| On the evolution of the monetary policy transmission mechanism G Koop, R Leon-Gonzalez, RW Strachan Journal of Economic Dynamics and Control 33 (4), 997-1017, 2009 | 382 | 2009 |
| Bayesian analysis of the error correction model RW Strachan, B Inder Journal of Econometrics 123 (2), 307-325, 2004 | 127 | 2004 |
| Efficient posterior simulation for cointegrated models with priors on the cointegration space G Koop, R León-González, RW Strachan Econometric Reviews 29 (2), 224-242, 2009 | 109 | 2009 |
| Valid Bayesian estimation of the cointegrating error correction model RW Strachan Journal of Business & Economic Statistics 21 (1), 185-195, 2003 | 100 | 2003 |
| Stochastic model specification search for time-varying parameter VARs E Eisenstat, JCC Chan, RW Strachan Econometric Reviews 35 (8-10), 1638-1665, 2016 | 97 | 2016 |
| Time varying dimension models JCC Chan, G Koop, R Leon-Gonzalez, RW Strachan Journal of Business & Economic Statistics 30 (3), 358-367, 2012 | 97 | 2012 |
| Bayesian model averaging in the instrumental variable regression model G Koop, R Leon-Gonzalez, R Strachan Journal of Econometrics 171 (2), 237-250, 2012 | 96 | 2012 |
| Bayesian inference in a time varying cointegration model G Koop, R Leon-Gonzalez, RW Strachan Journal of Econometrics 165 (2), 210-220, 2011 | 93 | 2011 |
| Reducing the state space dimension in a large TVP-VAR JCC Chan, E Eisenstat, RW Strachan Journal of Econometrics 218 (1), 105-118, 2020 | 80 | 2020 |
| Invariant inference and efficient computation in the static factor model J Chan, R Leon-Gonzalez, RW Strachan Journal of the American Statistical Association 113 (522), 819-828, 2018 | 63 | 2018 |
| Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks M Jochmann, G Koop, RW Strachan International Journal of Forecasting 26 (2), 326-347, 2010 | 61 | 2010 |
| Bayesian approaches to cointegration G Koop, R Strachan, H Van Dijk, M Villani Palgrave Macmillan Ltd., 2006 | 61 | 2006 |
| Nonlinear impacts of international business cycles on the UK-A Bayesian smooth transition VAR approach D Gefang, R Strachan University of Leicester, 2008 | 57 | 2008 |
| Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty G Koop, SM Potter, RW Strachan Journal of Money, Credit and Banking 40 (2‐3), 341-367, 2008 | 50 | 2008 |
| Dynamic probabilities of restrictions in state space models: an application to the Phillips curve G Koop, R Leon-Gonzalez, RW Strachan Journal of Business & Economic Statistics 28 (3), 370-379, 2010 | 47 | 2010 |
| Bayesian inference in a cointegrating panel data model G Koop, R Leon-Gonzalez, R Strachan Bayesian econometrics 23, 433-469, 2008 | 40 | 2008 |
| Bayesian model selection with an uninformative prior RW Strachan, HK Van Dijk Oxford Bulletin of Economics and Statistics 65, 863-876, 2003 | 39 | 2003 |
| Modelling inflation volatility E Eisenstat, RW Strachan Journal of Applied Econometrics 31 (5), 805-820, 2016 | 38 | 2016 |
| Bayesian state space models in macroeconometrics JCC Chan, RW Strachan Journal of Economic Surveys 37 (1), 58-75, 2023 | 29 | 2023 |
| Valuing structure, model uncertainty and model averaging in vector autoregressive processes R Strachan, H van Dijk Report/Econometric Institute, Erasmus University Rotterdam, 2004 | 27 | 2004 |
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
