BEGIN:VCALENDAR
VERSION:2.0
PRODID:https://www.diw.de/de/diw_01.c.806339.de/veranstaltungen.html
METHOD:PUBLISH
CALSCALE:GREGORIAN
BEGIN:VEVENT
UID:diw_01.c.998698.en
LOCATION:Elinor Ostrom Hall,DIW Berlin,Anton-Wilhelm-Amo-Strasse 58,10117 Berlin
SUMMARY:Introduction to Bayesian Macroeconometrics
DESCRIPTION:May 26, 27, 28 and June 2, 3, 4The lecture is each day from 09:00-10:30 and 11:00-12:30 // The starting point of this course is a self-contained introduction to Bayesian estimation and inference. We proceed with the Bayesian estimation of reduced-form vector autoregressions, discussing popular families of prior distributions and how to sample from the resulting posterior distributions.  Next, we move from reduced-form to structural VARs. We show how Bayesian inference can be implemented for several popular identification schemes.  In the final step, we use functional VARs to model the dynamic of cross-sectional densities. The last part of the course is devoted to the Bayesian estimation of DSGE models: likelihood evaluation with Kalman filter, posterior sampling using a Metropolis-Hastings algorithm and sequential Monte Carlo algorithm.  
DTSTART;VALUE=DATE:20260525T220000Z
DTEND;VALUE=DATE:20260604T220000Z
DTSTAMP:20260208T230000Z
URL:https://www.diw.de/en/diw_01.c.998698.en/events/introduction_to_bayesian_macroeconometrics.html
ORGANIZER;CN=Kerstin Bernoth:mailto:kbernoth@diw.de
END:VEVENT
END:VCALENDAR