ECON 7300

Last Updated

  • Schedule of Classes - September 22, 2025 1:06PM EDT

ECON 7300
Applied Bayesian Time Series Methods

Course information provided by the 2025-2026 Catalog.

The course introduces students to Bayesian time series methods. Students will learn how to make likelihood-based inference about unobserved quantities, e.g. model parameters, policy impacts or future outcomes, conditional on the observed data. Applications include structural vector autoregressions, state space models and linearized dynamic stochastic general equilibrium macro models. Student will become familiar with numerical posterior simulation techniques such as Gibbs sampling and the Metropolis-Hasting algorithm. The course is useful for any students interested in empirical work that involves time series and/or structural likelihood-based estimation.


Last 4 Terms Offered 2025SP, 2023SP, 2021SP, 2017SP

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Syllabi: none

  •   Seven Week - First. 

  • 1.5 Credits Stdnt Opt

  • 10262 ECON 7300   LEC 001

  •  
    • TR
    • Jan 20 - Mar 10, 2026

    • Nimark, K

  • Instruction Mode: In Person