Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

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Publication:116057


DOI10.1561/0800000013zbMath1193.91117MaRDI QIDQ116057

Gary Koop, Gary Koop, Dimitris Korobilis

Publication date: 2009

Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1561/0800000013


62P20: Applications of statistics to economics

62F15: Bayesian inference

91B84: Economic time series analysis

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

65C40: Numerical analysis or methods applied to Markov chains


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