Chapter 1 Bayesian Forecasting

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dc.contributor.author Geweke, J
dc.contributor.author Whiteman, C
dc.date.accessioned 2012-02-23T00:37:09Z
dc.date.issued 2006
dc.identifier.citation 2006, 1 pp. 3 - 80
dc.identifier.isbn 9780444513953
dc.identifier.other B1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/17314
dc.description.abstract Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general requires explicit formulation of a model, and conditioning on known quantities, in order to draw inferences about unknown ones. In Bayesian forecasting, one simply takes a subset of the unknown quantities to be future values of some variables of interest. This chapter presents the principles of Bayesian forecasting, and describes recent advances in computational capabilities for applying them that have dramatically expanded the scope of applicability of the Bayesian approach. It describes historical developments and the analytic compromises that were necessary prior to recent developments, the application of the new procedures in a variety of examples, and reports on two long-term Bayesian forecasting exercises. © 2006 Elsevier B.V. All rights reserved.
dc.relation.isbasedon 10.1016/S1574-0706(05)01001-3
dc.title Chapter 1 Bayesian Forecasting
dc.type Chapter
dc.journal.volume 1
dc.journal.number en_US
dc.publocation The Netherlands en_US
dc.identifier.startpage 3 en_US
dc.identifier.endpage 80 en_US
dc.cauo.name BUS.Faculty of Business en_US
dc.conference Verified OK en_US
dc.for 140303 Economic Models and Forecasting
dc.personcode 101228
dc.percentage 100 en_US
dc.classification.name Economic Models and Forecasting en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords Markov chain Monte Carlo
dc.description.keywords predictive distribution
dc.description.keywords probability forecasting
dc.description.keywords simulation
dc.description.keywords vector autoregression
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Economics
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
pubs.consider-herdc false
utslib.collection.history Economics (ID: 372)
utslib.collection.history Closed (ID: 3)


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