Recent Developments in Bayesian Econometrics and Their Applications: Festschrift in Honour of Sune Karlsson
Author:   Stepan Mazur ,  Pär Österholm
Publisher:   Springer Nature Switzerland AG
ISBN:  

9783032001092


Pages:   249
Publication Date:   14 October 2025
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Recent Developments in Bayesian Econometrics and Their Applications: Festschrift in Honour of Sune Karlsson


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Author:   Stepan Mazur ,  Pär Österholm
Publisher:   Springer Nature Switzerland AG
Imprint:   Springer Nature Switzerland AG
ISBN:  

9783032001092


ISBN 10:   3032001099
Pages:   249
Publication Date:   14 October 2025
Audience:   General/trade ,  General
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

- Forecasting with Bayesian Vector Autoregressions Revisited.- Large Bayesian Tensor VARs with Stochastic Volatility.- Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data.- VAR Models with Fat Tails and Dynamic Asymmetry.- International Transmission of Macroeconomic Uncertainty in Small.- Modeling Local Predictive Ability using Power-Transformed Gaussian Processes.- Spectral Domain Likelihoods for Bayesian Inference in Time-Varying Parameter Models.- Bayesian Regularization of the Tangency Portfolio.- Predictive Decision Synthesis for Portfolios: Betting on Better Models.

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Author Information

Stepan Mazur is an Associate Professor in Statistics at the School of Business, Örebro University, Sweden. He holds a PhD in Economics from European University Viadrina Frankfurt (Oder) and previously worked as a PostDoc at Lund University and Aarhus University. He has also been a Visiting Assistant Professor in Statistics at Linnaeus University. His research focuses on multivariate statistics with applications in macro- and financial economics.  Pär Österholm is a Professor of Economics at the School of Business, Örebro University, Sweden. He holds a PhD in Economics from Uppsala University and previously was a Division Head at the National Institute of Economic Research. He has also been a Visiting Researcher at the Board of Governors of the Federal Reserve System and the International Monetary Fund, a Senior Economist at Sveriges Riksbank and the National Institute of Economic Research, and a member of the Swedish Fiscal Policy Council. His research interests include macro-finance, forecasting and monetary policy.

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