Winter School: Bayesian Methods for Empirical Macroeconomics, by Prof. Gary Koop
2nd Winter School: Bayesian Methods for Empirical Macroeconomics, by Prof. Gary Koop. QMUL, London 14-16 December, 2011.
14 Dec 2011 - 16 Dec 2011, Queen Mary University of London.
14 Dec 2011 - 16 Dec 2011, Queen Mary University of London.
| Organizer | Centre for Globalization Research (sutton.shannon@gmail.com) |
| Institution | School of Business and Management, Queen Mary University of London. |
| Invitation Only | No |
Course Details
A hands-on course on BVARs and models which can be put in state space form: DSGE models, multivariate stochastic volatility and TVP-VARs. Morning lectures will be followed by hands-on computer sessions in the afternoon. This course was previously run at QMUL, central banks including the Bank of England, the Bundesbank and the Czech National Bank, and the Polish Ministry of Finance.
Further Information
http://hosted.busman.qmul.ac.uk/cgr/Summer%20Schools/44157.html
