Bayesian Econometrics

Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, mode...

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Detalles Bibliográficos
Otros Autores:	Bernardi, Mauro (Editor), Grassi, Stefano (Otro), Ravazzolo, Francesco
Formato:	Libro electrónico
Idioma:	Inglés
Publicado:	Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2020
Materias:	Technology: general issues unconventional monetary policy transmission channel Bayesian TVP-SV-VAR Bayesian econometrics portfolio choice sentiments stock market predictability cryptocurrency Bitcoin forecasting point forecast density forecast dynamic model averaging dynamic model selection forgetting factors military and civilian spending DSGE model fiscal policy monetary policy Bayesian estimation Bayesian VAR density forecasting time-varying volatility ES CES function Bayesian nonlinear mixed-effects regression MCMC methods macroeconomic and financial applications
Ver en Biblioteca Universitat Ramon Llull:	https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009654129306719