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Annals Issue in Honor of John Geweke “Complexity and Big Data in Economics and Finance: Recent Developments from a Bayesian Perspective”
Edited by Sylvia Kaufmann

Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective
Sylvia Kaufmann, Sylvia Frühwirth-Schnatter, Herman K. van Dijk

Sequentially adaptive Bayesian learning algorithms for inference and optimization
John Geweke, Garland Durham

Tempered particle filtering
Edward Herbst, Frank Schorfheide

Importance sampling from posterior distributions using copula-like approximations
Petros Dellaportas, Mike G. Tsionas

Modeling systemic risk with Markov Switching Graphical SUR models
Daniele Bianchi, Monica Billio, Roberto Casarin, Massimo Guidolin

Achieving shrinkage in a time-varying parameter model framework
Angela Bitto, Sylvia Frühwirth-Schnatter

Sparse Bayesian time-varying covariance estimation in many dimensions
Gregor Kastner

Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Sylvia Kaufmann, Christian Schumacher

Bayesian compressed vector autoregressions
Gary Koop, Dimitris Korobilis, Davide Pettenuzzo

Dynamic Bayesian predictive synthesis in time series forecasting
Kenichiro McAlinn, Mike West

Forecast density combinations of dynamic models and data driven portfolio strategies
N. Bastürk, A. Borowska, S. Grassi, L. Hoogerheide, H.K. van Dijk

Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Mark Fisher, Mark J. Jensen

The value of news for economic developments
Vegard H. Larsen, Leif A. Thorsrud

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