Rodney Strachan : Citation Profile

Are you Rodney Strachan?

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

12

H index

13

i10 index

441

Citations

RESEARCH PRODUCTION:

21

Articles

64

Papers

RESEARCH ACTIVITY:

   18 years (1998 - 2016). See details.
   Cites by year: 24
   Journals where Rodney Strachan has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 19 (4.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst79
   Updated: 2018-11-10    RAS profile: 2018-06-05    
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Relations with other researchers

Works with:

Chan, Joshua (4)

Eisenstat, Eric (4)

van Dijk, Herman (2)

Kaufmann, Daniel (2)

Baeurle, Gregor (2)

Leon-Gonzalez, Roberto (2)

Kaufmann, Sylvia (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 (46)

Chan, Joshua (43)

Korobilis, Dimitris (33)

van Dijk, Herman (14)

Wróblewska, Justyna (13)

Villani, Mattias (12)

Jochmann, Markus (12)

Huber, Florian (12)

Ravazzolo, Francesco (10)

Silvestrini, Andrea (8)

Karlsson, Sune (8)

Cites to:

Koop, Gary (27)

van Dijk, Herman (15)

Kleibergen, Frank (14)

Potter, Simon (13)

Phillips, Peter (9)

Steel, Mark (8)

Paap, Richard (8)

Sims, Christopher (8)

Ley, Eduardo (8)

Geweke, John (7)

Pesaran, M (7)

Main data

Where Rodney Strachan has published?

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

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis11
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute8
Tinbergen Institute Discussion Papers / Tinbergen Institute4
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
Working Papers / University of Strathclyde Business School, Department of Economics4
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3
GRIPS Discussion Papers / National Graduate Institute for Policy Studies2
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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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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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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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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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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2018Priors for the long run. (2018). Primiceri, Giorgio ; Giannone, Domenico ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20182132.

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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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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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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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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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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). Hsieh, Chih-Sheng ; Han, Xiaoyi ; Lee, Lung-Fei. 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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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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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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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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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Leon-Gonzalez, Roberto ; Chan, Joshua ; Strachan, Rodney W ; Doucet, Arnaud. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:18-12.

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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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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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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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2018Reducing Dimensions in a Large TVP-VAR. (2018). Chan, Joshua ; Strachan, Rodney W ; Eisenstat, Eric. In: Working Paper series. RePEc:rim:rimwps:18-37.

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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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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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2018Reducing Dimensions in a Large TVP-VAR. (2018). Chan, Joshua ; Strachan, Rodney W ; Eisenstat, Eric. In: Working Paper Series. RePEc:uts:ecowps:43.

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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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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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2010Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging.(2010) In: Tinbergen Institute Discussion Papers.
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2010Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics.
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2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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2010Time Varying Dimension Models.(2010) In: Working Paper series.
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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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2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
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2008Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series.
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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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2012Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics.
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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: GRIPS 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 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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2014Modelling Inflation Volatility In: CAMA Working Papers.
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2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
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2014Modelling Inflation Volatility.(2014) In: Working Paper series.
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2016Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics.
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2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
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2014Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series.
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2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
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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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