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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Paperback, New) Loot Price: R1,751
Discovery Miles 17 510
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Paperback, New): Gary Koop, Dimitris Korobilis

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Paperback, New)

Gary Koop, Dimitris Korobilis

Series: Foundations and Trends (R) in Econometrics

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Loot Price R1,751 Discovery Miles 17 510 | Repayment Terms: R164 pm x 12*

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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics. These models have been developed to address the fact that most questions of interest to empirical macroeconomists involve several variables and must be addressed using multivariate time series methods. Many different multivariate time series models have been used in macroeconomics, but Vector Autoregressive (VAR) models have been among the most popular. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 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, discuss the advantages and disadvantages of each and offer tips on when and why each model can be used.

General

Imprint: Now Publishers Inc
Country of origin: United States
Series: Foundations and Trends (R) in Econometrics
Release date: June 2010
First published: June 2010
Authors: Gary Koop • Dimitris Korobilis
Dimensions: 234 x 156 x 6mm (L x W x T)
Format: Paperback
Pages: 106
Edition: New
ISBN-13: 978-1-60198-362-6
Categories: Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 1-60198-362-X
Barcode: 9781601983626

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