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

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...

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Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Mazur, Stepan (Επιμελητής έκδοσης), Österholm, Pär (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:Αγγλικά
Έκδοση: Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Έκδοση:1st ed. 2025.
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Διαθέσιμο Online:https://doi.org/10.1007/978-3-032-00110-8
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505 0 |a - Forecasting with Bayesian Vector Autoregressions Revisited -- Large Bayesian Tensor VARs with Stochastic Volatility -- Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data -- VAR Models with Fat Tails and Dynamic Asymmetry -- International Transmission of Macroeconomic Uncertainty in Small -- Modeling Local Predictive Ability using Power-Transformed Gaussian Processes -- Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models -- Bayesian Regularization of the Tangency Portfolio -- Predictive Decision Synthesis for Portfolios: Betting on Better Models. 
520 |a 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. 
532 8 |a Accessibility summary: This PDF has been created in accordance with the PDF/UA-1 standard to enhance accessibility, including screen reader support, described non-text content (images, graphs), bookmarks for easy navigation, keyboard-friendly links and forms and searchable, selectable text. We recognize the importance of accessibility, and we welcome queries about accessibility for any of our products. If you have a question or an access need, please get in touch with us at accessibilitysupport@springernature.com. Please note that a more accessible version of this eBook is available as ePub. 
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650 2 4 |a Bayesian Inference. 
650 2 4 |a Macroeconomics and Monetary Economics. 
650 2 4 |a Financial Economics. 
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