Recent Developments in Bayesian Econometrics and Their Applications

Edited by Stepan Mazur and Pär Österholm

in Springer Books from Springer

Date: 2025
ISBN: 978-3-032-00110-8
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Chapters in this book:

Introduction

Stepan Mazur and Pär Österholm

Forecasting with Bayesian Vector Autoregressions Revisited

Jamie L. Cross and Herman van Dijk

Large Bayesian Tensor VARs with Stochastic Volatility

Joshua Chan and Yaling Qi

Measuring Subregional Economic Activity: Missing Frequencies and Missing Data

Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon and Ping Wu

VAR Models with Fat Tails and Dynamic Asymmetry

Tamás Kiss, Stepan Mazur, Hoang Nguyen and Pär Österholm

International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach

Jamie L. Cross, Chenghan Hou and Aubrey Poon

Modeling Local Predictive Ability Using Power-Transformed Gaussian Processes

Oscar Oelrich and Mattias Villani

Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models

Oskar Gustafsson, Mattias Villani and Robert Kohn

Bayesian Regularization of the Tangency Portfolio

Olha Bodnar, Taras Bodnar and Vilhelm Niklasson

Predictive Decision Synthesis for Portfolios: Betting on Better Models

Emily Tallman and Mike West

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DOI: 10.1007/978-3-032-00110-8

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