Artikel

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.

Language
Englisch

Bibliographic citation
Journal: Journal of Risk and Financial Management ; ISSN: 1911-8074 ; Volume: 13 ; Year: 2020 ; Issue: 11 ; Pages: 1-2 ; Basel: MDPI

Classification
Wirtschaft
Subject
Bayesian econometrics
forecasting
macroeconomic and financial applications
MCMC methods

Event
Geistige Schöpfung
(who)
Bernardi, Mauro
Grassi, Stefano
Ravazzolo, Francesco
Event
Veröffentlichung
(who)
MDPI
(where)
Basel
(when)
2020

DOI
doi:10.3390/jrfm13110257
Handle
Last update
10.03.2025, 11:44 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Artikel

Associated

  • Bernardi, Mauro
  • Grassi, Stefano
  • Ravazzolo, Francesco
  • MDPI

Time of origin

  • 2020

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