Bayesian SVARS Summer School
This summer school is designed to gain an insight into frontier research on Bayesian Structural Vector Autoregression (Bayesian SVARs). Within this context its focus is structural identification of economic shocks at business cycle frequency rather than forecasting or longer-term analysis. Bayesian SVARs are frequently employed to empirically assess the effects of monetary policy, oil market, labour market and uncertainty shocks. The summer school is divided into four parts:
The summer school will take place in person. It combines lectures, workshops and coding exercises in Matlab.
For more information please email [email protected]
Closing date for registrations is Saturday 22nd April 2023 at 11.00pm.