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Information about:
Rodney W. Strachan

Personal Details | Affiliation | Works
This is information that was supplied by Rodney Strachan in registering through RePEc. If you are Rodney W. Strachan , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Rodney
Middle Name: W.
Last Name: Strachan
Suffix:

RePEc Short-ID: pst79

Email:
Homepage: http://www.uq.edu.au/economics/index.html?page=15834
Postal Address: School of Economics University of Queensland Level 6, Colin Clark Building St Lucia, Qld 4072 Australia
Phone: +61 3365 6600

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Deborah Gefang & Rodney Strachan, 2008. "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics 08/4, Department of Economics, University of Leicester. [Downloadable!]

  2. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper Series 23-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  3. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  4. Rodney W. Strachan & Herman K. van Dijk, 2008. "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute. [Downloadable!]

  5. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper Series 26-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  6. Gary Koop & Markus Jochmann & Rodney W. Strachan, 2008. "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper Series 19-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  7. Rodney W. Strachan & Herman K. van Dijk, 2006. "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics 06/5, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:

  8. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Department of Economics, University of Leicester. [Downloadable!]
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  9. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics 05/3, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
    Published as:

  10. Rodney W Strachan & Herman K van Dijik, 2005. "Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process," Money Macro and Finance (MMF) Research Group Conference 2005 30, Money Macro and Finance Research Group. [Downloadable!]
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  11. Rodney W. Strachan & Herman K. van Dijk, 2005. "Improper priors with well defined Bayes Factors," Discussion Papers in Economics 05/4, Department of Economics, University of Leicester. [Downloadable!]
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  12. Strachan, R.W. & Dijk, H.K. van, 2005. "Weakly informative priors and well behaved Bayes factors," Econometric Institute Report EI 2005-40 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  13. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Department of Economics, University of Leicester, revised Apr 2006. [Downloadable!]

  14. Rodney W. Strachan, 2005. "Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model," Discussion Papers in Economics 05/14, Department of Economics, University of Leicester. [Downloadable!]
    Published as:

  15. Rodney W. Strachan & Herman K. van Dijk, 2004. "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University. [Downloadable!]
    Published as:

  16. Rodney W. Strachan & Herman K. van Dijk, 2004. "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University. [Downloadable!]

  17. Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings 45, Econometric Society. [Downloadable!]
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  18. Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Department of Economics, University of Leicester. [Downloadable!]
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  19. Rodney W. Strachan, 2004. "On Priors on Cointegrating Spaces," Keele Economics Research Papers KERP 2004/06, Centre for Economic Research, Keele University. [Downloadable!]

  20. Strachan, Rodney & Brett Inder, 2003. "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003 197, Royal Economic Society. [Downloadable!]

  21. R.W. Strachan & H.K. Van Dijk, 2003. "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Report 317, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  22. Rodney W Strachan, 2001. "Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model," Research Papers 2001_07, University of Liverpool Management School.

  23. Strachan, R., 2000. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers 6/2000, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
    Published as:

  24. Rodney W Strachan & Brett Inder, 2000. "Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model," Research Papers 2000_16, University of Liverpool Management School. [Downloadable!]

  25. Strachan, R.W. & Inder, B., 1999. "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers 13/99, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

  26. Strachan, R.W., 1998. "bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions," Monash Econometrics and Business Statistics Working Papers 9/98, Monash University, Department of Econometrics and Business Statistics.

  27. Rodney Strachan & Herman K. van Dijk, . "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," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia. [Downloadable!]
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Articles

  1. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009. "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 997-1017, April. [Downloadable!] (restricted)

  2. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 341-367, 03. [Downloadable!] (restricted)
    Other versions:

  3. Rodney W. Strachan, 2007. "Bayesian Inference in Cointegrated I (2) Systems: A Generalization of the Triangular Model," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 439-468. [Downloadable!] (restricted)
    Other versions:

  4. Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December. [Downloadable!] (restricted)

  5. Strachan, Rodney W, 2003. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 185-95, January.
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  6. Rodney W. Strachan & Herman K. Dijk, 2003. "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 863-876, December. [Downloadable!] (restricted)
    Other versions:

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2005-03-06 2008-01-26
  2. NEP-CBA: Central Banking (3) 2008-09-13 2008-09-13 2008-12-14
  3. NEP-CMP: Computational Economics (1) 2005-08-13
  4. NEP-ECM: Econometrics (17) 2002-04-22 2003-04-04 2003-06-19 2003-07-12 2004-09-30 2005-03-06 2005-03-13 2005-08-13 2005-08-13 2006-02-05 2006-03-05 2006-05-13 2008-07-30 2008-09-13 2008-09-13 2008-09-13 2008-12-14 Author is listed
  5. NEP-EEC: European Economics (1) 2008-01-26
  6. NEP-ETS: Econometric Time Series (17) 2002-04-15 2002-04-25 2002-04-25 2003-06-16 2003-07-10 2004-08-16 2004-09-30 2005-08-13 2005-08-13 2006-02-05 2006-03-05 2006-03-05 2006-05-13 2007-09-09 2008-01-26 2008-09-13 2008-09-13 Author is listed
  7. NEP-FOR: Forecasting (2) 2006-03-05 2008-07-30
  8. NEP-ICT: Information & Communication Technologies (1) 2007-09-09
  9. NEP-IFN: International Finance (1) 2008-07-30
  10. NEP-MAC: Macroeconomics (4) 2003-07-10 2008-01-26 2008-09-13 2008-09-13
  11. NEP-MON: Monetary Economics (1) 2008-09-13
  12. NEP-ORE: Operations Research (2) 2008-09-13 2008-12-14
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This page was last updated on 2009-10-24.

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