Rodney Strachan : Citation Profile

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

15

H index

23

i10 index

930

Citations

RESEARCH PRODUCTION:

28

Articles

72

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 34
   Journals where Rodney Strachan has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 31 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst79
   Updated: 2026-10-17    RAS profile: 2026-08-10    
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Relations with other researchers

Works with:

Chan, Joshua (5)

Leon-Gonzalez, Roberto (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 (72)

Huber, Florian (67)

Korobilis, Dimitris (52)

Chan, Joshua (49)

Pfarrhofer, Michael (30)

Wróblewska, Justyna (26)

van Dijk, Herman (21)

Kastner, Gregor (17)

Ricco, Giovanni (17)

Miranda-Agrippino, Silvia (17)

Hauzenberger, Niko (17)

Cites to:

Koop, Gary (62)

van Dijk, Herman (30)

Chan, Joshua (26)

Kleibergen, Frank (20)

Giannone, Domenico (20)

Reichlin, Lucrezia (19)

Potter, Simon (19)

Korobilis, Dimitris (17)

Leon-Gonzalez, Roberto (17)

CHIB, SIDDHARTHA (14)

Marcellino, Massimiliano (13)

Main data

Where Rodney Strachan has published?

Journals with more than one article published# docs
Journal of Econometrics5
Studies in Nonlinear Dynamics & Econometrics3
Econometric Reviews3
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 Analysis13
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute8
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
Working Papers / University of Strathclyde Business School, Department of Economics4
GRIPS Discussion Papers / National Graduate Institute for Policy Studies4
Tinbergen Institute Discussion Papers / Tinbergen Institute4
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 (2026 and 2025)

YearTitle of citing document
2026Nonlinear Price Transmission of Avian Influenza in Egg Markets: A Bayesian Hierarchical analysis. (2026). Choi, Juyoung ; Jeong, Soyeong ; Yu, Jisang ; Ning, Chen ; Chang, Chia-Lin. In: 2026 Annual Meeting, July 26 - 28, 2026, Kansas City, Missouri. RePEc:ags:aaea26:404536.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2026Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

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2025FX-constrained growth: Fundamentalists, chartists and the dynamic trade-multiplier. (2025). Sordi, Serena ; Davila-Fernandez, Marwil J. In: Papers. RePEc:arx:papers:2508.02252.

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2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors. (2025). Tavlas, George S ; Gefang, Deborah ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2510.22399.

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2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Papers. RePEc:arx:papers:2512.03763.

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2025Origins and Nature of Macroeconomic Instability in Vector Autoregressions. (2025). Amir-Ahmadi, Pooyan ; Mlikota, Marko ; Stevanovi, Dalibor. In: Papers. RePEc:arx:papers:2512.20152.

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2026Latent Variable Phillips Curve. (2026). Medda, Francesca ; Bargman, Daniil ; Sharma, Akash Sedai. In: Papers. RePEc:arx:papers:2601.11601.

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2026Drivers of Success: A Bayesian State-Space Model to Disentangling Latent Driver and Constructor Abilities in Formula One. (2026). Smeekes, Stephan ; Almeida, Rui Jorge ; Lindner, Tim ; Bacsturk, Nalan. In: Papers. RePEc:arx:papers:2608.04629.

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2025Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13.

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2026Price and Volatility Transmission From International to Domestic Food and Fertilizer Markets in Central America. (2026). Hernandez, Manuel ; Lopez, Elena Mora ; Brown, Melissa ; Berrospi, Maria Lucia ; Ceballos, Francisco. In: Agricultural Economics. RePEc:bla:agecon:v:57:y:2026:i:1:n:e70071.

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2026Inflation expectations and time variations in the oil price pass‐through. (2026). Grndler, Daniel. In: Economic Inquiry. RePEc:bla:ecinqu:v:64:y:2026:i:2:p:663-680.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Meta‐analysis of social science research: A practitioners guide. (2024). Stanley, T. ; Irsova, Zuzana ; Havranek, Tomas ; Doucouliagos, Hristos. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:5:p:1547-1566.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Koop, Gary ; Huber, Florian ; Gary, Koop ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2025Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles. (2025). Sebastian, Hienzsch ; Tino, Berger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:541-559:n:1003.

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2025Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks. (2025). Priftis, Romanos ; Notarpietro, Alessandro ; Mandler, Martin ; Lozej, Matija ; Imbierowicz, Bjorn ; Casalis, André ; Buss, Ginters ; Berg, Tim ; Theofilakou, Anastasia ; Kornprobst, Antoine ; Brzdik, Frantiek ; Nilavongse, Rachatar ; Hernndez, Catalina Martnez ; Kalantzis, Yannick ; Bottero, Margherita ; le Gall, Claire ; di Casola, Paola ; Jacquinot, Pascal ; Bonfim, Diana ; Izquierdo, Matas Covarrubias ; Conti, Antonio M ; Haavio, Markus ; Auer, Simone ; Gonalves, Nuno Vilarinho ; Bobasu, Alina ; Grimaud, Alex ; Ambrocio, Gene ; Delis, Panagiotis ; Ciccarelli, Matteo ; Goodhead, Robert ; Reichenbachas, Tomas ; Zlobins, Andrejs ; Rannenberg, Ansgar ; Gomes, Sandra ; Wacks, Johannes ; Odendahl, Florens ; Giammaria, Alessandro ; Vetlov, Igor ; Mller, Georg ; Dupraz, Stphane ; Zimic, Sreko ; Vestin, David ; McClung, Nigel ; Dobrew, Michael ; Repele, Amalia ; Zhutova, Anastasia ; Valderrama, Mara T ; Kortelainen, Mika ; Byrne, David ; Yakut, Dilan Aydin ; Mogliani, Matteo. In: Occasional Paper Series. RePEc:ecb:ecbops:2025377.

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2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

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2026Recursive variational Gaussian approximation with the Whittle likelihood for linear non-Gaussian state space models. (2026). Zammit-Mangion, Andrew ; Gunawan, David ; Vu, Bao Anh. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:218:y:2026:i:c:s0167947325002002.

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2025The credit card and small business lending channels of monetary policy. (2025). Littlejohn, Maximillian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188925000119.

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2025A Gaussian smooth transition vector autoregressive model: An application to the macroeconomic effects of severe weather shocks. (2025). Lanne, Markku ; Virolainen, Savi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001289.

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2026Waves of uncertainty: Time-varying spillovers of China’s economic policies on belt and road economies. (2026). Wang, Shu ; Liu, Weijiang ; Zhou, Baicheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:90:y:2026:i:c:p:238-265.

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2026Comparing the multi-objective effects of quantitative and price-based monetary policy tools: dual evidence from same- and mixed-frequency models. (2026). Wong, Shu ; Gao, Henan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:91:y:2026:i:c:p:857-874.

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2025Time-varying transmission of external shocks in Peru: Reassessing the role of monetary policy. (2025). Rodríguez, Gabriel ; Castillo, Paul ; Salvatierra, Leonela Yamuca ; Rodrguez, Gabriel ; Ruiz, Brenda Guevara. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002366.

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2026Generalized impulse response analysis for time-varying VAR models. (2026). Yan, Yayi ; Hu, Zhiming ; Bian, Shibo ; Tan, LI. In: Economic Modelling. RePEc:eee:ecmode:v:155:y:2026:i:c:s026499932500447x.

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2024Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964.

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2025An order-invariant score-driven dynamic factor model. (2025). Artemova, Mariia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001277.

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2026A Bayesian approach to modeling economic growth: Variable selection and cross-sectional dependence. (2026). Kumbhakar, Subal C ; Wang, Chuan ; Feng, Guohua. In: Journal of Econometrics. RePEc:eee:econom:v:256:y:2026:i:pb:s0304407625001046.

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2026Bayesian model comparison for large Bayesian VARs after the COVID-19 pandemic. (2026). Chan, Joshua ; Zhang, Wei ; Yu, Xuewen. In: Journal of Econometrics. RePEc:eee:econom:v:256:y:2026:i:pb:s0304407625001265.

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2025Bayesian analysis of seasonally cointegrated VAR models. (2025). Wrblewska, Justyna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:55-70.

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2026A computationally efficient mixture innovation model for time-varying parameter regressions. (2026). He, Zhongfang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:250-269.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2026Uncertainty and the term structure of interest rates. (2026). Poon, Aubrey ; Cross, Jamie L ; Zhu, Dan. In: European Economic Review. RePEc:eee:eecrev:v:187:y:2026:i:c:s0014292126000966.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2026The decay of cay. (2026). Dauber, Moritz ; Lawrenz, Jochen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:85:y:2026:i:c:s0927539825000908.

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2025Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model. (2025). Billio, Monica ; Casarin, Roberto ; Lpez, Ovielt Baltodano ; Costola, Michele. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005274.

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2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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2025Financial technology and climate risks in the financial market. (2025). Yang, Cunyi ; Yao, Jian. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000079.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024DeepTVAR: Deep learning for a time-varying VAR model with extension to integrated VAR. (2024). Li, Xixi ; Yuan, Jingsong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1123-1133.

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2025The time-varying Multivariate Autoregressive Index model. (2025). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:175-190.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

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2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Rodríguez, Gabriel ; Ataurima, Miguel ; Calero, Roberto ; Castillo, Paul ; Arellano, Miguel Ataurima ; Rodriguez, Gabriel ; Cisneros, Rodrigo Salcedo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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2026Regime-switching, fiscal policy shocks and macroeconomic fluctuations in Peru. (2026). Santisteban, Joseph ; Rodrguez, Gabriel. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:33:y:2026:i:c:s1703494925000489.

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2024Inter-regional rail travel and housing markets connectedness between London and other regions. (2024). Tsai, I-Chun. In: Journal of Transport Geography. RePEc:eee:jotrge:v:121:y:2024:i:c:s0966692324002539.

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2026Identifying key natural gas drivers towards Chinas carbon neutrality through a novel temporal shrinkage framework. (2026). Shi, Xunpeng ; Sung, Jinyong ; Li, Mengheng ; Teske, Sven. In: Resources Policy. RePEc:eee:jrpoli:v:119:y:2026:i:c:s0301420726001157.

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2026A multi-dimensional assessment of Chinas macroeconomic resilience under external uncertainty shocks. (2026). Kong, Xiangjie ; Wang, Guozhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:99:y:2026:i:c:s0927538x26002118.

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2025Network transitions in the cryptocurrency market: The impact of regional conflicts. (2025). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Lord, Nicholas ; Chu, Jeffrey ; Yang, Hanfang ; Chandrashekhar, Durga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s037843712500665x.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2024Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223.

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2025Monetary policy and financial stability: Evidence from a new macroeconomic environment☆. (2025). Barone, Simona ; Damilano, Marina ; Oggero, Noemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s027553192500248x.

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2025The dynamics and drivers of global market integration: Regional and cultural factors matter. (2025). Ong, Sheue-Li ; Lim, Kian-Ping ; Xiang, Xueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002314.

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2024Impact of monetary policy shocks in the Peruvian economy over time. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Rojo, Flavio Prez. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:270-288.

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2026Impacts and evolution of monetary policy shocks on macroeconomic fluctuations in Peru using regime-switching VAR models. (2026). Quispe, Moiss Cceres ; Abanto-Valle, Carlos A ; Rodrguez, Gabriel ; Silva, Paola Alvarado. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:79:y:2026:i:c:p:26-48.

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2025The relationship between FinTech and energy markets in China. (2025). Huang, Yunying ; Yang, Cunyi ; Albitar, Khaldoon ; Zhou, QI. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:217:y:2025:i:c:s0040162525002197.

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2024Determinantes de la corrupción en México: aplicación con enfoque bayesiano. (2024). Gmez, Adrin Jimnez ; Mrquez, Hctor Flores. In: Ensayos Revista de Economia. RePEc:ere:journl:v:43:y:2024:i:1:id:260.

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2026A New Model of Trend Inflation Using Disaggregates, Survey Expectations, and Uncertainty. (2026). Zaman, Saeed ; Tallman, Ellis. In: Working Papers. RePEc:fip:fedcwq:102922.

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2024Price and volatility transmission from international to domestic food and fertilizer markets in Central America. (2024). Hernandez, Manuel ; Lopez, Elena Mora ; Brown, Melissa ; Eugenia, Viviana Maria ; Berrospi, Maria Lucia ; Ceballos, Francisco. In: IFPRI discussion papers. RePEc:fpr:ifprid:162957.

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2025Monetary Policy Under Global and Spillover Uncertainty Shocks: What Do the Bayesian Time-Varying Coefficient VAR, Local Projections, and Vector Error Correction Model Tell Us in Tunisia?. (2025). trabelsi, emna. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:129-:d:1603391.

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2025Bayesian Tapered Narrowband Least Squares for Fractional Cointegration Testing in Panel Data. (2025). Alharbi, Nada Mohammedsaeed ; Rashash, Ali ; Olaniran, Saidat Fehintola ; Alzahrani, Asma Ahmad. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1615-:d:1655783.

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2025Learning from crises: A new class of time-varying parameter VARs with observable adaptation. (2025). Korobilis, Dimitris ; Hardy, Nicolas. In: Working Papers. RePEc:gla:glaewp:2025_12.

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2025On the time-varying causal relationships that drive bitcoin returns. (2025). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2025-01.

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2024From Multidimensional Ornstein - Uhlenbeck Process to Bayesian Vector Autoregressive Process. (2024). , Lewis. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:15:y:2024:i:1:p:32.

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2025Is Time an Illusion? A Bootstrap Likelihood Ratio Test for Shock Transmission Delays in DSGE Models. (2025). Sorge, Marco ; Fanelli, Luca ; Angelini, Giovanni. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10640-2.

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2024Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe. (2024). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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2024Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models. (2024). Rodríguez, Gabriel ; Castillo, Paul ; Ojeda, Junior A. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09742-5.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-09.

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2024Time-Varying Structural Approximate Dynamic Factor Model. (2024). Liu, Qingfeng ; Zhao, Ziyan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2401.

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2025Growth is wage-led in the long run. (2025). Rada, Codrina ; Mendieta-Muñoz, Ivan ; Barrales-Ruiz, Jose ; von Arnim, Rudiger ; Mendieta-Muoz, Ivan. In: Working Papers. RePEc:new:wpaper:2505.

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2024External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models. (2024). Rodríguez, Gabriel ; Salvatierra, Lorena Yamuca ; Rodriguez, Gabriel ; Guevara, Brenda. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00529.

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2025The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7. (2025). Rodríguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00544.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Smyth, Russell ; Vespignani, Joaquin Vespignani ; Kang, Wilson. In: MPRA Paper. RePEc:pra:mprapa:125351.

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2024The Time-Varying Multivariate Autoregressive Index Model. (2024). Guardabascio, Barbara ; Cubadda, Gianluca ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:571.

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2025Changes 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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2024Unveiling the mystery of the responsiveness of inbound tourism to economic policy uncertainty: New evidence from Australia. (2024). Shi, Wenming ; Yin, Jingbo ; Lee, Paul Tae-Woo ; Chang, Chia-Hsun ; Gong, Yuting. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:8:p:2159-2180.

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2024Safety assessment of agricultural products and the pesticide regulation trend in China. (2024). Shao, Yitian ; Wang, Yiping ; Jin, Xuanxuan ; Zhou, Shengjia ; Ni, Jianwei. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:12:y:2024:i:1:d:10.1186_s40100-024-00322-w.

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2024Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions. (2024). Boysen-Hogrefe, Jens ; Pape, Markus ; Assmann, Christian. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-023-00489-5.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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2026Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict. (2026). Han, Seungoh. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00850-4.

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2024Time-variation in response of inflation to monetary policy shocks in India: evidence from TVP-VAR models. (2024). Kumawat, Lokendra. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-024-00218-y.

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2025A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson. In: Working Papers. RePEc:tas:wpaper:28756481.

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2025Growth is wage-led in the long run. (2025). Barrales-Ruiz, Jose ; Mendieta-Muaoz, Ivan ; Rada, Codrina ; von Arnim, Rudiger. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2025-03.

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2024International prices and food security. (2024). Hernandez, Manuel ; Ceballos, F ; Brown, M ; V. M. E. Perego, ; Mora, E ; Flores, L ; Berrospi, M L. In: World Bank Publications - Reports. RePEc:wbk:wboper:41665.

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2025Tracking Economic Activity With Alternative High‐Frequency Data. (2025). Kronenberg, Philipp ; Eckert, Florian ; Mikosch, Heiner ; Neuwirth, Stefan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:270-290.

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2026High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics. (2026). Wang, Muchun ; Matthes, Christian ; Amirahmadi, Pooyan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:41:y:2026:i:5:p:539-548.

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2026Bayesian Model Averaging in Causal Instrumental Variable Models. (2026). Steel, Mark ; Steiner, Gregor. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:41:y:2026:i:5:p:669-683.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145.

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2025Macroeconomic real‐time forecasts of univariate models with flexible error structures. (2025). Hou, Chenghan ; Zhang, BO ; Trinh, Kelly. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:59-78.

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2025Real‐Time Forecasting Using Mixed‐Frequency VARs With Time‐Varying Parameters. (2025). Heinrich, Markus ; Reif, Magnus. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:7:p:2055-2066.

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2026Deep Learning‐Based Network Relationship Construction Method and Its Impact on Futures Risk Premiums. (2026). Huanheng, Lin ; Chuanglian, Chen ; Yuting, Lin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:1:p:175-196.

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2026High-frequency instruments with time-varying reliability: Understanding identification in macroeconomics. (2026). Wang, Mu-Chun ; Matthes, Christian ; Ahmadi, Pooyan Amir. In: Discussion Papers. RePEc:zbw:bubdps:338091.

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2026A high-frequency GDP indicator for Switzerland. (2026). Kronenberg, Philipp. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:341969.

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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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This paper has nother version. Agregated cites: 0		paper
2010Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper66
2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 66		paper
2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 66		paper
2010Time Varying Dimension Models.(2010) In: Working Paper series.
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This paper has nother version. Agregated cites: 66		paper
2011Time Varying Dimension Models.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 66		paper
2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 66		article
2003Valid Bayesian Estimation of the Cointegrating Error Correction Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article34
2000Valid Bayesian Estimation of the Cointegrating Error Correction Model..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 34		paper
2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article23
2008Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series.
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This paper has nother version. Agregated cites: 23		paper
2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article13
2020Bayesian State Space Models in Macroeconometrics.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 13		paper
2003Bayesian Model Selection with an Uninformative Prior* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2009Nonlinear 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]		article15
2020Constrained interest rates and changing dynamics at the zero lower bound In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2025Multivariate Stochastic Volatility with Co-Heteroscedasticity In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
2018Multivariate Stochastic Volatility with Co- Heteroscedasticity.(2018) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: GRIPS Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2020Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2020) In: GRIPS Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2018Multivariate Stochastic Volatility with Co-Heteroscedasticity.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 9		paper
2003Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper0
2004The Value of Structural Information in the VAR Model In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper0
2003The value of structural information in the VAR model.(2003) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 0		paper
2011Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper46
2012Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 46		article
2011Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2012Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series.
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This paper has nother version. Agregated cites: 46		paper
2011Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 46		paper
2008Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper56
2011Bayesian inference in a time varying cointegration model.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2011Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 56		paper
2008Bayesian Inference in the Time Varying Cointegration Model.(2008) In: GRIPS Discussion Papers.
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This paper has nother version. Agregated cites: 56		paper
2008Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series.
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This paper has nother version. Agregated cites: 56		paper
2011Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 56		paper
2009Stochastic 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]		paper12
2009Stochastic 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 nother version. Agregated cites: 12		paper
2009Stochastic 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 nother version. Agregated cites: 12		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 12		article
2009On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article213
2010False posteriors for the long-term growth determinants In: Economics Letters.
[Full Text][Citation analysis]		article0
2004Bayesian analysis of the error correction model In: Journal of Econometrics.
[Full Text][Citation analysis]		article55
2020Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
2026Singular vector autoregressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting.
[Full Text][Citation analysis]		article41
2008Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series.
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This paper has nother version. Agregated cites: 41		paper
2012Evidence 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]		paper0
2012Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods In: CAMA Working Papers.
[Full Text][Citation analysis]		paper11
2012Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 11		paper
2013Invariant Inference and Efficient Computation in the Static Factor Model In: CAMA Working Papers.
[Full Text][Citation analysis]		paper31
2018Invariant Inference and Efficient Computation in the Static Factor Model.(2018) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2014Modelling Inflation Volatility In: CAMA Working Papers.
[Full Text][Citation analysis]		paper23
2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2014Modelling Inflation Volatility.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 23		paper
2016Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
[Full Text][Citation analysis]		paper60
2014Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2018Reducing Dimensions in a Large TVP-VAR In: CAMA Working Papers.
[Full Text][Citation analysis]		paper8
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 8		paper
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 8		paper
2008Bayesian inference in a cointegrating panel data model In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter5
2006Bayesian Inference in a Cointegrating Panel Data Model.(2006) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 5		paper
2007Bayesian Inference in a Cointegrating Panel Data Model.(2007) In: Working Paper series.
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This paper has nother version. Agregated cites: 5		paper
2004Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper3
2005Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 3		paper
2004Valuing structure, model uncertainty and model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper10
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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This paper has nother version. Agregated cites: 10		paper
2003Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2005Bayesian approaches to cointegratrion In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper11
2004Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 11		paper
2005Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2006Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper3
2006Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 3		paper
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.
[Full Text][Citation analysis]		paper12
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.
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This paper has nother version. Agregated cites: 12		paper
2005Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports.
[Full Text][Citation analysis]		paper21
2005Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 21		paper
2008Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 21		article
2008Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 21		article
2009Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2006Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper28
2010Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 28		article
2005Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper2
2007Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model.(2007) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 2		article
2008Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper9
2000Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model In: Research Papers.
[Full Text][Citation analysis]		paper0
2001Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model In: Research Papers.
[Citation analysis]		paper0
1998bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper0
1999Bayesian Trace Statistics for the Reduced Rank Regression Model. In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2014Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]		article4
2011Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2010Workshop on Bayesian Econometric Methods In: Review of Economic Analysis.
[Full Text][Citation analysis]		article0
2008On the Evolution of Monetary Policy In: Working Paper series.
[Full Text][Citation analysis]		paper0
2014The Zero Lower Bound: Implications for Modelling the Interest Rate In: Working Paper series.
[Full Text][Citation analysis]		paper10
2016Changing dynamics at the zero lower bound In: Working Papers.
[Full Text][Citation analysis]		paper3
2016Changing dynamics at the zero lower bound.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2008Bayesian 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]		paper5
2012Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper14
2013EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team