Professor Rodney Strachan
Professor

Rodney Strachan

Email: 
Phone: 
+61 7 334 67235

Background

Rodney Strachan received his PhD from Monash University in 2000. His research focuses on Bayesian analysis, econometric theory, time series analysis, inference in time varying parameter and time varying dimension models, identification in reduced rank models and invariance. His current work is looking at specification and computation of large dimensional macroeconometric time series models. Rodney came to UQ from the Australian National University where he was a professor and the deputy head of the Research School of Economics.

Availability

Professor Rodney Strachan is:
Available for supervision
Media expert

Fields of research

Applied economics Econometric and statistical methods Econometrics Econometrics not elsewhere classified Economic models and forecasting Economics Macroeconomics (incl. monetary and fiscal theory) Time-series analysis

Qualifications

  • Doctor of Philosophy, Monash University

Research interests

  • Time Varying Parameter Models

  • Bayesian Econometrics

  • Macroeconometrics

  • Time Series Analysis

  • Modelling High Dimensional Dynamic Systems

Search Professor Rodney Strachan’s works on UQ eSpace

30 works between 1998 and 2024
All (30) Journal Article (27) Book Chapter (1) Conference Publication (2)

21 - 30 of 30 works

2010

Journal Article

Efficient posterior simulation for cointegrated models with priors on the cointegration space

Koop, Gary, Leon-Gonzalez, Roberto and Strachan, Rodney W. (2010). Efficient posterior simulation for cointegrated models with priors on the cointegration space. Econometric Reviews, 29 (2), 224-242. doi: 10.1080/07474930903382208

Efficient posterior simulation for cointegrated models with priors on the cointegration space

2010

Journal Article

Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approach

Gefang, Deborah and Strachan, Rodney (2010). Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approach. Studies in Nonlinear Dynamics and Econometrics, 14 (1), 2-1-2-34. doi: 10.2202/1558-3708.1677

Nonlinear impacts of international business cycles on the UK - A Bayesian smooth transition VAR approach

2010

Journal Article

Guest editorial: workshop on Bayesian econometric methods

Strachan, Rodney (2010). Guest editorial: workshop on Bayesian econometric methods. The Review of Economic Analysis, 2 (2), 135-136.

Guest editorial: workshop on Bayesian econometric methods

2009

Journal Article

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks

Strachan, Rodney W. (2009). Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks. Journal of Applied Econometrics, 24 (2), 245-247. doi: 10.1002/jae.1050

Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks

2008

Conference Publication

A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate Prices

Svetchnikova, D., Rambaldi, A. N. and Strachan, R. (2008). A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate Prices. ESAM08 Markets and Models: Policy Frontiers in the AWH Phillips Tradition, Wellington, NZ, 9-11 July 2008. NZ: Economic Society of Australia, NZ Association of Economists.

A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate Prices

2008

Journal Article

Bayesian inference in a cointegrating panel data model

Koop, G., Leon-Gonzalez, R. and Strachan, R. (2008). Bayesian inference in a cointegrating panel data model. Advances in Econometrics, 23, 433-469. doi: 10.1016/S0731-9053(08)23013-6

Bayesian inference in a cointegrating panel data model

2007

Journal Article

Bayesian inference in cointegrated I(2) systems: A generalization of the triangular model

Strachan, R. (2007). Bayesian inference in cointegrated I(2) systems: A generalization of the triangular model. Econometric Reviews, 26 (2-4), 439-468. doi: 10.1080/07474930701220618

Bayesian inference in cointegrated I(2) systems: A generalization of the triangular model

2006

Book Chapter

Bayesian Approaches to Cointegration

Koop, G., Strachan, R W, van Dijk, H. and Villani, M. (2006). Bayesian Approaches to Cointegration. Palgrave Handbook of Econometrics Volume 1 Econometric Theory. (pp. 871-898) edited by T.C. Mills and K. Patterson. UK: Palgrave Macmillan.

Bayesian Approaches to Cointegration

2003

Journal Article

Bayesian model selection with an uninformative prior

Strachan, Rodney W. and van Dijk, Herman K. (2003). Bayesian model selection with an uninformative prior. Oxford Bulletin of Economics and Statistics, 65 (Supp. 1), 863-876. doi: 10.1046/j.0305-9049.2003.00095.x

Bayesian model selection with an uninformative prior

1998

Journal Article

Likelihood-based estimation of the regression model with scrambled responses

Strachan, R, King, M and Singh, S (1998). Likelihood-based estimation of the regression model with scrambled responses. Australian & New Zealand Journal of Statistics, 40 (3), 279-290. doi: 10.1111/1467-842X.00032

Likelihood-based estimation of the regression model with scrambled responses

Current funding

  • 2024 - 2026
    Closing the Gap Between Theory and Data in Macroeconometrics
    ARC Discovery Projects
    Open grant

Past funding

  • 2018 - 2024
    Large dynamic time-varying models for structural macroeconomic inference
    ARC Discovery Projects
    Open grant
  • 2014
    UQ Travel Award - Category 1 Dr Eric Eisenstat
    UQ Travel Awards for International Collaborative Research (Category 1)
    Open grant
  • 2012 - 2015
    Estimation of the continuous piecewise linear model and macroeconomic applications
    ARC Discovery Projects
    Open grant
  • 2009 - 2010
    Computing probabilities of theories where these probabilities vary over time with applications in macroeconomics
    ARC Discovery Projects
    Open grant
  • 2008 - 2009
    Dynamic inference in macroeconomic models.
    UQ Early Career Researcher
    Open grant
  • 2007 - 2008
    Regime-switching, Structural Breaks and Time Varying Parameters in Cointegrated Macroeconomic Models
    UQ New Staff Research Start-Up Fund
    Open grant

Availability

Professor Rodney Strachan is:
Available for supervision

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Available projects

  • Closing the Gap Between Theory and Data in Macroeconometrics

    This project aims to bring econometric models (the empirical vehicle for inference) and economic models (the theory) closer together. A new model is intended to be proposed that will address a significant issue with the interpretation of the outputs of the econometric models. As a first contribution, the project is expected to develop the model and an inferential framework for this model using probability theory on manifolds. In a second contribution, it is expected to construct an algorithm to permit inference leading to outputs useful to policy analysts. The model is intended to be parsimonious, which facilitates the development of a time-varying version to allow the model to evolve with the economy and provide better policy guidance.

Supervision history

Current supervision

  • Master Philosophy

    Redistributional Effect of Monetary Shock under the Perspective of Liquidity Friction

    Principal Advisor

    Other advisors: Dr Eric Eisenstat

Completed supervision

Enquiries

Contact Professor Rodney Strachan directly for media enquiries about:

  • Econometrics
  • Forecasting
  • Macro-Econometrics

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