This course will introduce students to the foundations of Bayesian estimation in the context of macroeconomics. A rigorous treatment of the principles of Bayesian estimation and contrast with frequentist techniques will form the foundations to application to reduced-form and structural models of the macroeconomy. Topics such as linear regression, VAR, and DSGE models will be examined through the Bayesian perspective.
Access to this course has been restricted. Please login. Login
Information about access
You do not have enough rights to start this resource.