Rodney Strachan : Citation Profile


Are you Rodney Strachan?

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

14

H index

21

i10 index

787

Citations

RESEARCH PRODUCTION:

26

Articles

72

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 31
   Journals where Rodney Strachan has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 30 (3.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst79
   Updated: 2024-01-16    RAS profile: 2023-12-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Chan, Joshua (4)

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 (67)

Huber, Florian (58)

Korobilis, Dimitris (50)

Chan, Joshua (47)

Pfarrhofer, Michael (22)

van Dijk, Herman (21)

Wróblewska, Justyna (18)

Hauzenberger, Niko (17)

Miranda-Agrippino, Silvia (16)

Ricco, Giovanni (16)

Jochmann, Markus (15)

Cites to:

Koop, Gary (55)

van Dijk, Herman (29)

Chan, Joshua (21)

Kleibergen, Frank (20)

Potter, Simon (19)

Sargent, Thomas (18)

Cogley, Timothy (18)

Leon-Gonzalez, Roberto (17)

Giannone, Domenico (16)

Korobilis, Dimitris (15)

Primiceri, Giorgio (13)

Main data


Where Rodney Strachan has published?


Journals with more than one article published# docs
Journal of Econometrics4
Econometric Reviews3
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Studies in Nonlinear Dynamics & 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
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
GRIPS Discussion Papers / National Graduate Institute for Policy Studies4
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
Working Papers / University of Liverpool, Department of Economics2

Recent works citing Rodney Strachan (2024 and 2023)


YearTitle of citing document
2023BACE: A gretl Package for Model Averaging in Limited Dependent Variable Models. (2023). Kwiatkowski, Jacek ; Blazejowski, Marcin. In: gretl working papers. RePEc:anc:wgretl:9.

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2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Sparse 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.

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2023On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. (2021). , Joshua ; Umrawal, Abhishek K. In: Papers. RePEc:arx:papers:2110.12149.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314.

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2023Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141.

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2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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2023A Bayesian hierarchical approach to the joint modelling of Revealed and stated choices. (2023). Prato, Carlo G ; Zheng, Zuduo ; Washington, Simon P ; Li, Zili. In: Journal of choice modelling. RePEc:eee:eejocm:v:47:y:2023:i:c:s1755534523000209.

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2023A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980.

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2023The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333.

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2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023The impact of Chinas economic uncertainty on commodity and financial markets. (2023). Wang, Shu ; Chang, Long ; Yin, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004907.

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2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

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2023The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model. (2023). Akdeniz, Cokun ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000946.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Averaging Impulse Responses Using Prediction Pools. (2023). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Working Paper. RePEc:fip:fedrwp:95601.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Are Phillips curves in CESEE still alive and well behaved?. (2023). Huber, Florian ; Schreiner, Josef. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2023:i:q3/23:b:1.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355.

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2023Dışa 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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2023The Link Between Output Growth and Output Growth Volatility: Barbados. (2023). Agbeyegbe, Terence D. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:3:d:10.1007_s40745-021-00331-2.

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2023The response of household debt to COVID-19 using a neural networks VAR in OECD. (2023). Ongena, Steven ; Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02325-2.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Market capitalization shock effects on open innovation models in e-commerce: golden cut q-rung orthopair fuzzy multicriteria decision-making analysis. (2023). Mikhaylov, Alexey ; Yuksel, Serhat ; Diner, Hasan ; Moiseev, Nikita. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00461-x.

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2023Bayesian Modelling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:str:wpaper:2308.

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2023Fiscal policy and dimensions of inequality in South Africa: A time-varying coefficient approach. (2023). Hollander, Hylton ; van Lill, Dawie ; Terblanche, Jeanne. In: Working Papers. RePEc:sza:wpaper:wpapers381.

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2023Forecasting Global Temperatures by Exploiting Cointegration with Radiative Forcing. (2023). Benati, Luca. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2308.

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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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2023The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin. (2023). POLEMIS, MICHAEL ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1602-1621.

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2023General Bayesian time?varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023Meta-Analysis of Social Science Research: A Practitioner’s Guide. (2023). Havranek, Tomas ; Stanley, T D ; Doucouliagos, Hristos ; Irsova, Zuzana. In: EconStor Preprints. RePEc:zbw:esprep:273719.

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Rodney Strachan is editor of


Journal
Advances in Econometrics

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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2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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2011Time Varying Dimension Models.(2011) In: CAMA Working 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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This paper has nother version. Agregated cites: 61
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2003Valid Bayesian Estimation of the Cointegrating Error Correction Model. In: Journal of Business & Economic Statistics.
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article32
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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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS In: Journal of Economic Surveys.
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2020Bayesian state space models in macroeconometrics.(2020) In: CAMA 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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2020Constrained interest rates and changing dynamics at the zero lower bound 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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2011Bayesian inference in a time varying cointegration model.(2011) 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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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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2020Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics.
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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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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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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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This paper has nother version. Agregated cites: 50
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2018Reducing dimensions in a large TVP-VAR In: CAMA Working Papers.
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2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series.
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2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series.
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2018Multivariate stochastic volatility with co-heteroscedasticity In: CAMA Working Papers.
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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: GRIPS Discussion Papers.
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This paper has nother version. Agregated cites: 9
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2020Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2020) In: GRIPS Discussion Papers.
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2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: Working Paper series.
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2008Bayesian inference in a cointegrating panel data model In: Advances in Econometrics.
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2006Bayesian Inference in a Cointegrating Panel Data Model.(2006) 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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2004Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers.
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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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2008Re?Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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2007Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model.(2007) In: Econometric Reviews.
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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: 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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