Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics. These

Illustrates Bayesian theory and application through a series of exercises in question and answer format.

Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly ma

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 applicatio

The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.