ECON 7300

Last Updated

  • Schedule of Classes - July 2, 2025 11:52AM EDT
  • Course Catalog - March 17, 2025 8:31AM EDT

ECON 7300
Applied Bayesian Time Series Methods

Course information provided by the 2024-2025 Catalog. Courses of Study 2024-2025 is scheduled to publish mid-June.

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.


Course Attribute (EC-SAP)

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

When Offered Spring.

View Enrollment Information

Syllabi: none

  •   Seven Week - First. 

  • 1.5 Credits Stdnt Opt

  • 18410 ECON 7300   LEC 001

  •  
    • TR
    • Jan 21 - Mar 11, 2025

    • Nimark, K

  • Instruction Mode: In Person