Bayesian econometrics

Mauro Bernardi, Stefano Grassi and Francesco Ravazzolo

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.

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Year of publication:	2020
Authors:	Bernardi, Mauro ; Grassi, Stefano ; Ravazzolo, Francesco
Published in:	Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 13.2020, 11/257, p. 1-2
Subject:	Bayesian econometrics \| forecasting \| macroeconomic and financial applications \| MCMC methods \| Theorie \| Theory \| Bayes-Statistik \| Bayesian inference \| Ökonometrie \| Econometrics \| Prognoseverfahren \| Forecasting model \| Markov-Kette \| Markov chain \| Zeitreihenanalyse \| Time series analysis \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Finanzmarkt \| Financial market

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3390/jrfm13110257 [DOI] hdl:10419/239370 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012389851