EABCN Training School: Advances in Bayesian Analysis of DSGE Models

 

 

 

Euro Area Business Cycle Network Training School

“Advances in Bayesian Analysis of DSGE Models”

By

Frank Schorfheide

(University of Pennsylvania)

European University Institute, Florence

1‐3 June 2016

 

Course Schedule

Course Syllabus and Recommended Reading

Codes and slides

Study questions

List of participants (as of 24.05.2016)

Logistical infomation

 

About the instructor:

Frank Schorfheide (http://sites.sas.upenn.edu/schorf/) is a Professor of Economics at the University of Pennsylvania. He is also a Research Associate at the National Bureau of Economic Research (NBER) and a Research Fellow at the Centre for Economic Policy Research (CEPR). He has been a visiting scholar at several central banks and currently serves as the co-editor of the journal Quantitative Economics. Frank Schorfheide’s research areas are econometrics and empirical macroeconomics. Much of his work can be classified as macroeconometrics and is related to the Bayesian analysis of DSGE models. His research provides a set of tools that are useful for empirical work with modern macroeconomic models, including forecasting and policy analysis. He has applied these methods to analyse the sources of business cycle fluctuations and to study the effects of monetary policy.

About the Teaching Assistant:

Jacob Warren is a Ph.D. student at the University of Pennsylvania with research interests in econometrics and its applications to macroeconomics and finance.