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Staff directory

 Rodney Strachan

Rodney Strachan

Research School of Economics


Position:
Adjunct Professor
Email: rodney.strachan@anu.edu.au

Research areas

Econometrics: Econometric and Statistical Methods, and Time Series Analysis and Forecasting

Applied Economics: Macroeconometrics

Biography

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 computational methods. Previously, he held positions at the University of Queensland, University of Leicester and the University of Liverpool.

 

Research publications

Strachan, R. W. and H. K. Van Dijk (2013) “Evidence on Features of a DSGE Business Cycle model from Bayesian Model Averaging”, The International Economic Review Volume 54, Number 1, 385-402.

Chan J., G. Koop, R. Léon-Gonzalez and R. Strachan (2012) “Time Varying Dimension Models” Journal of Business and Economic Statistics Volume 30, Issue 3, July, pages 358-367.

Koop G., R. Léon-Gonzalez and R. Strachan (2012) “Bayesian Model Averaging in the Instrumental Variable Regression Model” forthcoming in The Journal of Econometrics 171, 237-250.

Koop G., R. Léon-González and R. W. Strachan (2011) “Bayesian Inference in the Time Varying Cointegration Model”, The Journal of Econometrics 165, 210-220.

Koop G., R. Léon- González and R. W. Strachan (2010a) “Dynamic probabilities of restrictions in state space models: An application to the Phillips curve” Journal of Business and Economic Statistics Vol. 28, No. 3: 370-379.

 

Research grants and awards

Estimation of the continuous piecewise linear model and macroeconomic applications
(2012–2015) ARC Discovery Projects

Computing probabilities of theories where these probabilities vary over time with applications in macroeconomics
(2009) ARC Discovery Projects 

Dynamic inference in macroeconomic models.
(2007–2009) UQ Early Career Researcher

 

Updated:   1 March 2017 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team