Bayesian Econometrics

Mauro Bernardi, Stefano Grassi and Francesco Ravazzolo
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Mauro Bernardi: Department of Statistics, University of Padova, 39100 Padova, Italy
Stefano Grassi: Department of Economics and Finance, University of Rome ‘Tor Vergata’, 00133 Rome, Italy

JRFM, 2020, vol. 13, issue 11, 1-2

Abstract: The computational revolution in simulation techniques has shown to become a key ingredient in the field of Bayesian econometrics and opened new possibilities to study complex economic and financial phenomena. Applications include risk measurement, forecasting, assessment of policy effectiveness in macro, finance, marketing and monetary economics.

Keywords: Bayesian econometrics; forecasting; MCMC methods; macroeconomic and financial applications (search for similar items in EconPapers)
JEL-codes: C E F2 F3 G (search for similar items in EconPapers)
Date: 2020
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