Rodney W. Strachan

Economics and Econometrics · 2003–2020

A researcher in the Science corpus: 8 papers; trusts 22 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 46 citations into it; #5,275 of 23,481 by trust here, #6,966 by citations
• Statistics and Probability — 17 citations into it; #3,433 of 12,932 by trust here, #4,132 by citations
• Artificial Intelligence — 12 citations into it
• Management Science and Operations Research — 11 citations into it; #8,723 of 11,946 by trust here, #8,062 by citations
• Finance — 9 citations into it; #4,730 of 10,518 by trust here, #6,162 by citations
• Demography — 6 citations into it

Whom Rodney W. Strachan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Theodore W. Anderson
2. Gary Koop
3. Timothy Cogley
4. Giorgio E. Primiceri
5. Thomas J. Sargent
6. James R. Schott
7. Stefan Schaal
8. Mattias Villani
9. James H. Stock
10. Andrew Ang

Who trusts Rodney W. Strachan overall

1. Gary Koop
2. Roberto Leon-Gonzalez
3. Mattias Villani
4. Sune Karlsson
5. Dimitris Korobilis
6. Mark F. J. Steel
7. Dimitrios Anastasiou
8. Hedibert Freitas Lopes
9. J. R. Magnus
10. Joshua C. C. Chan

Papers from Rodney W. Strachan's perspective

Ordered by how strongly the researchers Rodney W. Strachan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
2. Why Has U.S. Inflation Become Harder to Forecast
3. MACROECONOMICS AND REALITY
4. Forecasting with Medium and Large Bayesian VARs
5. Computational approaches to motor learning by imitation.
6. Time Varying Structural Vector Autoregressions and Monetary Policy
7. Large time-varying parameter VARs
8. Regime Switches in Interest Rates
9. Matrix Algebra
10. The Variance Gamma (V.G.) Model for Share Market Returns

Their papers

• Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks (2010) — 46 citations
• On the evolution of the monetary policy transmission mechanism (2009) — 279 citations
• Bayesian analysis of the error correction model (2004) — 98 citations
• Valid Bayesian Estimation of the Cointegrating Error Correction Model (2003) — 82 citations
• Bayesian Model Averaging in the Instrumental Variable Regression Model (2012) — 65 citations
• Reducing the state space dimension in a large TVP-VAR (2020) — 69 citations
• Time Varying Dimension Models (2012) — 82 citations
• Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (2009) — 87 citations