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dc.contributor.editorBernardi, Mauro
dc.contributor.editorGrassi, Stefano
dc.contributor.editorRavazzolo, Francesco
dc.date.accessioned2021-05-01T15:49:50Z
dc.date.available2021-05-01T15:49:50Z
dc.date.issued2020
dc.identifierONIX_20210501_9783039437856_1192
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/69446
dc.description.abstractSince the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, models, parameters and parameter restriction uncertainties, in a unified and coherent framework. This book contributes to this literature by collecting a set of carefully evaluated contributions that are grouped amongst two topics in financial economics. The first three papers refer to macro-finance issues for real economy, including the elasticity of factor substitution (ES) in the Cobb–Douglas production function, the effects of government public spending components, and quantitative easing, monetary policy and economics. The last three contributions focus on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic discussion and their importance has only been further emphasized by the COVID-19 crisis.
dc.languageEnglish
dc.subject.classificationthema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issuesen_US
dc.subject.otherunconventional monetary policy
dc.subject.othertransmission channel
dc.subject.otherBayesian TVP-SV-VAR
dc.subject.otherBayesian econometrics
dc.subject.otherportfolio choice
dc.subject.othersentiments
dc.subject.otherstock market predictability
dc.subject.othercryptocurrency
dc.subject.otherBitcoin
dc.subject.otherforecasting
dc.subject.otherpoint forecast
dc.subject.otherdensity forecast
dc.subject.otherdynamic model averaging
dc.subject.otherdynamic model selection
dc.subject.otherforgetting factors
dc.subject.othermilitary and civilian spending
dc.subject.otherDSGE model
dc.subject.otherfiscal policy
dc.subject.othermonetary policy
dc.subject.otherBayesian estimation
dc.subject.otherBayesian VAR
dc.subject.otherdensity forecasting
dc.subject.othertime-varying volatility
dc.subject.otherES
dc.subject.otherCES function
dc.subject.otherBayesian nonlinear mixed-effects regression
dc.subject.otherMCMC methods
dc.subject.othermacroeconomic and financial applications
dc.titleBayesian Econometrics
dc.typebook
oapen.identifier.doi10.3390/books978-3-03943-786-3
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn9783039437856
oapen.relation.isbn9783039437863
oapen.pages146
oapen.place.publicationBasel, Switzerland


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