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Bayesian Methods for Empirical
Macroeconomics A Masterclass prepared for DIW Graduate Centre, 20-21 September, 2012 Lecturer: Gary Koop (Gary.Koop@strath.ac.uk) Gary Koop's webpage is here A general overview of the course is available here. The monograph: Koop, G. and Korobilis, D. (2010). "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics" which will form the basis of the lectures for much of the course is available here. MATLAB computer code associated with Koop and Korobilis (2010) can be found here The lecture slides Gary will be using are available below: Topic 1: Overview and the Regression Model |
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