國立高雄大學圖資館 |

Recent developments in Bayesian econometrics and their applicationsFestschrift in honour of Sune Karlsson /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Recent developments in Bayesian econometrics and their applicationsedited 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.
Contained By:	Springer Nature eBook
Subject:	Econometrics.
Online resource:	https://doi.org/10.1007/978-3-032-00110-8
ISBN:	9783032001108$q(electronic bk.)

Recent developments in Bayesian econometrics and their applicationsFestschrift 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$q(electronic bk.)

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

182271
Econometrics.

LC Class. No.: HB139

Dewey Class. No.: 330.015195

Recent developments in Bayesian econometrics and their applicationsFestschrift in honour of Sune Karlsson /
LDR:02595nmm a2200325 a 4500 001 690460
003 DE-He213
005 20251013130446.0
006 m d
007 cr nn 008maaau
008 260409s2025 sz s 0 eng d
020 $a 9783032001108$q(electronic bk.)
020 $a 9783032001092$q(paper)
024 7 $a 10.1007/978-3-032-00110-8 $2 doi
035 $a 978-3-032-00110-8
040 $a GP $c GP
041 0 $a eng
050 4 $a HB139
072 7 $a KCH $2 bicssc
072 7 $a BUS021000 $2 bisacsh
072 7 $a KCH $2 thema
082 0 4 $a 330.015195 $2 23
090 $a HB139 $b .R295 2025
245 0 0 $a Recent developments in Bayesian econometrics and their applications $h [electronic resource] : $b Festschrift in honour of Sune Karlsson / $c edited by Stepan Mazur, Pär Österholm.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2025.
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.
650 0 $a Econometrics. $3 182271
650 0 $a Bayesian statistical decision theory. $3 182005
650 2 4 $a Time Series Analysis. $3 913397
650 2 4 $a Bayesian Inference. $3 825978
650 2 4 $a Macroeconomics and Monetary Economics. $3 913170
650 2 4 $a Financial Economics. $3 274377
700 1 $a Mazur, Stepan. $3 1005973
700 1 $a Österholm, Pär. $3 1005974
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
856 4 0 $u https://doi.org/10.1007/978-3-032-00110-8
950 $a Mathematics and Statistics (SpringerNature-11649)