RFE: Conference Listings
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Centre for Central Banking Studies, Bank of England
- May 08-16, 2012
- Applied Bayesian econometrics for central bankers - Centre for Central Banking Studies
- London, United Kingdom
- 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 regressions and vector autoregressions;- Gibbs sampling for state-space models including time-varying parameter and dynamic factor models;- non-linear regression models: the Metropolis-Hastings algorithm;- Bayesian model averaging; and- Bayesian estimation of dynamic stochastic general equilibrium models.[gem?_?? den Informationen des Anbieters - according to site editor's information]
- JEL Code: