Forecasting with Bayesian Vector Autoregressions Revisited

Jamie L. Cross () and Herman K. van Dijk
Additional contact information
Jamie L. Cross: University of Melbourne, Melbourne Business School
Herman K. van Dijk: Erasmus University Rotterdam, Tinbergen Institute

A chapter in Recent Developments in Bayesian Econometrics and Their Applications, 2025, pp 7-22 from Springer

Abstract: Abstract Given the excellent contributions from Sune Karlsson on forecasting with Bayesian vector autoregression (BVAR) models, we reflect here on the major contributions and developments in that literature since its inception in the 1980s. Methodologically, we conduct a bibliometric analysis of 270 research articles that are contained within the Web of Science database. Results across four key areas of the literature are presented: publication trends, leading research topics, leading articles and authors, and social structure of research. Throughout the article, we also provide some more personal insights into Karlsson’s contributions and impact on the field, and to Bayesian VAR models more generally.

Date: 2025
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-032-00110-8_2

Ordering information: This item can be ordered from
http://www.springer.com/9783032001108

DOI: 10.1007/978-3-032-00110-8_2

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().