Curriculum Vitae

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Bayesian econometrics, time series analysis, state space models, macro-econometrics

Selected Publications

Chan J., Leon-Gonzalez R. and R. W. Strachan (2017) "Invariant Inference and Efficient Computation in the Static Factor Model", forthcoming in the Journal of the American Statistical Association Theory and Methods Section

Eisenstat, E, J. Chan and R. W. Strachan (2016) "Stochastic Model Specification Search for Time-Varying Parameter VARs", Econometric Reviews, 35(8-10), 1638-1665

Eisenstat, E. and R. W. Strachan (2016) “Modelling inflation volatility” Journal of Applied Econometrics, Volume 31, Issue 5, August 2016, Pages: 805–820

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, Issue 1, February 2013, Pages: 385–402

Jochmann, M., Koop G., R. Leon-Gonzalez and R. Strachan (2013) "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy" The Journal of Applied Econometrics Volume 28, Issue 1, Pages: 62-81

Chan J., G. Koop, R. Léon-Gonzalez and R. Strachan (2012) "Time Varying Dimension Models" Journal of Business and Economic Statistics, 30(3), 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 7-JUL-2012 DOI information: 10.1016/j.jeconom.2012.06.005.

Koop G., R. Leon- Gonzalez and R. W. Strachan (2011) "Bayesian Inference in the Time Varying Cointegration Model," The Journal of Econometrics 165, 210-220

Koop G., R. Leon- Gonzalez and R. W. Strachan (2010) "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

Jochmann, M., Koop, G. and R. W. Strachan (2010) "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks" International Journal of Forecasting Vol. 26, Issue 2: 326-347

Koop G., R. Léon- González and R. W. Strachan (2010) "Efficient posterior simulation for cointegrated models with priors on the cointegrationspace" Econometric Reviews Volume 29, Issue 2, 224-242

Koop G., R. Leon-Gonzalez and R. W. Strachan (2009) "On the Evolution of Monetary Policy" Journal of Economic Dynamics and Control 33, 997-1017


ECON1320 Quantitative Economic & Business Analysis B