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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Detalhes bibliográficos
Corporate Authors: Bernardi, Mauro, Grassi, Stefano, Ravazzolo, Francesco
Formato: Livro
Idioma:Inglês
Publicado em: MDPI - Multidisciplinary Digital Publishing Institute 2020
Assuntos:
thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB 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
Acesso em linha:https://directory.doabooks.org/handle/20.500.12854/69446
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