Bayesian estimation of structural models
A 6 meeting postgraduate course ,
Gianni
Amisano (amisano@eco.unibs.it,
gianni.amisano@ecb.int), http://www.eco.unibs.it/~amisano
Last modified: 28/04/08
Syllabus
1)Bayesian
estimation of VAR and Structural VAR models: various examples of identification
2)Specifying,
solving and estimating a simple RBC model.
3)A typical
New Keynesian DSGE model: specification, model solution and estimation
Teaching notes
TN1
(23/04/08) Matlab code templates
for SVAR models (compressed)
TN2
(24/04/08) Matlab code templates
for a RBC model (compressed)
TN3
(25/04/08) Matlab code templates
for a DSGE model (compressed)
An Example of exam questions and an optional
problem set here
Please contact me if you encounter any
problem in dealing with codes/examples/references/notes I used in this course.
Have fun and good luck.