RFE: Conference Listings
This service is joint project of RFE and EconBiz.
- Centre for Globalisation Research, School of Business and Management, Queen Mary, University of London
| Dates: | December 14-16, 2011 |
| Description: | 2nd Winter School: Bayesian Methods for Empirical Macroeconomics (by Professor Gary Koop, University of Strathclyde) |
| Location: | London, United Kingdom |
| Subject: | Bayesian time series models have become very popular with empirical macroeconomists. This is because they are especially suited to deal with great number of parameters such as the ones characterizing commonly employed macroeconomic models. The latter may include many variables and may feature for instance time changing parameters and changes in the error covariance matrix. This is a hands-on course, which starts from basic concepts in Bayesian Econometrics, and deals with VARs and models which can be put in state space form (i.e. linearized DSGE models, model with multivariate stochastic volatility and Time Varying Parameter-VARs). The econometrics of these models will be the focus of the course. However, some discussion of the implications of the theory for the econometrics will be provided. [gemäß den Informationen des Anbieters - according to site editor's information] |
| JEL Code: | C |
| URL: | http://hosted.busman.qmul.ac.uk/cgr/Summer%20Schools/44157.html |