Recent Developments in Bayesian Econometrics and Their Applications : Festschrift in Honour of Sune Karlsson

Language: English

Published by Springer, 2025

3032001099 / 9783032001092

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783032001092

Title
Recent Developments in Bayesian Econometrics and Their Applications : Festschrift in Honour of Sune Karlsson
Author
Stepan Mazur
Publisher
Springer
Publication year
2025
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3032001099
ISBN 13
9783032001092
Item weight
563 grams
Dimensions
241x160x20 mm

AHA-BUCH GmbH

Einbeck, Germany

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Shipping rates from Germany to U.S.A.

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