Technical Cooperation Programme

Workshop on "Advanced Econometrics: Introduction to Bayesian Econometrics"

Date: 03-04-2014

Representatives from 4 central banks participated in the workshop on "Advanced Econometrics: Introduction to Bayesian Econometrics" organized by the Economic Institute in cooperation with the International Department.

The workshop was held in the NBP headquarters in Warsaw on 1-2 April, 2014. The workshop, designed for central banks economists, included lectures on such topics as: Bayesian approach to inference, posterior inference in linear regression model, numerical methods in Bayesian inference, Bayesian Vector AutoRegression (BVAR) model: Minnesota prior, BVAR model: Normal-Wishart prior, SBVAR and Bayesian estimation of DSGE model.

Narodowy Bank Polski would like to thank all guests for active participation and NBP experts for their valuable contribution.

 
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