Bayesian forecasting in economics and finance : a modern review
Year of publication: |
2024
|
---|---|
Authors: | Martin, Gael M. ; Frazier, David T. ; Maneesoonthorn, Worapree ; Loiza-Maya, Ruben ; Huber, Florian ; Koop, Gary ; Maheu, John ; Nibbering, Didier ; Panagiotelis, Anastasios |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 811-839
|
Subject: | Bayesian computational methods | Bayesian prediction | Electricity demand | Finance | Loss-based Bayesian prediction | Macroeconomics | Marketing | Theorie | Theory | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Finanzmarkt | Financial market |
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