Rodney W. Strachan

1.4k total citations
45 papers, 847 citations indexed

About

Rodney W. Strachan is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Rodney W. Strachan has authored 45 papers receiving a total of 847 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in General Economics, Econometrics and Finance, 24 papers in Economics and Econometrics and 12 papers in Finance. Recurrent topics in Rodney W. Strachan's work include Monetary Policy and Economic Impact (30 papers), Market Dynamics and Volatility (10 papers) and Financial Risk and Volatility Modeling (10 papers). Rodney W. Strachan is often cited by papers focused on Monetary Policy and Economic Impact (30 papers), Market Dynamics and Volatility (10 papers) and Financial Risk and Volatility Modeling (10 papers). Rodney W. Strachan collaborates with scholars based in Australia, United Kingdom and United States. Rodney W. Strachan's co-authors include Gary Koop, Roberto León‐González, Joshua C. C. Chan, Eric Eisenstat, Herman K. van Dijk, Brett Inder, Simon Potter, Sarjinder Singh, Maxwell L. King and Randal Douc and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Journal of money credit and banking.

In The Last Decade

Rodney W. Strachan

42 papers receiving 802 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Rodney W. Strachan Australia 16 584 555 305 122 90 45 847
Zacharias Psaradakis United Kingdom 18 894 1.5× 678 1.2× 638 2.1× 107 0.9× 73 0.8× 63 1.2k
Ivana Komunjer United States 13 624 1.1× 567 1.0× 368 1.2× 157 1.3× 172 1.9× 31 931
Anthony S. Tay Singapore 7 415 0.7× 294 0.5× 440 1.4× 60 0.5× 142 1.6× 14 688
Andrea Carriero United Kingdom 19 995 1.7× 999 1.8× 487 1.6× 115 0.9× 255 2.8× 54 1.4k
Elena Andreou Cyprus 13 825 1.4× 562 1.0× 696 2.3× 140 1.1× 162 1.8× 38 1.2k
Michael J. Dueker United States 18 959 1.6× 837 1.5× 881 2.9× 59 0.5× 84 0.9× 61 1.3k
Giuseppe Cavaliere Italy 19 835 1.4× 761 1.4× 703 2.3× 251 2.1× 65 0.7× 86 1.2k
Arthur Sinko United States 7 665 1.1× 394 0.7× 441 1.4× 50 0.4× 140 1.6× 11 904
Lars‐Erik Öller Sweden 11 384 0.7× 334 0.6× 157 0.5× 30 0.2× 171 1.9× 23 620
Sainan Jin China 14 458 0.8× 210 0.4× 173 0.6× 188 1.5× 59 0.7× 36 634

Countries citing papers authored by Rodney W. Strachan

Since Specialization
Citations

This map shows the geographic impact of Rodney W. Strachan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rodney W. Strachan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rodney W. Strachan more than expected).

Fields of papers citing papers by Rodney W. Strachan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Rodney W. Strachan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rodney W. Strachan. The network helps show where Rodney W. Strachan may publish in the future.

Co-authorship network of co-authors of Rodney W. Strachan

This figure shows the co-authorship network connecting the top 25 collaborators of Rodney W. Strachan. A scholar is included among the top collaborators of Rodney W. Strachan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Rodney W. Strachan. Rodney W. Strachan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chan, Joshua C. C., Randal Douc, Roberto León‐González, & Rodney W. Strachan. (2024). Multivariate Stochastic Volatility with Co-Heteroscedasticity. Studies in Nonlinear Dynamics and Econometrics. 29(3). 265–300. 1 indexed citations
2.
Chan, Joshua C. C. & Rodney W. Strachan. (2020). BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. Journal of Economic Surveys. 37(1). 58–75. 4 indexed citations
3.
Kaufmann, Daniel, et al.. (2019). Constrained interest rates and changing dynamics at the zero lower bound. Studies in Nonlinear Dynamics and Econometrics. 24(2). 2 indexed citations
4.
Chan, Joshua C. C., Eric Eisenstat, & Rodney W. Strachan. (2018). Reducing Dimensions in a Large TVP-VAR. SSRN Electronic Journal. 3 indexed citations
5.
Eisenstat, Eric, Joshua C. C. Chan, & Rodney W. Strachan. (2015). Stochastic Model Specification Search for Time-Varying Parameter VARs. Econometric Reviews. 35(8-10). 1638–1665. 37 indexed citations
6.
Meagher, Kieron & Rodney W. Strachan. (2014). Gaussian Process: A Smooth and Flexible Approach to Estimating Index Complementarities in Organizational Economics. ANU Open Research (Australian National University). 2(1). 1 indexed citations
7.
Eisenstat, Eric & Rodney W. Strachan. (2014). Modelling Inflation Volatility. SSRN Electronic Journal. 3 indexed citations
8.
Chan, Joshua C. C., Gary Koop, Roberto León‐González, & Rodney W. Strachan. (2012). Time Varying Dimension Models. Journal of Business and Economic Statistics. 30(3). 358–367. 58 indexed citations
9.
Strachan, Rodney W. & Herman K. van Dijk. (2011). Divergent Priors and Well Behaved Bayes Factors. SSRN Electronic Journal. 1 indexed citations
10.
Strachan, Rodney W.. (2009). Comment on ‘Jointness of growth determinants’ by Gernot Doppelhofer and Melvyn Weeks. Journal of Applied Econometrics. 24(2). 245–247. 7 indexed citations
11.
Koop, Gary, Simon Potter, & Rodney W. Strachan. (2008). Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty. Journal of money credit and banking. 40(2-3). 341–367. 20 indexed citations
12.
Rambaldi, Alicia N., et al.. (2008). A comparison of Methods for Spatial-Temporal Forecasting With An Application To Real Estate Prices. Queensland's institutional digital repository (The University of Queensland).
13.
Strachan, Rodney W. & Herman K. van Dijk. (2007). 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. RePub (Erasmus University Rotterdam). 9 indexed citations
14.
Strachan, Rodney W.. (2007). Bayesian Inference in CointegratedI(2) Systems: A Generalization of the Triangular Model. Econometric Reviews. 26(2-4). 439–468. 1 indexed citations
15.
Strachan, Rodney W. & Herman K. van Dijk. (2006). Model uncertainty and Bayesian model averaging in vector autoregressive processes. Figshare. 6 indexed citations
16.
Koop, Gary, Rodney W. Strachan, Herman K. van Dijk, & Mattias Villani. (2005). Bayesian approaches to cointegratrion. RePub (Erasmus University Rotterdam). 2 indexed citations
17.
Strachan, Rodney W. & Herman K. van Dijk. (2005). Weakly informative priors and well behaved Bayes factors. RePub (Erasmus University Rotterdam). 3 indexed citations
18.
Strachan, Rodney W. & Herman K. van Dijk. (2004). Valuing structure, model uncertainty and model averaging in vector autoregressive processes. RePub (Erasmus University Rotterdam). 16 indexed citations
19.
Strachan, Rodney W. & Brett Inder. (2004). Bayesian analysis of the error correction model. Journal of Econometrics. 123(2). 307–325. 53 indexed citations
20.
Strachan, Rodney W. & Herman K. van Dijk. (2003). Bayesian model selection for a sharp null and a diffuse alternative with econometric applications. Data Archiving and Networked Services (DANS). 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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