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Rodney W. Strachan

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Personal Details

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

RePEc Short-ID: pst79

Email:
Homepage: http://cbe.anu.edu.au/people/rse/rodney-strachan/
Postal Address: Research School of Economics College of Business and Economics HW Arndt Building 25a Australian National University ACT 0200 Australia
Phone: +61 2 6125 3590

Affiliation

(80%) Research School of Economics
College of Business and Economics
Australian National University
Location: Canberra, Australia
Homepage: http://rse.anu.edu.au/
Email:
Phone: +61 2 6125 3807
Fax: +61 2 6125 0744
Postal: Canberra, ACT 0200
Handle: RePEc:edi:eganuau (more details at EDIRC)
(20%) Rimini Centre for Economic Analysis (RCEA)
Location: Rimini, Italy
Homepage: http://www.rcfea.org/
Email:
Phone: +390541434142
Fax: +39054155431
Postal: Via Patara, 3, 47921 Rimini (RN)
Handle: RePEc:edi:rcfeait (more details at EDIRC)

Works

as in new window

Working papers

  1. Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
  2. Chan, Joshua & Strachan, Rodney, 2012. "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," MPRA Paper 39360, University Library of Munich, Germany.
  3. Rodney W. Strachan & Herman K. van Dijk, 2012. "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers 2012-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
  5. Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
  6. Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
  7. Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Bayesian Inference in a Time Varying Cointegration Model," CAMA Working Papers 2011-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper Series 09_11, The Rimini Centre for Economic Analysis, revised Aug 2012.
  9. Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers 10-050/4, Tinbergen Institute.
  10. Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers 10-050/4, Tinbergen Institute.
  11. Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics 2010-522, Australian National University, College of Business and Economics, School of Economics.
  12. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.
  13. Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 0919, University of Strathclyde Business School, Department of Economics.
  14. 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.
  15. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper Series 23-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  16. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  17. 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.
  18. 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.
  19. 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, The Rimini Centre for Economic Analysis, revised Jan 2008.
  20. 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, The Rimini Centre for Economic Analysis, revised Jan 2008.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. Strachan, R.W. & Dijk, H.K. van, 2005. "Weakly informative priors and well behaved Bayes factors," Econometric Institute Report EI 2005-40, Erasmus University Rotterdam, Econometric Institute.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Rodney W. Strachan, 2004. "On Priors on Cointegrating Spaces," Keele Economics Research Papers KERP 2004/06, Centre for Economic Research, Keele University.
  34. Strachan, R.W. & Dijk, H.K. van, 2003. "Bayesian model selection for a sharp null and a diffuse alternative with econometric applications," Econometric Institute Report EI 2003-12, Erasmus University Rotterdam, Econometric Institute.
  35. 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.
  36. Rodney W Strachan, 2001. "Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model," Research Papers 2001_07, University of Liverpool Management School.
  37. Strachan, R., 2000. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers 6/00, Monash University, Department of Econometrics and Business Statistics.
  38. 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.
  39. 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.
  40. 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.
    RePEc:acb:camaaa:2011-28 is not listed on IDEAS
    RePEc:acb:camaaa:2012-13 is not listed on IDEAS
    RePEc:acb:camaaa:2012-03 is not listed on IDEAS
  41. 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.

    RePEc:acb:camaaa:2011-25 is not listed on IDEAS

Articles

  1. Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, 02.
  2. Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013. "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, 01.
  3. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
  4. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 30(3), pages 358-367, July.
  5. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011. "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, vol. 165(2), pages 210-220.
  6. Jochmann, Markus & Koop, Gary & Strachan, Rodney W., 2010. "Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks," International Journal of Forecasting, Elsevier, vol. 26(2), pages 326-347, April.
  7. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010. "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 370-379.
  8. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor and Francis Journals, vol. 29(2), pages 224-242.
  9. Rodney Strachan, 2010. "Workshop on Bayesian Econometric Methods," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 2(2), pages 135-136, June.
  10. Charemza, Wojciech W. & Strachan, Rodney & Zurawski, Piotr, 2010. "False posteriors for the long-term growth determinants," Economics Letters, Elsevier, vol. 109(3), pages 144-146, December.
  11. Deborah Gefang & Rodney Strachan, 2009. "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 2.
  12. 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.
  13. 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.
  14. 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.
  15. Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.
  16. 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.
  17. 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.

NEP Fields

40 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (5) 2005-03-06 2008-01-26 2010-05-29 2011-02-26 2012-02-20. Author is listed
  2. NEP-CBA: Central Banking (5) 2008-09-13 2008-09-13 2008-12-14 2010-05-29 2012-04-03. Author is listed
  3. NEP-CMP: Computational Economics (1) 2005-08-13
  4. NEP-DGE: Dynamic General Equilibrium (4) 2010-05-29 2011-02-26 2012-02-20 2012-04-03
  5. NEP-ECM: Econometrics (23) 2002-04-22 2003-06-19 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 2010-04-17 2010-05-29 2010-05-29 2011-02-05 2011-02-26 2012-02-20 2012-03-28 2012-04-03. Author is listed
  6. NEP-EEC: European Economics (1) 2008-01-26
  7. NEP-ETS: Econometric Time Series (23) 2002-04-15 2002-04-25 2002-04-25 2003-06-16 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 2010-04-17 2010-05-29 2011-06-11 2011-06-11 2011-08-09 2012-03-28 2012-06-25. Author is listed
  8. NEP-FOR: Forecasting (6) 2006-03-05 2008-07-30 2010-05-29 2011-01-16 2011-06-11 2011-08-22. Author is listed
  9. NEP-ICT: Information & Communication Technologies (1) 2007-09-09
  10. NEP-MAC: Macroeconomics (3) 2008-01-26 2008-09-13 2008-09-13
  11. NEP-MIC: Microeconomics (1) 2011-02-05
  12. NEP-MON: Monetary Economics (1) 2008-09-13
  13. NEP-ORE: Operations Research (5) 2008-09-13 2008-12-14 2010-04-17 2011-06-11 2012-04-03. Author is listed

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