Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
1st Edition
Published on 20. June 2010
Book
Paperback/Softback
106 pages
978-1-60198-362-6 (ISBN)
Description
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics.
More details
Series
Language
English
Place of publication
Hanover
United States
Dimensions
Height: 234 mm
Width: 156 mm
Thickness: 6 mm
Weight
162 gr
ISBN-13
978-1-60198-362-6 (9781601983626)
DOI
10.1561/0800000013
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Schweitzer Classification
Content
1 Introduction. 2 Bayesian VARs. 3. Bayesian State Space Modeling and Stochastic Volatility. 4. TVP-VARs. 5. Factor Methods. References