Bayesian econometrics
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.
Year of publication: |
2020
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Authors: | Bernardi, Mauro ; Grassi, Stefano ; Ravazzolo, Francesco |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 13.2020, 11, p. 1-2
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Publisher: |
Basel : MDPI |
Subject: | Bayesian econometrics | forecasting | macroeconomic and financial applications | MCMC methods |
Saved in:
freely available