RFE: Conference Listings
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- Centre for Central Banking Studies (CCBS), Bank of England
| Dates: | September 21-25, 2009 |
| Description: | Applied Bayesian econometrics for central bankers |
| Location: | London, United Kingdom |
| Subject: | The seminar will be taught from the perspective of the practitioner with the aim of discussing techniques that can improve upon, and provide a more convenient alternative to, classical econometric methods. The topics covered may include: introduction to Bayesian analysis and Gibbs sampling; Gibbs sampling for linear regressions and vector autoregressions (VARs); Gibbs sampling for state-space models including time-varying parameter and dynamic factor models; non-linear regression models: the Metropolis-Hastings algorithm; and Bayesian estimation of dynamic stochastic general equilibrium models. [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | https://www.bankofengland.co.uk/education/ccbs/events/events.aspx?Navigate=EventSummaryBySubject |