RFE: Conference Listings
This service is a joint project of RFE and EconBiz.
Centre for Central Banking Studies (CCBS), Bank of England
- September 21-25, 2009
- Applied Bayesian econometrics for central bankers
- London, United Kingdom
- 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]
- JEL Code: