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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. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
C
Sponsor:
URL:
https://www.bankofengland.co.uk/education/ccbs/events/events.aspx?Navigate=EventSummaryBySubject

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