Bayesian forecasting in economics and finance: A modern review

Author:

Martin Gael M.,Frazier David T.,Maneesoonthorn Worapree,Loaiza-Maya Rubén,Huber FlorianORCID,Koop Gary,Maheu John,Nibbering DidierORCID,Panagiotelis Anastasios

Funder

Australian Research Council

Austrian Science Fund

Social Sciences and Humanities Research Council of Canada

Publisher

Elsevier BV

Subject

Business and International Management

Reference346 articles.

1. Quantifying time-varying forecast uncertainty and risk for the real price of oil;Aastveit;Journal of Business & Economic Statistics,2023

2. Combined density nowcasting in an uncertain economic environment;Aastveit;Journal of Business & Economic Statistics,2018

3. Bayesian network modelling for the wind energy industry: An overview;Adedipe;Reliability Engineering & System Safety,2020

4. Forecasting performance of an open economy DSGE model;Adolfson;Econometric Reviews,2007

5. Multimodality in macrofinancial dynamics;Adrian;International Economic Review,2021

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