Bauwens, L and Korobilis, D (2013) Bayesian methods. In: Handbook of Empirical Methods in Macroeconomics. UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) . Edward Elgar Publishing, Cheltenham, pp. 363-380. ISBN 9780857931016.
Bauwens, L and Korobilis, D (2013) Bayesian methods. In: Handbook of Empirical Methods in Macroeconomics. UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) . Edward Elgar Publishing, Cheltenham, pp. 363-380. ISBN 9780857931016.
Bauwens, L and Korobilis, D (2013) Bayesian methods. In: Handbook of Empirical Methods in Macroeconomics. UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) . Edward Elgar Publishing, Cheltenham, pp. 363-380. ISBN 9780857931016.
Abstract
Chapter written for the Handbook of Research Methods and Applications on Empirical Macroeconomics, edited by Nigar Hashimzade and Michael Thornton, forth- coming in 2012 (Edward Elgar Publishing). This chapter presents an introductory review of Bayesian methods for research in empirical macroeconomics.
Item Type: | Book Section |
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Uncontrolled Keywords: | C11; Bayesian inference; dynamic regression model; prior distributions; MCMC methods |
Subjects: | H Social Sciences > HB Economic Theory |
Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Essex Business School |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 23 Nov 2016 12:16 |
Last Modified: | 16 May 2024 17:46 |
URI: | http://repository.essex.ac.uk/id/eprint/17952 |