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Recent developments in Bayesian econometrics and their applications = Festschrift in honour of Sune Karlsson /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Recent developments in Bayesian econometrics and their applications/ edited by Stepan Mazur, Pär Österholm.
Reminder of title:	Festschrift in honour of Sune Karlsson /
other author:	Mazur, Stepan.
Published:	Cham :Springer Nature Switzerland : : 2025.,
Description:	xii, 249 p. :ill., digital ;24 cm.
[NT 15003449]:	- 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.
Contained By:	Springer Nature eBook
Subject:	Econometrics. -
Online resource:	https://doi.org/10.1007/978-3-032-00110-8
ISBN:	9783032001108

Recent developments in Bayesian econometrics and their applications = Festschrift in honour of Sune Karlsson /
Recent developments in Bayesian econometrics and their applicationsFestschrift in honour of Sune Karlsson /[electronic resource] :edited by Stepan Mazur, Pär Österholm. - Cham :Springer Nature Switzerland :2025. - xii, 249 p. :ill., digital ;24 cm.

- 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.

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.

ISBN: 9783032001108

Standard No.: 10.1007/978-3-032-00110-8doiSubjects--Topical Terms:

542934
Econometrics.

LC Class. No.: HB139

Dewey Class. No.: 330.015195

Recent developments in Bayesian econometrics and their applications = Festschrift in honour of Sune Karlsson /
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300 $a xii, 249 p. : $b ill., digital ; $c 24 cm.
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.
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650 0 $a Bayesian statistical decision theory. $3 551404
650 2 4 $a Time Series Analysis. $3 3538821
650 2 4 $a Bayesian Inference. $3 3386929
650 2 4 $a Macroeconomics and Monetary Economics. $3 3538569
650 2 4 $a Financial Economics. $3 895543
700 1 $a Mazur, Stepan. $3 3803165
700 1 $a Österholm, Pär. $3 3803166
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