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Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.; van Dijk, Herman K. - 2008
volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10010325721
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Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.; van Dijk, Herman K. - 2010
) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10010326026
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Bayesian averaging over many dynamic model structures with evidence on the Great Ratios and liquidity trap risk
Strachan, Rodney W.; Dijk, Herman K. van - 2008
volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10011377110
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Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.; Dijk, Herman K. van - 2010 - Version 17 May 2010
) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10011380727
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Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 185-195
Persistent link: https://www.econbiz.de/10001728895
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Valuing structure, model uncertainty and model averaging in vector autoregressive processes
Strachan, Rodney W. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056106
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Valid Bayesian estimation of the cointegrating error correction model
Strachan, Rodney W. - 2000
Persistent link: https://www.econbiz.de/10001506969
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Bayesian maximum eigenvalue and trace statistics for the cointegration error correction model
Strachan, Rodney W.; Inder, Brett A. - 2000
Persistent link: https://www.econbiz.de/10001554440
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Bayesian approaches to cointegration
Koop, Gary; Strachan, Rodney W.; Dijk, Herman K. van; … - 2005
Persistent link: https://www.econbiz.de/10002673556
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Bayesian approaches to cointegration
Koop, Gary (contributor); Strachan, Rodney W. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002229038