Bayesian Methods

20 Pages Posted: 18 Mar 2012

See all articles by Luc Bauwens

Luc Bauwens

Université catholique de Louvain

Dimitris Korobilis

University of Glasgow - Adam Smith Business School

Date Written: November 28, 2011

Abstract

This chapter presents an introductory review of Bayesian methods for research in empirical macroeconomics.

Keywords: Bayesian inference, dynamic regression model, prior distributions, MCMC methods

JEL Classification: C11

Suggested Citation

Bauwens, Luc and Korobilis, Dimitris, Bayesian Methods (November 28, 2011). Available at SSRN: https://ssrn.com/abstract=2025217 or http://dx.doi.org/10.2139/ssrn.2025217

Luc Bauwens

Université catholique de Louvain ( email )

CORE
34 Voie du Roman Pays
B-1348 Louvain-la-Neuve, b-1348
Belgium
32 10 474321 (Phone)
32 10 474301 (Fax)

Dimitris Korobilis (Contact Author)

University of Glasgow - Adam Smith Business School ( email )

40 University Avenue
Gilbert Scott Building
Glasgow, Scotland G12 8QQ
United Kingdom

HOME PAGE: http://https://sites.google.com/site/dimitriskorobilis/

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