesian State Space Models In Macroeconometrics (RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75)
by Joshua C.C. Chan & Rodney W. Strachan - Bayesian Model Selection with an Uninformative Prior (RePEc:bla:obuest:v:65:y:2003:i:s1:p:863-876)
by Rodney W. Strachan & Herman K. van Dijk - Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach (RePEc:bpj:sndecm:v:14:y:2009:i:1:n:2)
by Gefang Deborah & Strachan Rodney - Constrained interest rates and changing dynamics at the zero lower bound (RePEc:bpj:sndecm:v:24:y:2020:i:2:p:26:n:3)
by Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney - Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model (RePEc:ecj:ac2003:197)
by Strachan, Rodney & Brett Inder - The Value of Structural Information in the VAR Model (RePEc:ecm:nasm04:45)
by Rodney W. Strachan & Herman K. van Dijk - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:edn:sirdps:264)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney - Time Varying Dimension Models (RePEc:edn:sirdps:663)
by Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W - Bayesian Inference in the Time Varying Cointegration Model (RePEc:edn:sirdps:73)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (RePEc:edn:sirdps:89)
by Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W. - On the evolution of the monetary policy transmission mechanism (RePEc:eee:dyncon:v:33:y:2009:i:4:p:997-1017)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - False posteriors for the long-term growth determinants (RePEc:eee:ecolet:v:109:y:2010:i:3:p:144-146)
by Charemza, Wojciech W. & Strachan, Rodney & Zurawski, Piotr - Bayesian analysis of the error correction model (RePEc:eee:econom:v:123:y:2004:i:2:p:307-325)
by Strachan, Rodney W. & Inder, Brett - Bayesian inference in a time varying cointegration model (RePEc:eee:econom:v:165:y:2011:i:2:p:210-220)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Bayesian model averaging in the instrumental variable regression model (RePEc:eee:econom:v:171:y:2012:i:2:p:237-250)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney - Reducing the state space dimension in a large TVP-VAR (RePEc:eee:econom:v:218:y:2020:i:1:p:105-118)
by Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W. - Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks (RePEc:eee:intfor:v:26:y::i:2:p:326-347)
by Jochmann, Markus & Koop, Gary & Strachan, Rodney W. - Bayesian Inference in a Time Varying Cointegration Model (RePEc:een:camaaa:2011-25)
by Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan - Time Varying Dimension Models (RePEc:een:camaaa:2011-28)
by Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan - Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging (RePEc:een:camaaa:2012-03)
by Rodney W. Strachan & Herman K. van Dijk - Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods (RePEc:een:camaaa:2012-13)
by Joshua Chan & Rodney Strachan - Invariant Inference and Efficient Computation in the Static Factor Model (RePEc:een:camaaa:2013-32)
by Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan - Modelling Inflation Volatility (RePEc:een:camaaa:2014-21)
by Eric Eisenstat & Rodney W. Strachan - Stochastic Model Specification Search for Time-Varying Parameter VARs (RePEc:een:camaaa:2014-23)
by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan - Modelling Inflation Volatility (RePEc:een:camaaa:2014-68)
by Eric Eisenstat & Rodney W. Strachan - Reducing dimensions in a large TVP-VAR (RePEc:een:camaaa:2018-49)
by Joshua C.C. Chan & Eric Eisenstat & Rodney W. Strachan - Multivariate stochastic volatility with co-heteroscedasticity (RePEc:een:camaaa:2018-52)
by Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan - Bayesian state space models in macroeconometrics (RePEc:een:camaaa:2020-90)
by Joshua C.C. Chan & Rodney W. Strachan - Advances in Econometrics (RePEc:eme:aecozz)
from Emerald Group Publishing Limited as editor - Bayesian inference in a cointegrating panel data model (RePEc:eme:aecozz:s0731-9053(08)23013-6)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Improper priors with well defined Bayes Factors (RePEc:ems:eureir:1277)
by Strachan, R.W. & van Dijk, H.K. - Valuing structure, model uncertainty and model averaging in vector autoregressive processes (RePEc:ems:eureir:1288)
by Strachan, R.W. & van Dijk, H.K. - Bayesian model selection for a sharp null and a diffuse alternative with econometric applications (RePEc:ems:eureir:1707)
by Strachan, R.W. & van Dijk, H.K. - The value of structural information in the VAR model (RePEc:ems:eureir:1717)
by Strachan, R.W. & van Dijk, H.K. - Bayesian approaches to cointegratrion (RePEc:ems:eureir:1915)
by Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M. - Weakly informative priors and well behaved Bayes factors (RePEc:ems:eureir:7027)
by Strachan, R.W. & van Dijk, H.K. - Model uncertainty and Bayesian model averaging in vector autoregressive processes (RePEc:ems:eureir:7446)
by Strachan, R.W. & van Dijk, H.K. - 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 (RePEc:ems:eureir:9303)
by Strachan, R.W. & van Dijk, H.K. - Reexamining the consumption-wealth relationship: the role of model uncertainty (RePEc:fip:fednsr:202)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks (RePEc:jae:japmet:v:24:y:2009:i:2:p:245-247)
by Rodney W. Strachan - Bayesian Model Selection with an Uninformative Prior (RePEc:kee:kerpuk:2004/01)
by Rodney W. Strachan & Herman K. van Dijk - The Value of Structural Information in the VAR Model (RePEc:kee:kerpuk:2004/02)
by Rodney W. Strachan & Herman K. van Dijk - Exceptions to Bartlett’s Paradox (RePEc:kee:kerpuk:2004/03)
by Rodney W. Strachan & Herman K. van Dijk - On Priors on Cointegrating Spaces (RePEc:kee:kerpuk:2004/06)
by Rodney W. Strachan - Bayesian Approaches to Cointegration (RePEc:lec:leecon:04/27)
by Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani - Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space (RePEc:lec:leecon:05/13)
by Gary Koop & Roberto León-González & Rodney W. Strachan - Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model (RePEc:lec:leecon:05/14)
by Rodney W. Strachan - Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty (RePEc:lec:leecon:05/3)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - Improper priors with well defined Bayes Factors (RePEc:lec:leecon:05/4)
by Rodney W. Strachan & Herman K. van Dijk - Bayesian Inference in a Cointegrating Panel Data Model (RePEc:lec:leecon:06/2)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes (RePEc:lec:leecon:06/5)
by Rodney W. Strachan & Herman K. van Dijk - Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR (RePEc:lec:leecon:08/4)
by Deborah Gefang & Rodney Strachan - Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model (RePEc:liv:livedp:2000_16)
by Rodney W Strachan & Brett Inder - Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model (RePEc:liv:livedp:2001_07)
by Rodney W Strachan - Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty (RePEc:mcb:jmoncb:v:40:y:2008:i:2-3:p:341-367)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process (RePEc:mmf:mmfc05:30)
by Rodney W Strachan & Herman K van Dijik - bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions (RePEc:msh:ebswps:1998-9)
by Strachan, R.W. - Bayesian Trace Statistics for the Reduced Rank Regression Model (RePEc:msh:ebswps:1999-13)
by Strachan, R.W. & Inder, B. - Valid Bayesian Estimation of the Cointegrating Error Correction Model (RePEc:msh:ebswps:2000-6)
by Strachan, R. - Bayesian Inference in the Time Varying Cointegration Model (RePEc:ngi:dpaper:08-01)
by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:ngi:dpaper:10-32)
by Gary Koop & Robert Leon Gonzalez & Rodney Strachan - Multivariate Stochastic Volatility with Co-Heteroscedasticity (RePEc:ngi:dpaper:18-12)
by Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan - Multivariate Stochastic Volatility with Co-Heteroscedasticity (RePEc:ngi:dpaper:20-09)
by CHAN Joshua & DOUCET Arnaud & Roberto Leon-Gonzalez & STRACHAN Rodney W. - Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods (RePEc:pra:mprapa:39360)
by Chan, Joshua & Strachan, Rodney - Divergent Priors and Well Behaved Bayes Factors (RePEc:psc:journl:v:6:y:2014:i:1:p:1-31)
by Rodney W. Strachan & Herman K. van Dijk - 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 (RePEc:qld:uqmrg6:14)
by Rodney Strachan & Herman K. van Dijk - Workshop on Bayesian Econometric Methods (RePEc:ren:journl:v:2:y:2010:i:2:p:135-136)
by Rodney Strachan - Bayesian Inference in a Cointegrating Panel Data Model (RePEc:rim:rimwps:02_07)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:rim:rimwps:09_11)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Reducing Dimensions in a Large TVP-VAR (RePEc:rim:rimwps:18-37)
by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan - Multivariate Stochastic Volatility with Co-Heteroscedasticity (RePEc:rim:rimwps:18-38)
by Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan - Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks (RePEc:rim:rimwps:19_08)
by Markus Jochmann & Gary Koop & Rodney W. Strachan - Bayesian Inference in the Time Varying Cointegration Model (RePEc:rim:rimwps:23_08)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - On the Evolution of Monetary Policy (RePEc:rim:rimwps:24_08)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Dynamic probabilities of restrictions in state space models: An application to the Phillips curve (RePEc:rim:rimwps:26_08)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - The Zero Lower Bound: Implications for Modelling the Interest Rate (RePEc:rim:rimwps:42_14)
by Joshua C.C. Chan & Rodney Strachan - Modelling Inflation Volatility (RePEc:rim:rimwps:43_14)
by Eric Eisenstat & Rodney Strachan - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (RePEc:rim:rimwps:44_09)
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Time Varying Dimension Models (RePEc:rim:rimwps:44_10)
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Stochastic Model Specification Search for Time-Varying Parameter VARs (RePEc:rim:rimwps:44_14)
by Eric Eisenstat & Joshua C.C. Chan & Rodney Strachan - Changing dynamics at the zero lower bound (RePEc:snb:snbwpa:2016-16)
by Dr. Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (RePEc:str:wpaper:0919)
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:str:wpaper:1112)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Time Varying Dimension Models (RePEc:str:wpaper:1116)
by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Bayesian Inference in the Time Varying Cointegration Model (RePEc:str:wpaper:1121)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Changing dynamics at the zero lower bound (RePEc:szg:worpap:1602)
by Gregor Bäurle & Daniel Kaufmann & Sylvia Kaufmann & Rodney W. Strachan - Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:439-468)
by Rodney W. Strachan - Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (RePEc:taf:emetrv:v:29:y:2010:i:2:p:224-242)
by Gary Koop & Roberto León-González & Rodney W. Strachan - Stochastic Model Specification Search for Time-Varying Parameter VARs (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1638-1665)
by Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan - Invariant Inference and Efficient Computation in the Static Factor Model (RePEc:taf:jnlasa:v:113:y:2018:i:522:p:819-828)
by Joshua Chan & Roberto Leon-Gonzalez & Rodney W. Strachan - Time Varying Dimension Models (RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367)
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk (RePEc:tin:wpaper:20080096)
by Rodney W. Strachan & Herman K. van Dijk - Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging (RePEc:tin:wpaper:20100050)
by Rodney W. Strachan & Herman K. van Dijk - Divergent Priors and well Behaved Bayes Factors (RePEc:tin:wpaper:20110006)
by Rodney W. Strachan & Herman K. van Dijk - Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging (RePEc:tin:wpaper:20120025)
by Rodney Strachan & Herman K. van Dijk - Reducing Dimensions in a Large TVP-VAR (RePEc:uts:ecowps:43)
by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan - Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging (RePEc:wly:iecrev:v:54:y:2013:i:1:p:385-402)
by Rodney W. Strachan & Herman K. Van Dijk - Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy (RePEc:wly:japmet:v:28:y:2013:i:1:p:62-81)
by Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan - Modelling Inflation Volatility (RePEc:wly:japmet:v:31:y:2016:i:5:p:805-820)
by Eric Eisenstat & Rodney W. Strachan - Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty (RePEc:wly:jmoncb:v:40:y:2008:i:2-3:p:341-367)
by Gary Koop & Simon M. Potter & Rodney W. Strachan