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Recent Developments in Bayesian Econometrics and Their Applications : Festschrift in Honour of Sune Karlsson - Stepan Mazur

Recent Developments in Bayesian Econometrics and Their Applications

Festschrift in Honour of Sune Karlsson

By: Stepan Mazur (Editor), Pär Österholm (Editor)

eText | 13 October 2025

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The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts in the field, with particular attention paid to Bayesian vector autoregressive (VAR) models and forecasting. It addresses forecasting with Bayesian VARs as a research field, mixed-frequency and high-dimensional Bayesian VARs, various forms of Bayesian VARs with stochastic volatility, forecast combination, analysis of time-varying parameter models in the frequency domain, and portfolio analysis in a Bayesian framework. Presenting cutting-edge research and providing valuable insights into the field of Bayesian econometrics, the book will appeal to researchers, practitioners in the banking sector, and government authorities.

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Non-FictionEconomicsEconometricsMathematicsProbability & StatisticsMacroeconomicsMonetary EconomicsAccounting & FinanceFinance

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