“...This volume in the Econometric Exercises series contains questions and answers to provide students with useful practice, as they attempt to master Bayesian...”

“..."The past two decades have seen econometrics grow into a vast discipline. Many different branches of the subject now happily coexist with one another. These...”

“...Analysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to apply such techniques in the...”

“...This paper is motivated by the recent interest in the use of Bayesian VARs for forecasting, even in cases where the number of dependent variables is large. In...”

“...We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods...”

“...This paper develops methods for VAR forecasting when the researcher is uncertain about which variables enter the VAR, and the dimension of the VAR may be...”

“...We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or...”

“...Summary Output growth estimates for regions of the UK are currently published at an annual frequency only, released with a long delay, and offer limited...”

“...•Values of some proxies of political–economic development come with standard errors.•Existing empirical work discards the information provided by the standard...”