The Department organized a summer course in Bayesian Econometrics. The course was open to MAREB (option in Applied Economics) and PhD students. The course took place in Computers' Lab Room 24.
Prof.: Alessia Paccagnini (University College of Dublin)
Dates: June 18 and 19 (10:30–13:00 and 15:00–16:30) (8h)
Course content: Bayesian methods are increasingly implemented in Econometrics, in particular in Macroeconometrics and Empirical Macroeconomics. This course aims to illustrate the possible applications of Bayesian techniques focusing on empirical examples and how these methodologies are a common toolbox in advanced research not only in Econometrics but also in Empirical Macroeconomics. The course begins with a brief introduction to Bayesian Econometrics, describing the main concepts underlying Bayesian theory and showing how Bayesian techniques work in the regression model and in case of Vector Autoregression models. Moreover, computational methods are discussed in detail and several empirical examples are provide.
The follow up assessment will take into account the attendance of the course. The attendance is compulsory for all students registered since the course 2014-2015.
Students will be informed by email on the procedure to register for the courses.