Out of Stock

This item is currently unavailable

Now Publishers Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Foundations and Trends (R) in Econometrics)

Out of Stock

Price data last checked 59 day(s) ago - refreshing...

View at Amazon

One email. No newsletter. No nudges.

Gone for 120 days. Could come back at any time — we're watching for you.

Out of stock 120 days · last price £63 · longest previous gap was 1 days

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 672 days • 672 data points (No recent data available)

Historical
Generating forecast...
£62.50 £2.47 £15.57 £28.67 £41.76 £54.86 £67.96 10 June 2024 24 November 2024 11 May 2025 26 October 2025 12 April 2026

Price Distribution

Price distribution over 672 days • 4 price ranges

Days at Price
Current Price
81 days 37 days 29 days 525 days · current 0 131 263 394 525 £8-19 £19-30 £30-41 £52-63 Days at Price

Price Analysis

Most common range: £52-63 (525 days, 78.1%)

Price range: £8 - £63

Price levels: 4 price ranges over 672 days

Description

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics. These models have been developed to address the fact that most questions of interest to empirical macroeconomists involve several variables and must be addressed using multivariate time series methods. Many different multivariate time series models have been used in macroeconomics, but Vector Autoregressive (VAR) models have been among the most popular. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics reviews and extends the Bayesian literature on VARs, TVP-VARs and TVP-FAVARs with a focus on the practitioner. The authors go beyond simply defining each model, but specify how to use them in practice, discuss the advantages and disadvantages of each and offer tips on when and why each model can be used.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
17 June 2010
Listed Since
19 July 2010

Barcode

No barcode data available

Similar Products You Might Like

Bayesian Econometric Methods: 7 (Econometric Exercises, Series Number 7)
97% match

Bayesian Econometric Methods: 7 (Econometric Exercises, Series Number 7)

Cambridge University Press

£92.33 13 Jan 2026
Bayesian Econometrics
96% match

Bayesian Econometrics

Wiley

£51.99 16 Mar 2026
Bayesian Econometric Methods: Series Number 7 (Econometric Exercises, Series Number 7)
96% match

Bayesian Econometric Methods: Series Number 7 (Econometric Exercises, Series Number 7)

Cambridge University Press

£44.66 15 Dec 2025
Contemporary Bayesian Econometrics and Statistics: 537 (Wiley Series in Probability and Statistics)
96% match

Contemporary Bayesian Econometrics and Statistics: 537 (Wiley Series in Probability and Statistics)

Wiley

£105.50 13 Jan 2026
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
96% match

State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

MIT Press

£52.87 09 Feb 2026
Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
95% match

Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)

Oxford University Press

£66.00 13 Feb 2026
The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)
95% match

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)

£137.36 25 Jan 2026
Applied Economic Forecasting using Time Series Methods
95% match

Applied Economic Forecasting using Time Series Methods

Oxford University Press

£101.20 13 Dec 2025
Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)
95% match

Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics)

Oxford University Press

£54.17 22 Jan 2026
Time Series for Economics and Finance
95% match

Time Series for Economics and Finance

Cambridge University Press

£110.59 18 Feb 2026
Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)
95% match

Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)

Wiley

£98.68 18 Mar 2026
New Introduction to Multiple Time Series Analysis
95% match

New Introduction to Multiple Time Series Analysis

Springer

£83.98 17 Mar 2026
COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)
95% match

COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)

Oxford University Press

£54.99 17 Mar 2026
Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications: 612 (Lecture Notes in Economics and Mathematical Systems, 612)
95% match

Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications: 612 (Lecture Notes in Economics and Mathematical Systems, 612)

Springer

£73.24 21 Apr 2026
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
95% match

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

Cambridge University Press

£132.28 14 Jan 2026
Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)
95% match

Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

Cambridge University Press

£56.79 14 Jan 2026
Essays in Honor of Peter C. B. Phillips: 33 (Advances in Econometrics, 33)
95% match

Essays in Honor of Peter C. B. Phillips: 33 (Advances in Econometrics, 33)

Emerald Group Publishing Limited

£83.63 08 Jan 2026
Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)
95% match

Multivariate Modelling of Non-Stationary Economic Time Series (Palgrave Texts in Econometrics)

MACMILLAN

£54.99 18 Apr 2026
Structural Macroeconometrics: (Second Edition)
95% match

Structural Macroeconometrics: (Second Edition)

Princeton University Press

£54.79 13 Jan 2026
Bayesian Modeling and Computation in Python (Chapman & Hall/CRC Texts in Statistical Science)
95% match

Bayesian Modeling and Computation in Python (Chapman & Hall/CRC Texts in Statistical Science)

£79.77 10 Jan 2026
Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling: V43, Part A (Advances in Econometrics, 43, Part A)
95% match

Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling: V43, Part A (Advances in Econometrics, 43, Part A)

£83.63 16 Apr 2026
New Developments in Time Series Econometrics (Studies in Empirical Economics)
95% match

New Developments in Time Series Econometrics (Studies in Empirical Economics)

Physica

£76.29 09 Mar 2026
Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
95% match

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Chapman and Hall/CRC

£43.95 18 Feb 2026
Current Trends in Bayesian Methodology with Applications
95% match

Current Trends in Bayesian Methodology with Applications

CRC Press

£63.94 08 Mar 2026