12
H index
17
i10 index
553
Citations
University of Queensland (90% share) | 12 H index 17 i10 index 553 Citations RESEARCH PRODUCTION: 25 Articles 72 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rodney Strachan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 4 |
Econometric Reviews | 3 |
Journal of Business & Economic Statistics | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Journal of Applied Econometrics | 2 |
Year | Title of citing document |
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2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper |
2020 | Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. (2020). Pfarrhofer, Michael ; Koop, Gary ; Huber, Florian. In: Papers. RePEc:arx:papers:2002.10274. Full description at Econpapers || Download paper |
2020 | High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485. Full description at Econpapers || Download paper |
2020 | Dynamic Network Risk. (2020). BarunÃÂk, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639. Full description at Econpapers || Download paper |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper |
2020 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper |
2020 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2020 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper |
2020 | Bayesian econometric modelling of observational data for costâ€effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds. (2020). Claxton, Karl ; Saramago, Pedro ; Soares, Marta ; Welton, Nicky J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1575-1593. Full description at Econpapers || Download paper |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper |
2020 | Inflation volatility in small and large advanced open economies. (2020). Balatti, Mirco . In: Working Paper Series. RePEc:ecb:ecbwps:20202448. Full description at Econpapers || Download paper |
2020 | Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340. Full description at Econpapers || Download paper |
2020 | Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152. Full description at Econpapers || Download paper |
2020 | Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758. Full description at Econpapers || Download paper |
2020 | Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78. Full description at Econpapers || Download paper |
2020 | On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90. Full description at Econpapers || Download paper |
2020 | Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138. Full description at Econpapers || Download paper |
2020 | A new hybrid model for forecasting Brent crude oil price. (2020). Ebrahimi, Seyed Babak ; Abdollahi, Hooman. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306277. Full description at Econpapers || Download paper |
2020 | Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Huber, Florian ; GUPTA, RANGAN ; Piribauer, Philipp. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555. Full description at Econpapers || Download paper |
2020 | Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries. (2020). Wróblewska, Justyna ; Dąbrowski, Marek ; Wroblewska, Justyna ; Dbrowski, Marek A. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:34-49. Full description at Econpapers || Download paper |
2020 | Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395. Full description at Econpapers || Download paper |
2020 | Finance and wealth inequality. (2020). Horvath, Roman ; HASAN, IFTEKHAR ; Mares, Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300723. Full description at Econpapers || Download paper |
2020 | Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361. Full description at Econpapers || Download paper |
2020 | Exchange rate predictability: A variable selection perspective. (2020). Kim, Young Min ; Lee, Seojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:117-134. Full description at Econpapers || Download paper |
2020 | Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326. Full description at Econpapers || Download paper |
2020 | Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers || Download paper |
2020 | Further Evidence on Import Demand Function and Income Inequality. (2020). Konstantakopoulou, Ioanna. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:91-:d:433916. Full description at Econpapers || Download paper |
2020 | A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation. (2020). Tavlas, George ; Tsionas, Mike G ; Gibson, Heather D ; Hall, Stephen G. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-018-9878-6. Full description at Econpapers || Download paper |
2020 | Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14. Full description at Econpapers || Download paper |
2020 | Modeling Turning Points In Global Equity Market. (2020). Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0195. Full description at Econpapers || Download paper |
2020 | Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2020). Pacifico, Antonio. In: MPRA Paper. RePEc:pra:mprapa:104292. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Kwantyfikacja zmian luki VAT: podejście ekonometryczne. (2020). Konopczak, Karolina. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:2:p:25-42. Full description at Econpapers || Download paper |
2020 | Bayesian comparison of production function-based and time-series GDP models. (2020). Wróblewska, Justyna ; Makieła, Kamil ; Makiea, Kamil ; Wroblewska, Justyna ; Osiewalski, Jacek. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1575-8. Full description at Econpapers || Download paper |
2020 | Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data. (2020). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1581-x. Full description at Econpapers || Download paper |
2020 | A note on the stability of the Swedish Phillips curve. (2020). Ãsterholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w. Full description at Econpapers || Download paper |
2020 | Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236. Full description at Econpapers || Download paper |
2020 | Composite likelihood methods for large Bayesian VARs with stochastic volatility. (2020). Koop, Gary ; Chan, Joshua ; Hou, Chenghan ; Eisenstat, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:692-711. Full description at Econpapers || Download paper |
2020 | Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165. Full description at Econpapers || Download paper |
2020 | Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model. (2020). Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:342020. Full description at Econpapers || Download paper |
2020 | Forecasting industrial production in Germany: The predictive power of leading indicators. (2020). Schlosser, Alexander. In: Ruhr Economic Papers. RePEc:zbw:rwirep:838. Full description at Econpapers || Download paper |
2020 | Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model. (2020). Hartwig, Benny. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224528. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Evidence 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. [Full Text][Citation analysis] | paper | 0 |
2010 | Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 48 |
2010 | Time Varying Dimension Models.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2011 | Time Varying Dimension Models.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2010 | Time Varying Dimension Models.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2011 | Time Varying Dimension Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
2012 | Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
2003 | Valid Bayesian Estimation of the Cointegrating Error Correction Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 28 |
2000 | Valid Bayesian Estimation of the Cointegrating Error Correction Model..(2000) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2010 | Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 16 |
2008 | Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2003 | Bayesian Model Selection with an Uninformative Prior* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
2009 | Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
2020 | Constrained interest rates and changing dynamics at the zero lower bound In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2003 | Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2004 | The Value of Structural Information in the VAR Model In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 0 |
2003 | The value of structural information in the VAR model.(2003) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
2012 | Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2012 | Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2008 | Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2011 | Bayesian inference in a time varying cointegration model.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2011 | Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2011 | Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2013 | Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2009 | On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 121 |
2010 | False posteriors for the long-term growth determinants In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2004 | Bayesian analysis of the error correction model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
2020 | Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2010 | Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
2008 | Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2012 | Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
2012 | Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2013 | Invariant Inference and Efficient Computation in the Static Factor Model In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 11 |
2018 | Invariant Inference and Efficient Computation in the Static Factor Model.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2014 | Modelling Inflation Volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 17 |
2014 | Modelling Inflation Volatility.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2014 | Modelling Inflation Volatility.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2016 | Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 41 |
2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2016 | Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2018 | Reducing dimensions in a large TVP-VAR In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Multivariate stochastic volatility with co-heteroscedasticity In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2020) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2018 | Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Bayesian state space models in macroeconometrics In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2004 | Valuing structure, model uncertainty and model averaging in vector autoregressive processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 6 |
2005 | Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2003 | Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 9 |
2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2005 | Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2007 | 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 In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
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..() In: MRG Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | ||
2005 | Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 20 |
2005 | Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2008 | Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2008 | Reâ€Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2009 | Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
2006 | Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
2010 | Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2005 | Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2007 | Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2006 | Bayesian Inference in a Cointegrating Panel Data Model In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2007 | Bayesian Inference in a Cointegrating Panel Data Model.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
2000 | Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model In: Working Papers. [Citation analysis] | paper | 0 |
1998 | bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
1999 | Bayesian Trace Statistics for the Reduced Rank Regression Model. In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 3 |
2011 | Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Workshop on Bayesian Econometric Methods In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 0 |
2008 | On the Evolution of Monetary Policy In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2014 | The Zero Lower Bound: Implications for Modelling the Interest Rate In: Working Paper series. [Full Text][Citation analysis] | paper | 6 |
2016 | Changing dynamics at the zero lower bound In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Changing dynamics at the zero lower bound.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 12 | article |
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