Rodney Strachan : Citation Profile

Are you Rodney Strachan?

University of Queensland (90% share)
Rimini Centre for Economic Analysis (RCEA) (10% share)

13

H index

16

i10 index

475

Citations

RESEARCH PRODUCTION:

22

Articles

70

Papers

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 23
   Journals where Rodney Strachan has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 22 (4.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst79
   Updated: 2019-10-15    RAS profile: 2019-05-06    
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Relations with other researchers

Works with:

Chan, Joshua (12)

Leon-Gonzalez, Roberto (6)

Eisenstat, Eric (4)

Kaufmann, Sylvia (2)

Kaufmann, Daniel (2)

Baeurle, Gregor (2)

van Dijk, Herman (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rodney Strachan.

Is cited by:

Koop, Gary (50)

Korobilis, Dimitris (34)

Chan, Joshua (33)

Huber, Florian (21)

van Dijk, Herman (16)

Wróblewska, Justyna (14)

Villani, Mattias (12)

Jochmann, Markus (12)

Ravazzolo, Francesco (10)

Karlsson, Sune (8)

Zoerner, Thomas (8)

Cites to:

Koop, Gary (27)

van Dijk, Herman (15)

Kleibergen, Frank (14)

Potter, Simon (13)

Phillips, Peter (9)

Ley, Eduardo (8)

Paap, Richard (8)

Sims, Christopher (8)

Steel, Mark (8)

Pesaran, M (7)

Geweke, John (7)

Main data

Where Rodney Strachan has published?

Journals with more than one article published# docs
Econometric Reviews3
Journal of Econometrics3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis13
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute8
Tinbergen Institute Discussion Papers / Tinbergen Institute4
Working Papers / University of Strathclyde Business School, Department of Economics4
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3
GRIPS Discussion Papers / National Graduate Institute for Policy Studies3
Research Papers / University of Liverpool Management School2

Recent works citing Rodney Strachan (2018 and 2017)

YearTitle of citing document
2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532.

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2018Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science. (2018). Gnabo, Jean-Yves ; Geraci, Marco Valerio ; Gandica, Y'Erali . In: Papers. RePEc:arx:papers:1707.00296.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018A time series model of interest rates with the effective lower bound. (2018). Mertens, Elmar ; Johannsen, Benjamin K. In: BIS Working Papers. RePEc:bis:biswps:715.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2017Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model. (2017). Viegi, Nicola ; Kavli, Haakon . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:3-27.

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2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie L ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

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2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935.

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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions. (2018). Geraci, Marco Valerio ; Gnabo, Jean-Yves. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00.

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2018Priors for the long run. (2018). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: Working Paper Series. RePEc:ecb:ecbwps:20182132.

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2019Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449.

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2018Monetary policy transmission in systemically important economies and China’s impact. (2018). Siklos, Pierre ; Xie, Xiangyou ; Lombardi, Domenico. In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:61-79.

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2018Debt regimes and the effectiveness of monetary policy. (2018). Huber, Florian ; de Luigi, Clara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:218-238.

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2017Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155.

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2017Impacts of globalization on the informal sector: Empirical evidence from developing countries. (2017). Hanh, Thi Hong. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:207-218.

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2018The Great Recession and Okuns law. (2018). Grant, Angelia L. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:291-300.

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2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification. (2019). Schumacher, Christian ; Kaufmann, Sylvia. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:116-134.

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2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

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2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

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2019Achieving shrinkage in a time-varying parameter model framework. (2019). Fruhwirth-Schnatter, Sylvia ; Bitto, Angela. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:75-97.

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2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound. (2017). Pellegrino, Giovanni ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:257-272.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2018Forecasting U.S. real GDP using oil prices: A time-varying parameter MIDAS model. (2018). Pan, Zhiyuan ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:177-187.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Oil price forecasting using a hybrid model. (2018). Safari, Ali ; Davallou, Maryam. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:49-58.

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2018Time-varying effects of cyclical fluctuations in Chinas energy industry on the macro economy and carbon emissions. (2018). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1102-1112.

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2017An investigation of dependence in expert judgement studies with multiple experts. (2017). Wilson, Kevin J. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:325-336.

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2017Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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2017Calories, conflict and correlates: Redistributive food security in post-conflict Iraq. (2017). san Ahmed, Arsalan ; Holloway, Garth John . In: Food Policy. RePEc:eee:jfpoli:v:68:y:2017:i:c:p:89-99.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

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2019The cross-country impact of ECB policies: Asymmetries in – Asymmetries out?. (2019). Serati, Massimiliano ; Venegoni, Andrea. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:118-141.

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2018Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum. (2018). Hofmarcher, Paul ; Moser, Mathias ; Humer, Stefan ; Grun, Bettina ; Cuaresma, Jesus Crespo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:150-165.

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2017Estimation and model selection of higher-order spatial autoregressive model: An efficient Bayesian approach. (2017). Lee, Lung-Fei ; Hsieh, Chih-Sheng ; Han, Xiaoyi . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:63:y:2017:i:c:p:97-120.

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2018Sorting through global corruption determinants: Institutions and education matter – Not culture. (2018). Parmeter, Christopher ; Jetter, Michael. In: World Development. RePEc:eee:wdevel:v:109:y:2018:i:c:p:279-294.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

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2017The Macroeconomic Effects of Japans Unconventional Monetary Policies. (2017). Okimoto, Tatsuyoshi ; MIYAO, Ryuzo ; Tatsuyoshi, Okimoto ; Ryuzo, MIYAO . In: Discussion papers. RePEc:eti:dpaper:17065.

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2017Asymmetric Reactions of the U.S. Natural Gas Market and Economic Activity. (2017). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:17102.

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2018Time-Frequency Response Analysis of Monetary Policy Transmission. (2018). Vacha, Lukas ; Hanus, Lubos. In: Working Papers IES. RePEc:fau:wpaper:wp2018_30.

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2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

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2017Selecting Primal Innovations in DSGE models. (2017). Leon-Ledesma, Miguel ; Grassi, Stefano ; ferroni, filippo ; Benzoni, Luca. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-20.

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2019Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model. (2019). Shaheen, Rozina. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:57-:d:240644.

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2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005.

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2018A Note on the Stability of the Swedish Philips Curve. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_006.

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2017Time Series Analysis of the US Term Structure of Interest Rates Using a Bayesian Markov Switching Cointegration Model. (2017). Sugita, Katsuhiro. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:3:p:49-56.

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2018Analyzing Dynamic Connectedness in Korean Housing Markets. (2018). Suh, Hyunduk ; Jung, SO. In: Inha University IBER Working Paper Series. RePEc:inh:wpaper:2018-4.

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2017The Symmetry of ECB Monetary Policy Impact Under Scrutiny: An Assessment. (2017). Venegoni, Andrea ; Serati, Massimiliano . In: LIUC Papers in Economics. RePEc:liu:liucec:306.

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2017Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks. (2017). Szafranek, Karol. In: NBP Working Papers. RePEc:nbp:nbpmis:262.

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2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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2018Finance and Wealth Inequality. (2018). Mares, Jan ; Horvath, Roman ; Hasan, Iftekhar. In: Working Papers. RePEc:ost:wpaper:378.

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2017Changing Macroeconomic Dynamics at the Zero Lower Bound. (2017). Zanetti, Francesco ; Theodoridis, Konstantinos ; mumtaz, haroon ; Liu, Philip . In: Economics Series Working Papers. RePEc:oxf:wpaper:824.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:87972.

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2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2019Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2019). Wróblewska, Justyna ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:93813.

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2017Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos. In: Working Papers. RePEc:pre:wpaper:201765.

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2019One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models. (2019). Wroblewska, Justyna ; Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:23-45.

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2018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: Working Paper series. RePEc:rim:rimwps:18-31.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_003.

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2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_005.

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2017Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes. (2017). van Lill, Dawid Johannes . In: Working Papers. RePEc:rza:wpaper:704.

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2017Dışa Açıklık ile İşsizlik Arasındaki İlişki: Seçilmiş AB Ülkeleri ve Türkiye Üzerine Zamana Göre Değişen Parametreli Bir Analiz Algıları. (2017). TÜZÜN, Osman ; Eknc, Ramazan ; Ceylan, Fatih ; Tuzun, Osman ; Kahyaolu, Hakan . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170103.

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2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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2018The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. (2018). Poon, Aubrey. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1280-z.

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2019Factor augmented VAR revisited - A sparse dynamic factor model approach. (2019). Kaufmann, Sylvia ; Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1608r.

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2019Streamlining Time-varying VAR with a Factor Structure in the Parameters. (2019). Beyeler, Simon. In: Working Papers. RePEc:szg:worpap:1903.

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2017Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. (2017). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:110-129.

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2018Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. (2018). Banbura, Marta ; van Vlodrop, Andries. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180025.

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2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (2018). Basturk, Nalan ; van Dijk, Herman ; Hoogerheide, Lennart ; Grassi, Stefano ; Borowska, Agnieszka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180076.

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2017Measuring the Strength of the Theories of Government Size. (2017). Kourtellos, Andros ; Petrou, Kyriakos ; Lenkoski, Alex. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:11-2017.

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2018Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility. (2018). Chan, Joshua ; Koop, Gary ; Hou, Chenghan ; Eisenstat, Eric. In: Working Paper Series. RePEc:uts:ecowps:44.

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2018Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model. (2018). Li, Mengheng ; Scharth, Marcel. In: Working Paper Series. RePEc:uts:ecowps:49.

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2017Effects of oil shocks on EMU exports: technological level differences. (2017). Hodula, Martin ; Bohdan, Vahalik. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:17:y:2017:i:4:p:399-423:n:4.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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2017Inflation dynamics during the financial crisis in Europe: Cross-sectional identification of long-run inflation expectations. (2017). Holtemöller, Oliver ; Dany-Knedlik, Geraldine ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:102017.

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2017Forecasting US inflation using Markov dimension switching. (2017). Pruser, Jan. In: Ruhr Economic Papers. RePEc:zbw:rwirep:710.

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2018Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations. (2018). Holtemöller, Oliver ; Holtemoller, Oliver ; Dany-Knedlik, Geraldine. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181520.

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Works by Rodney Strachan:

YearTitleTypeCited
2010Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging. In: ANU Working Papers in Economics and Econometrics.
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2011Time Varying Dimension Models.(2011) In: Working Papers.
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2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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2003Valid Bayesian Estimation of the Cointegrating Error Correction Model. In: Journal of Business & Economic Statistics.
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2000Valid Bayesian Estimation of the Cointegrating Error Correction Model..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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2003Bayesian Model Selection with an Uninformative Prior In: Oxford Bulletin of Economics and Statistics.
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2009Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach In: Studies in Nonlinear Dynamics & Econometrics.
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2003Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model In: Royal Economic Society Annual Conference 2003.
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2004The Value of Structural Information in the VAR Model In: Econometric Society 2004 North American Summer Meetings.
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2003The value of structural information in the VAR model.(2003) In: Econometric Institute Research Papers.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers.
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2012Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers.
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2008Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers.
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2008Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series.
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2011Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers.
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2009Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy In: SIRE Discussion Papers.
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2009Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Paper series.
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2009Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Papers.
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2013Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy.(2013) In: Journal of Applied Econometrics.
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2009On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control.
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2010False posteriors for the long-term growth determinants In: Economics Letters.
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2004Bayesian analysis of the error correction model In: Journal of Econometrics.
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2011Bayesian inference in a time varying cointegration model In: Journal of Econometrics.
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2011Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers.
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2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting.
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2008Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series.
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2012Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging In: CAMA Working Papers.
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2012Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.(2012) In: MPRA Paper.
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2013Invariant Inference and Efficient Computation in the Static Factor Model In: CAMA Working Papers.
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2018Invariant Inference and Efficient Computation in the Static Factor Model.(2018) In: Journal of the American Statistical Association.
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2014Modelling Inflation Volatility In: CAMA Working Papers.
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2016Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics.
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2014Modelling Inflation Volatility.(2014) In: Working Paper series.
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2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
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2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
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2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: Working Paper series.
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2004Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers.
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2005Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics.
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2004Valuing structure, model uncertainty and model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
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2005Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2003Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers.
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2005Bayesian approaches to cointegratrion In: Econometric Institute Research Papers.
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2004Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics.
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2005Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers.
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2006Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
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2006Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics.
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2007Bayesian 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 In: Econometric Institute Research Papers.
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2005Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports.
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2008Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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2009Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks In: Journal of Applied Econometrics.
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2006Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics.
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2010Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews.
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2005Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model In: Discussion Papers in Economics.
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2006Bayesian Inference in a Cointegrating Panel Data Model In: Discussion Papers in Economics.
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2007Bayesian Inference in a Cointegrating Panel Data Model.(2007) In: Working Paper series.
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2008Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics.
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2000Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model In: Research Papers.
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2001Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model In: Research Papers.
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1998bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions. In: Monash Econometrics and Business Statistics Working Papers.
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1999Bayesian Trace Statistics for the Reduced Rank Regression Model. In: Monash Econometrics and Business Statistics Working Papers.
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2014Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics.
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2011Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers.
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2010Workshop on Bayesian Econometric Methods In: Review of Economic Analysis.
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2008On the Evolution of Monetary Policy In: Working Paper series.
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2016Changing dynamics at the zero lower bound.(2016) In: Working Papers.
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2008Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk In: Tinbergen Institute Discussion Papers.
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2012Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers.
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2013EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review.
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