MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03429naaaa2200673uu 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
https://directory.doabooks.org/handle/20.500.12854/69446 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20220714181301.0 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
books978-3-03943-786-3 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783039437856 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783039437863 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.3390/books978-3-03943-786-3 |
| Terms of availability |
doi |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
English |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
dc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
TB |
| Source |
bicssc |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bernardi, Mauro |
| Relator code |
edt |
| 9 (RLIN) |
1598580 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Bayesian Econometrics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Basel, Switzerland |
| Name of publisher, distributor, etc |
MDPI - Multidisciplinary Digital Publishing Institute |
| Date of publication, distribution, etc |
2020 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 electronic resource (146 p.) |
| 506 0# - RESTRICTIONS ON ACCESS NOTE |
|---|
| Terms governing access |
Open Access |
| Source of term |
star |
| Standardized terminology for access restriction |
Unrestricted online access |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, models, parameters and parameter restriction uncertainties, in a unified and coherent framework. This book contributes to this literature by collecting a set of carefully evaluated contributions that are grouped amongst two topics in financial economics. The first three papers refer to macro-finance issues for real economy, including the elasticity of factor substitution (ES) in the Cobb-Douglas production function, the effects of government public spending components, and quantitative easing, monetary policy and economics. The last three contributions focus on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic discussion and their importance has only been further emphasized by the COVID-19 crisis. |
| 540 ## - TERMS GOVERNING USE AND REPRODUCTION NOTE |
|---|
| Terms governing use and reproduction |
Creative Commons |
| -- |
https://creativecommons.org/licenses/by/4.0/ |
| -- |
cc |
| -- |
https://creativecommons.org/licenses/by/4.0/ |
| 546 ## - LANGUAGE NOTE |
|---|
| Language note |
English |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Technology: general issues |
| Source of heading or term |
bicssc |
| 9 (RLIN) |
928609 |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
unconventional monetary policy |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
transmission channel |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Bayesian TVP-SV-VAR |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Bayesian econometrics |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
portfolio choice |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
sentiments |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
stock market predictability |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
cryptocurrency |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Bitcoin |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
forecasting |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
point forecast |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
density forecast |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
dynamic model averaging |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
dynamic model selection |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
forgetting factors |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
military and civilian spending |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
DSGE model |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
fiscal policy |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
monetary policy |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Bayesian estimation |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Bayesian VAR |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
density forecasting |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
time-varying volatility |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
ES |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
CES function |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Bayesian nonlinear mixed-effects regression |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
MCMC methods |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
macroeconomic and financial applications |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Grassi, Stefano |
| Relator code |
edt |
| 9 (RLIN) |
1598581 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ravazzolo, Francesco |
| Relator code |
edt |
| 9 (RLIN) |
1598582 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bernardi, Mauro |
| Relator code |
oth |
| 9 (RLIN) |
1598580 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Grassi, Stefano |
| Relator code |
oth |
| 9 (RLIN) |
1598581 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ravazzolo, Francesco |
| Relator code |
oth |
| 9 (RLIN) |
1598582 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Host name |
www.oapen.org |
| Uniform Resource Identifier |
<a href="https://mdpi.com/books/pdfview/book/3250">https://mdpi.com/books/pdfview/book/3250</a> |
| -- |
0 |
| Public note |
DOAB: download the publication |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Host name |
www.oapen.org |
| Uniform Resource Identifier |
<a href="https://directory.doabooks.org/handle/20.500.12854/69446">https://directory.doabooks.org/handle/20.500.12854/69446</a> |
| -- |
0 |
| Public note |
DOAB: description of the publication |
