Rodney W. Strachan

Available identifiers

Publication	Date of Publication	Type
Time Varying Dimension Models	2025-01-20	Paper
Constrained interest rates and changing dynamics at the zero lower bound	2023-04-17	Paper
Stochastic Model Specification Search for Time-Varying Parameter VARs	2022-06-07	Paper
Reducing the state space dimension in a large TVP-VAR	2020-06-18	Paper
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*	2019-02-07	Paper
Invariant Inference and Efficient Computation in the Static Factor Model	2018-11-02	Paper
Bayesian model averaging in the instrumental variable regression model	2017-05-12	Paper
Bayesian inference in a time varying cointegration model	2016-08-15	Paper
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve	2011-04-13	Paper
False posteriors for the long-term growth determinants	2011-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q3574757	2010-07-02	Paper
Bayesian inference in a cointegrating panel data model☆	2010-06-30	Paper
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space	2010-04-23	Paper
On the evolution of the monetary policy transmission mechanism	2009-08-07	Paper
Bayesian Inference in CointegratedI(2) Systems: A Generalization of the Triangular Model	2007-06-20	Paper
Bayesian analysis of the error correction model	2004-11-18	Paper
Likelihood-based Estimation of the Regression Model with Scrambled Responses	2003-01-08	Paper

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