Recent Developments in Bayesian Econometrics and Their Applications, Gebunden

Blurb

• 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.