Rodney Strachan : Citation Profile

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

14

H index

22

i10 index

838

Citations

RESEARCH PRODUCTION:

26

Articles

72

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 33
   Journals where Rodney Strachan has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 30 (3.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst79
   Updated: 2025-04-05    RAS profile: 2024-03-06    
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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 (72)

Huber, Florian (63)

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)

Feldkircher, Martin (16)

Cites to:

Koop, Gary (55)

van Dijk, Herman (29)

Chan, Joshua (21)

Kleibergen, Frank (20)

Potter, Simon (19)

Leon-Gonzalez, Roberto (17)

Korobilis, Dimitris (15)

Giannone, Domenico (14)

Primiceri, Giorgio (13)

Phillips, Peter (12)

Shephard, Neil (11)

Main data

Production by document typearticlechapterpaper19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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
GRIPS Discussion Papers / National Graduate Institute for Policy Studies4
Tinbergen Institute Discussion Papers / Tinbergen Institute4
Working Papers / University of Strathclyde Business School, Department of Economics4
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)4
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3
Working Papers / University of Liverpool, Department of Economics2

Recent works citing Rodney Strachan (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024.

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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). Florian, Huber ; Gary, Koop ; 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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2024Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75.

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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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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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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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

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

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2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Lubik, Thomas A ; Ho, Paul. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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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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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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2024Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9.

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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). Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Lhan, Ali ; Atik, Abdurrahman Nazif ; Helmi, Mohamad Husam. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09608-0.

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

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

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2024Bayesian (non-)unique sparse factor modelling. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2304r.

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

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

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2025.

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Rodney Strachan is editor of

Journal  ↓  ↓
Advances in Econometrics

Works by Rodney Strachan:

Year  ↓Title  ↓Type  ↓Cited  ↓
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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2003Valid Bayesian Estimation of the Cointegrating Error Correction Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article33
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.
[Full Text][Citation analysis]		article52
2020Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting.
[Full Text][Citation analysis]		article39
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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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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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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2005Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics.
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2004Valuing structure, model uncertainty and model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
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2005Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2003Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers.
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2005Bayesian approaches to cointegratrion In: Econometric Institute Research Papers.
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2004Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics.
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2005Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers.
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2006Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
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2006Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics.
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2007Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan In: Econometric Institute Research Papers.
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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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2005Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports.
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2005Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics.
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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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2008Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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2009Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks In: Journal of Applied Econometrics.
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2006Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics.
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2010Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews.
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2005Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model In: Discussion Papers in Economics.
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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: Research Papers.
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2001Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model In: Research Papers.
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1998bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions. In: Monash Econometrics and Business Statistics Working Papers.
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1999Bayesian Trace Statistics for the Reduced Rank Regression Model. In: Monash Econometrics and Business Statistics Working Papers.
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2014Divergent Priors and Well Behaved Bayes Factors In: Central European Journal of Economic Modelling and Econometrics.
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2011Divergent Priors and well Behaved Bayes Factors.(2011) In: Tinbergen Institute Discussion Papers.
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2010Workshop on Bayesian Econometric Methods In: Review of Economic Analysis.
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2008On the Evolution of Monetary Policy In: Working Paper series.
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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.
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2016Changing dynamics at the zero lower bound.(2016) In: Working Papers.
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2008Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk In: Tinbergen Institute Discussion Papers.
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2012Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging In: Tinbergen Institute Discussion Papers.
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2013EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING.(2013) In: International Economic Review.
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