2nd Winter School on Bayesian Methods for Empirical Macroeconomics
The 2nd Winter School on Bayesian Methods for Empirical Macroeconomics will take place from the 14th-16th December 2011 at Queen Mary University of London. The course will be given by Professor Gary Koop of the University of Strathclyde.
The course will describe techniques of Bayesian Time Series Econometrics, starting from basic Bayesian Econometrics and dealing also with the estimation of VARs, linearised DSGE models, stochastic volatility and Time-Varying Parameter-VARs. It will provide insight into the methods used, and will be an opportunity for learning how to estimate these models using Matlab.
Similar versions of this course where recently given by Prof. Koop at the Bundesbank, the Bank of England, the Czech National Bank and the Polish Ministry of Finance and Queen Mary University of London. During this last event there were many requests for a future session from colleagues who were unable to attend due to space restrictions; as a result it was decided to organise this Winter School.
Gary Koop is a Professor of Economics at the University of Strathclyde and a world leader in Bayesian Econometrics. With this approach, he has published numerous articles in journals such as the Journal of Econometrics, the Journal of Applied Econometrics and the Journal of Business and Economic Statistics. He is an associate editor for several journals and is currently co-editing (with John Geweke and Herman van Dijk) the soon-to-be-released Handbook of Bayesian Econometrics.
The course will describe techniques on Bayesian Time Series Econometrics, starting from basic Bayesian Econometrics and dealing also with the estimation of VARs, linearised DSGE models, stochastic volatility and Time-Varying Parameter-VARs. It will provide insight into the methods used, and will be an opportunity for learning how to estimate these models using Matlab.
Similar versions of this course where recently given by Prof. Koop at the Bundesbank, the Bank of England, the Czech National Bank and the Polish Ministry of Finance and Queen Mary University of London. During this last event we received many requests for a futuresession from colleagues who were unable to attend due to space restrictions, and have therefore decided to host this Winter School.
Gary Koop is a Professor of Economics at the University of Strathclyde and a world leader in Bayesian Econometrics. With this approach, he has published numerous articles in journals such as the Journal of Econometrics, the Journal of Applied Econometrics and the Journal of Business and Economic Statistics. He is an associate editor for several journals and is currently co-editing (with John Geweke and Herman van Dijk) the soon-to-be-released Handbook of Bayesian Econometrics.
Application forms and further information about the course are available at
http://hosted.busman.qmul.ac.uk/cgr/Summer%20Schools/44157.html
Or you can e-mail gr@qmul.ac.uk
The course will describe techniques of Bayesian Time Series Econometrics, starting from basic Bayesian Econometrics and dealing also with the estimation of VARs, linearised DSGE models, stochastic volatility and Time-Varying Parameter-VARs. It will provide insight into the methods used, and will be an opportunity for learning how to estimate these models using Matlab.
Similar versions of this course where recently given by Prof. Koop at the Bundesbank, the Bank of England, the Czech National Bank and the Polish Ministry of Finance and Queen Mary University of London. During this last event there were many requests for a future session from colleagues who were unable to attend due to space restrictions; as a result it was decided to organise this Winter School.
Gary Koop is a Professor of Economics at the University of Strathclyde and a world leader in Bayesian Econometrics. With this approach, he has published numerous articles in journals such as the Journal of Econometrics, the Journal of Applied Econometrics and the Journal of Business and Economic Statistics. He is an associate editor for several journals and is currently co-editing (with John Geweke and Herman van Dijk) the soon-to-be-released Handbook of Bayesian Econometrics.
The course will describe techniques on Bayesian Time Series Econometrics, starting from basic Bayesian Econometrics and dealing also with the estimation of VARs, linearised DSGE models, stochastic volatility and Time-Varying Parameter-VARs. It will provide insight into the methods used, and will be an opportunity for learning how to estimate these models using Matlab.
Similar versions of this course where recently given by Prof. Koop at the Bundesbank, the Bank of England, the Czech National Bank and the Polish Ministry of Finance and Queen Mary University of London. During this last event we received many requests for a futuresession from colleagues who were unable to attend due to space restrictions, and have therefore decided to host this Winter School.
Gary Koop is a Professor of Economics at the University of Strathclyde and a world leader in Bayesian Econometrics. With this approach, he has published numerous articles in journals such as the Journal of Econometrics, the Journal of Applied Econometrics and the Journal of Business and Economic Statistics. He is an associate editor for several journals and is currently co-editing (with John Geweke and Herman van Dijk) the soon-to-be-released Handbook of Bayesian Econometrics.
Application forms and further information about the course are available at
http://hosted.busman.qmul.ac.uk/cgr/Summer%20Schools/44157.html
Or you can e-mail gr@qmul.ac.uk
posted by Guy at 5:35 AM
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