Recent Developments in Bayesian Econometrics and Their Applications
Editor
- Stepan Mazur(Örebro University, School of Business)Pär Österholm(Örebro University, School of Business)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-032-00110-8
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Book Chapters
The following chapters of this book are listed in IDEAS- Stepan Mazur & Pär Österholm, 2025. "Introduction," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 1-6, Springer.
- Jamie L. Cross & Herman K. van Dijk, 2025. "Forecasting with Bayesian Vector Autoregressions Revisited," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 7-22, Springer.
- Joshua C. C. Chan & Yaling Qi, 2025. "Large Bayesian Tensor VARs with Stochastic Volatility," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 23-45, Springer.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2025. "Measuring Subregional Economic Activity: Missing Frequencies and Missing Data," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 47-65, Springer.
- Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2025. "VAR Models with Fat Tails and Dynamic Asymmetry," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 67-88, Springer.
- Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2025. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 89-115, Springer.
- Oscar Oelrich & Mattias Villani, 2025. "Modeling Local Predictive Ability Using Power-Transformed Gaussian Processes," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 117-149, Springer.
- Oskar Gustafsson & Mattias Villani & Robert Kohn, 2025. "Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 151-195, Springer.
- Olha Bodnar & Taras Bodnar & Vilhelm Niklasson, 2025. "Bayesian Regularization of the Tangency Portfolio," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 197-221, Springer.
- Emily Tallman & Mike West, 2025. "Predictive Decision Synthesis for Portfolios: Betting on Better Models," Springer Books, in: Stepan Mazur & Pär Österholm (ed.), Recent Developments in Bayesian Econometrics and Their Applications, pages 223-249, Springer.
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