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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

About Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

Provides a survey of the Bayesian methods used in modern empirical macroeconomics. The book reviews and extends the Bayesian literature on VARs, TVP-VARs and TVP-FAVARs with a focus on the practitioner. The authors go beyond simply defining each model, but specify how to use them in practice.

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  • Language:
  • English
  • ISBN:
  • 9781601983626
  • Binding:
  • Paperback
  • Pages:
  • 106
  • Published:
  • June 19, 2010
  • Dimensions:
  • 158x232x6 mm.
  • Weight:
  • 164 g.
Delivery: 1-2 weeks
Expected delivery: November 28, 2024

Description of Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

Provides a survey of the Bayesian methods used in modern empirical macroeconomics. The book reviews and extends the Bayesian literature on VARs, TVP-VARs and TVP-FAVARs with a focus on the practitioner. The authors go beyond simply defining each model, but specify how to use them in practice.

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