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Centre for Central Banking Studies, Bank of England

May 31-June 08, 2011
Applied Bayesian econometrics for central bankers - Centre for Central Banking Studies
London, United Kingdom
Computational advances have greatly facilitated the use of Bayesian estimation and simulation techniques. The main advantage of these techniques is that they provide precise results in small samples and allow researchers to incorporate off-model information into the estimation procedure. In addition, these techniques easily allow the development of richer specifications, for instance, models with a large number of parameters to estimate or parameters that vary over time. This event is an introduction to some of the techniques in Bayesian econometrics which can be useful for modelling and forecasting in central banks. It will provide an overview of the theory and then focus on practical implementation through computer-based exercises. [gem?_?? den Informationen des Anbieters - according to site editor's information] The website is no longer available. [Redaktion EconBiz - editors EconBiz]
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