Concepedia

Bayesian Time Series Analysis

Bayesian Time Series Analysis is a statistical methodology that belongs to the class of Bayesian inference techniques, distinguished by its application to temporally ordered data for modeling and forecasting dynamic processes through the incorporation of prior knowledge and sequential updating of posterior distributions.

1.3K

Publications

75.7K

Citations

2.8K

Authors

1.3K

Institutions

Publications per year

2017–2026

425

Parents

Children

Publications

1.3K

Time Varying Structural Vector Autoregressions and Monetary Policy

Giorgio E. Primiceri · The Review of Economic Studies · 2005 · 2.9K citations

, , +16

Dynamic topic models

David M. Blei, John Lafferty · 2006 · 2.4K citations

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Introduction to Multiple Time Series Analysis

Ian T. Jolliffe, Helmut Lütkepohl, Helmut Lütkepohl · Technometrics · 1993 · 2K citations

, , +16

Large Bayesian vector auto regressions

Marta Bańbura, Domenico Giannone, Lucrezia Reichlin · Journal of Applied Econometrics · 2009 · 1.2K citations

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Forecasting With Bayesian Vector Autoregressions—Five Years of Experience

Robert B. Litterman · Journal of Business and Economic Statistics · 1986 · 1.1K citations

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1–5 of 1.3K

Authors

2.8K

  1. GK
    Gary Koop

    University of Strathclyde, United Kingdom

    24 publications · 1.6K citations

    19

    h-index

  2. SP
    Simon Potter

    Federal Reserve Bank of New York, United States

    12 publications · 723 citations

    12

    h-index

  3. HK
    Herman K. van Dijk

    Erasmus University Rotterdam, Netherlands

    9 publications · 524 citations

    9

    h-index

  4. MW
    Mike West

    Duke University, United States

    9 publications · 1K citations

    9

    h-index

  5. AC
    Andrea Carriero

    Bocconi University, Italy

    9 publications · 885 citations

    9

    h-index

1–5 of 2.8K

Institutions

1.3K

  1. Duke University

    Durham, United States

    18 h-index

    32 publications

    2.3K citations

  2. The University of Melbourne

    Melbourne, Australia

    16 h-index

    33 publications

    1K citations

  3. Imperial College London

    London, United Kingdom

    14 h-index

    39 publications

    1.2K citations

  4. University of Chicago

    Chicago, United States

    14 h-index

    26 publications

    3K citations

  5. University of Cambridge

    Cambridge, United Kingdom

    14 h-index

    34 publications

    1.5K citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    13 h-index

    15 publications

    3.6K citations

  7. The University of Sydney

    Sydney, Australia

    11 h-index

    22 publications

    968 citations

  8. European Central Bank

    Frankfurt am Main, Germany

    11 h-index

    13 publications

    2.1K citations

1–8 of 1.3K

Venues

  1. Journal of the American Statistical Association

    41 publications · 3.5K citations

    28

    h-index

  2. SSRN Electronic Journal

    Repository · 50 publications · 2.3K citations

    23

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 26 publications · 2.8K citations

    21

    h-index

  4. Journal of Applied Econometrics

    24 publications · 3.6K citations

    20

    h-index

  5. Journal of Econometrics

    24 publications · 1.5K citations

    19

    h-index

1–5