Bayesian multivariate time series methods for empirical macroeconomics:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston, Mass. [u.a.]
Now Publ.
2010
|
| Schriftenreihe: | Foundations and trends in econometrics
3:4, 2009 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IX, 94 S. graph. Darst. |
| ISBN: | 9781601983626 160198362X |
Internformat
MARC
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| 020 | |a 160198362X |9 1-60198-362-X | ||
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| 100 | 1 | |a Koop, Gary |d 1960- |e Verfasser |0 (DE-588)170978729 |4 aut | |
| 245 | 1 | 0 | |a Bayesian multivariate time series methods for empirical macroeconomics |c Gary Koop ; Dimitris Korobilis |
| 264 | 1 | |a Boston, Mass. [u.a.] |b Now Publ. |c 2010 | |
| 300 | |a IX, 94 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Foundations and trends in econometrics |v 3:4, 2009 | |
| 700 | 1 | |a Korobilis, Dimitris |e Verfasser |4 aut | |
| 830 | 0 | |a Foundations and trends in econometrics |v 3:4, 2009 |w (DE-604)BV040753734 |9 3:4, 2009 | |
| 856 | 4 | 2 | |m Digitalisierung UB Bamberg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024495111&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024495111 | ||
Datensatz im Suchindex
| _version_ | 1804148502116171776 |
|---|---|
| adam_text | Contents
1 Introduction 1
2 Bayesian VARs 5
2.1 Introduction and Notation 5
2.2 Priors 7
2.3 Empirical Illustration: Forecasting with VARs 29
3 Bayesian State Space
Modeling and Stochastic Volatility 35
3.1 Introduction and Notation 35
3.2 The Normal Linear State Space Model 36
3.3 Nonlinear State Space Models 41
4 T VP-VARs 51
4.1 Hoinoskodastic TVP VARs 52
4.2 TVP VARs with Stochastic Volatility 64
4.3 Empirical Illustration of Bayesian Inference in
TVP VARs with Stochastic Volatility 64
5 Factor Methods 67
5.1 Introduction 68
5.2 The Dynamic Factor Model 69
ix
5.3 The Factor Augmented VAR (I*AVAR)
5.4 The TVF FA VAR
5.5 Empirical Illustration of Factor Method
6 Conclusion
References
|
| any_adam_object | 1 |
| author | Koop, Gary 1960- Korobilis, Dimitris |
| author_GND | (DE-588)170978729 |
| author_facet | Koop, Gary 1960- Korobilis, Dimitris |
| author_role | aut aut |
| author_sort | Koop, Gary 1960- |
| author_variant | g k gk d k dk |
| building | Verbundindex |
| bvnumber | BV039645283 |
| classification_rvk | QH 234 |
| ctrlnum | (OCoLC)743008755 (DE-599)BVBBV039645283 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV039645283 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:08:09Z |
| institution | BVB |
| isbn | 9781601983626 160198362X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024495111 |
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| physical | IX, 94 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Now Publ. |
| record_format | marc |
| series | Foundations and trends in econometrics |
| series2 | Foundations and trends in econometrics |
| spelling | Koop, Gary 1960- Verfasser (DE-588)170978729 aut Bayesian multivariate time series methods for empirical macroeconomics Gary Koop ; Dimitris Korobilis Boston, Mass. [u.a.] Now Publ. 2010 IX, 94 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Foundations and trends in econometrics 3:4, 2009 Korobilis, Dimitris Verfasser aut Foundations and trends in econometrics 3:4, 2009 (DE-604)BV040753734 3:4, 2009 Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024495111&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Koop, Gary 1960- Korobilis, Dimitris Bayesian multivariate time series methods for empirical macroeconomics Foundations and trends in econometrics |
| title | Bayesian multivariate time series methods for empirical macroeconomics |
| title_auth | Bayesian multivariate time series methods for empirical macroeconomics |
| title_exact_search | Bayesian multivariate time series methods for empirical macroeconomics |
| title_full | Bayesian multivariate time series methods for empirical macroeconomics Gary Koop ; Dimitris Korobilis |
| title_fullStr | Bayesian multivariate time series methods for empirical macroeconomics Gary Koop ; Dimitris Korobilis |
| title_full_unstemmed | Bayesian multivariate time series methods for empirical macroeconomics Gary Koop ; Dimitris Korobilis |
| title_short | Bayesian multivariate time series methods for empirical macroeconomics |
| title_sort | bayesian multivariate time series methods for empirical macroeconomics |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024495111&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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