Rodney Strachan
Cited by
Cited by
On the evolution of the monetary policy transmission mechanism
G Koop, R Leon-Gonzalez, RW Strachan
Journal of Economic Dynamics and Control 33 (4), 997-1017, 2009
Bayesian analysis of the error correction model
RW Strachan, B Inder
Journal of Econometrics 123 (2), 307-325, 2004
Valid Bayesian estimation of the cointegrating error correction model
RW Strachan
Journal of Business & Economic Statistics 21 (1), 185-195, 2003
Efficient posterior simulation for cointegrated models with priors on the cointegration space
G Koop, R León-González, RW Strachan
Econometric Reviews 29 (2), 224-242, 2009
Time varying dimension models
JCC Chan, G Koop, R Leon-Gonzalez, RW Strachan
Journal of Business & Economic Statistics 30 (3), 358-367, 2012
Bayesian inference in a time varying cointegration model
G Koop, R Leon-Gonzalez, RW Strachan
Journal of Econometrics 165 (2), 210-220, 2011
Bayesian model averaging in the instrumental variable regression model
G Koop, R Leon-Gonzalez, R Strachan
Journal of Econometrics 171 (2), 237-250, 2012
Stochastic model specification search for time-varying parameter VARs
E Eisenstat, JCC Chan, RW Strachan
Econometric Reviews 35 (8-10), 1638-1665, 2016
Bayesian approaches to cointegration
G Koop, R Strachan, H Van Dijk, M Villani
Palgrave Macmillan, 2006
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty
G Koop, SM Potter, RW Strachan
Journal of Money, Credit and Banking 40 (2‐3), 341-367, 2008
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
M Jochmann, G Koop, RW Strachan
International Journal of Forecasting 26 (2), 326-347, 2010
Dynamic probabilities of restrictions in state space models: an application to the Phillips curve
G Koop, R Leon-Gonzalez, RW Strachan
Journal of Business & Economic Statistics 28 (3), 370-379, 2010
Nonlinear Impacts of International Business Cycles on the UK--A Bayesian Smooth Transition VAR Approach
D Gefang, R Strachan
Studies in Nonlinear Dynamics & Econometrics 14 (1), 2009
Bayesian model selection with an uninformative prior
RW Strachan, HK Van Dijk
Oxford Bulletin of Economics and Statistics 65, 863-876, 2003
Bayesian inference in a cointegrating panel data model
G Koop, R Leon-Gonzalez, R Strachan
Bayesian econometrics, 2008
Invariant inference and efficient computation in the static factor model
J Chan, R Leon-Gonzalez, RW Strachan
Journal of the American Statistical Association 113 (522), 819-828, 2018
Modelling inflation volatility
E Eisenstat, RW Strachan
Journal of Applied Econometrics 31 (5), 805-820, 2016
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
R Strachan, H van Dijk
Report/Econometric Institute, Erasmus University Rotterdam, 2004
Evidence on features of a DSGE business cycle model from Bayesian model averaging
RW Strachan, HK Van Dijk
International Economic Review 54 (1), 385-402, 2013
The impact of network size on bank branch performance
B Hirtle
FRB of New York Staff Report, 2005
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