Annals of CFE Special Issue on BAYESIAN ECONOMETRICS

Posted on 2013/06/13. Filed under: 綜合 |



We are inviting submissions for a special issue of CSDA dealing with
Bayesian Econometrics.

The last two decades have seen an explosion in the popularity and use
of Bayesian methods, largely as a result of important advances and
developments in computation. Practitioners are increasingly turning to
Bayesian methods to effectively tackle complex and realistic models
and problems. This is particularly true in the field of econometrics.
The aim of this issue is to illustrate and showcase recent advances in
computation of relevance for Bayesian econometrics as well as
highlight their application. Empirical contributions in finance and
macroeconomics that contain novel Bayesian computational or
methodological element are strongly encouraged.

The papers should have a computational or financial econometric, or
macroeconometric component in order to be considered for
publication. Authors who are uncertain about the suitability of their
papers should contact the special issue Guest Editors.

All submissions must contain original unpublished work not being
considered for publication elsewhere. Submissions will be refereed
according to the standard procedures for Computational Statistics &
Data Analysis. Information about the journal can be found at and about the supplement Annals of
Computational and Financial Econometrics at:

The deadline for submissions is 17 January 2014. However, papers can
be submitted at any time and they will enter the editorial system

Papers for the special issue should be submitted using the Elsevier
Electronic Submission tool EES: In the
EES please choose the special issue on Bayesian Econometrics and the
Co-Editor responsible for the special issues.

The special issue Guest Editors:

Luc Bauwens, Universite catholique de Louvain, Belgium
E-mail: luc.bauwens(at)

Gary Koop, University of Strathclyde, UK.
E-mail: gary.koop(at)

John Maheu, McMaster University, Canada.
E-mail: maheujm(at)

Yasuhiro Omori, University of Tokyo, Japan.
E-mail: omori(at)


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