; ; ; "ActiveFedora::Aggregation::ListSource" . a , ; "Simulation-Based Bayesian Inference for Economic Time Series"; ; "batchuser@example.com"; "Geweke, John"; "Federal Reserve Bank of Minneapolis"; "This paper surveys recently developed methods for Bayesian inference and their use in economic time series models. It begins by reviewing aspects of Bayesian inference essential to understanding the implications of the Bayesian paradigm for time series analysis. It next describes the use of posterior simulators to solve otherwise intractable analytical problems. The theory and the computational advances are brought together in setting forth a practical framework for decision-making and forecasting. These developments are illustrated in the context of the vector autoregressions, stochastic volatility models, and models of changing regimes. "^^; "1996-08"; "2019-07-30T15:20:27.795564789+00:00"^^; "https://doi.org/10.21034/wp.570"; ; "https://creativecommons.org/licenses/by-nc/4.0/"; "Wed Oct 23 17:58:49 2019"; "https://creativecommons.org/licenses/by-nc/4.0/"; "Research Paper"; "266"; "Working paper (Federal Reserve Bank of Minneapolis. Research Department)"; "570"; ; ; ; ; "Federal Reserve Bank of Minneapolis. Research Department"; "Published in: _Simulation-based Inference in Econometrics: Methods and Applications_, R.Mariano, T. Schuermann, M. Weeks (Eds.), 2000, pp. 255-300, https://doi.org/10.1017/CBO9780511751981.015."^^; ; "Publication" . ; .