Rodney W. Strachan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multivariate stochastic volatility with co-heteroscedasticity Studies in Nonlinear Dynamics and Econometrics	2025-11-06	Paper
Time Varying Dimension Models Journal of Business and Economic Statistics	2025-01-20	Paper
Constrained interest rates and changing dynamics at the zero lower bound Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
Stochastic model specification search for time-varying parameter VARs Econometric Reviews	2022-06-07	Paper
Reducing the state space dimension in a large TVP-VAR Journal of Econometrics	2020-06-18	Paper
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING* International Economic Review	2019-02-07	Paper
Invariant inference and efficient computation in the static factor model Journal of the American Statistical Association	2018-11-02	Paper
Bayesian model averaging in the instrumental variable regression model Journal of Econometrics	2017-05-12	Paper
Bayesian model averaging in the instrumental variable regression model Journal of Econometrics	2017-05-12	Paper
Bayesian inference in a time varying cointegration model Journal of Econometrics	2016-08-15	Paper
Dynamic probabilities of restrictions in state space models: an application to the Phillips curve Journal of Business and Economic Statistics	2011-04-13	Paper
False posteriors for the long-term growth determinants Economics Letters	2011-01-21	Paper
Nonlinear impacts of international business cycles on the U.K. -- a Bayesian smooth transition VAR approach	2010-07-02	Paper
Bayesian inference in a cointegrating panel data model Bayesian Econometrics	2010-06-30	Paper
Efficient posterior simulation for cointegrated models with priors on the cointegration space Econometric Reviews	2010-04-23	Paper
On the evolution of the monetary policy transmission mechanism Journal of Economic Dynamics and Control	2009-08-07	Paper
Bayesian Inference in CointegratedI(2) Systems: A Generalization of the Triangular Model Econometric Reviews	2007-06-20	Paper
Bayesian analysis of the error correction model Journal of Econometrics	2004-11-18	Paper
Likelihood-based Estimation of the Regression Model with Scrambled Responses Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics	2003-01-08	Paper

Research outcomes over time

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