Rodney Strachan

Professor Rodney Strachan is a Professor of Econometrics at the School of Economics, University of Queensland (UQ), within the Faculty of Business, Economics and Law. He holds a PhD from Monash University (2000) and has held prior positions, including at the Australian National University (ANU), where he served as Deputy Head of the Research School of Economics. His research focuses on Bayesian econometrics, time-varying parameter models, macroeconometric analysis, and dynamic factor models. He also serves as a Senior Fellow at the Rimini Centre for Economic Analysis and a Research Associate at the Centre for Applied Macroeconomic Analysis.

Strachan's research interests include Bayesian methods, time series analysis, cointegration, and the development of large-scale macroeconomic models. His work addresses challenges in model uncertainty, parameter instability, and the application of stochastic volatility models. Notable projects include 'Large dynamic time-varying models for structural macroeconomic inference' (2018–2022) and 'Estimation of the continuous piecewise linear model and macroeconomic applications' (2012–2015).

His publications span journals like the Journal of Econometrics, Journal of Business and Economic Statistics, and Studies in Nonlinear Dynamics and Econometrics. Recent work includes advancements in multivariate stochastic volatility models and dynamic factor models with drifting trends. He is actively involved in advising and mentoring graduate students, though specific advisee names are not listed here.

Strachan’s contributions to econometric theory and macroeconomic modeling have been recognized through collaborations with institutions like the Rimini Centre for Economic Analysis and the Centre for Applied Macroeconomic Analysis. His research emphasizes methodological innovation, with a focus on practical applications to policy analysis and forecasting.