Concepedia

Bayesian Econometrics

Bayesian Econometrics is a branch of econometrics that applies Bayesian principles of probability and inference to the estimation and testing of economic models, distinguishing itself by incorporating prior information into the analysis of data.

2.3K

Publications

183K

Citations

3.1K

Authors

1.3K

Institutions

Publications per year

2017–2026

462

Parents

Children

Publications

2.3K

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

, , +6

Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach

Frank Smets, Rafael Wouters · American Economic Review · 2007 · 4.7K citations

, , +17

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

, , +10

Introduction to the Theory and Practice of Econometrics

Eric R. Ziegel, George G. Judge, Peter Hill et al. · Technometrics · 1989 · 2.2K citations

, , +10

Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach

Xavier Sala-i-Martín, Gernot Doppelhofer, Ronald I. Miller · American Economic Review · 2004 · 2.1K citations

, , +10

1–5 of 2.3K

Authors

3.1K

  1. GK
    Gary Koop

    University of Strathclyde, United Kingdom

    53 publications · 3.4K citations

    34

    h-index

  2. AZ
    Arnold Zellner

    University of Chicago, United States

    34 publications · 6.1K citations

    27

    h-index

  3. JG
    John Geweke

    University of Technology Sydney, Australia

    30 publications · 5.4K citations

    24

    h-index

  4. MF
    Mark F. J. Steel

    University of Warwick, United Kingdom

    26 publications · 2.2K citations

    19

    h-index

  5. MV
    Mattias Villani

    Stockholm University, Sweden

    22 publications · 1.9K citations

    18

    h-index

1–5 of 3.1K

Institutions

1.3K

  1. European Central Bank

    Frankfurt am Main, Germany

    37 h-index

    90 publications

    15.2K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    33 h-index

    80 publications

    10.3K citations

  3. University of Chicago

    Chicago, United States

    32 h-index

    62 publications

    10.1K citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    32 h-index

    64 publications

    7.1K citations

  5. Federal Reserve

    Washington D.C., United States

    26 h-index

    71 publications

    4.7K citations

  6. University of Pennsylvania

    Philadelphia, United States

    25 h-index

    38 publications

    7.5K citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    25 h-index

    67 publications

    4.4K citations

  8. University of Strathclyde

    Glasgow, United Kingdom

    24 h-index

    33 publications

    2.1K citations

1–8 of 1.3K

Venues

  1. Journal of Econometrics

    119 publications · 9.5K citations

    52

    h-index

  2. SSRN Electronic Journal

    Repository · 236 publications · 12.3K citations

    50

    h-index

  3. Journal of Applied Econometrics

    86 publications · 11K citations

    44

    h-index

  4. Journal of the American Statistical Association

    83 publications · 8.6K citations

    41

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 99 publications · 9.3K citations

    40

    h-index

1–5