RFE: Conference Listings


This service is joint project of RFE and EconBiz.

- Centre for Central Banking Studies, Bank of England

Dates:July 29-August 06, 2014
Description:Applied Bayesian econometrics for central bankers - Centre for Central Banking Studies
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 classical econometric methods, or are more convenient alternatives. The topics covered are likely to include: - introduction to Bayesian analysis and Gibbs sampling; - Gibbs sampling for linear regression, vector autoregressions and vector error-correction models; - 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:C
URL:http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

RFE

RFE Home

Econ Search Engine

RFE Search

Conferences

Announcements

Complete Contents

Abridged Contents