The course presents a self-contained exposition of numerical Bayesian methods applied to reduced form models, to structural VARs, to a class of state space models (including TVC models, factor models, stochastic volatility models, Markov switching models) and to DSGE models.

The course presents a self-contained exposition of numerical Bayesian methods applied to reduced form models, to structural VARs, to a class of state space models (including TVC models, factor models, stochastic volatility models, Markov switching models) and to DSGE models.