Recent Developments in Bayesian Econometrics and Their Applications

Name: Recent Developments in Bayesian Econometrics and Their Applications
Brand: Springer-Verlag GmbH
SKU: 9783032001092
Price: 178.8 EUR
Availability: InStock

Автор: Pär Österholm

Език:

Корици: С твърди корици

Издател: Springer-Verlag GmbH

Наличност: Външен склад

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178.80 € 349.70 лв

The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlss...

Информация за книгата

Автор

Pär Österholm

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2025

страници

240

EAN

9783032001092

ISBN

3032001099

Enbook ID

49742255

Издател

Springer-Verlag GmbH

Теглоt

508

Размери

155 x 235

Пълно описание

The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts in the field, with particular attention paid to Bayesian vector autoregressive (VAR) models and forecasting. It addresses forecasting with Bayesian VARs as a research field, mixed-frequency and high-dimensional Bayesian VARs, various forms of Bayesian VARs with stochastic volatility, forecast combination, analysis of time-varying parameter models in the frequency domain, and portfolio analysis in a Bayesian framework. Presenting cutting-edge research and providing valuable insights into the field of Bayesian econometrics, the book will appeal to researchers, practitioners in the banking sector, and government authorities.

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