Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Recent Developments in Bayesian Econometrics and Their Applications: Festschrift in Honour of Sune Karlsson

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

Mazur, Stepan
Österholm, Pär

Hardcover

EconomicsProbability & Statistics

ISBN10: 3032001099
ISBN13: 9783032001092
Publisher: Springer
Published: Oct 14 2025
Pages: 249
Weight: 0.95
Height: 0.76 Width: 6.50 Depth: 9.33
Language: English
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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