Inference in Macro Models: Forcasting with Big Data, BVARs and SVARs
Norges Bank and BI Norwegian Business School are organizing a joint PhD course in Inference in Macro Models: Forcasting with Big Data, BVARs and SVARs. The course is registered with Department of Economics at BI. Guest lecturer will be: Professor Domenico Giannone, University of Washington and CEPR, and Professor Giorgio Primiceri, Northwestern University. The course will be hosted by Norges Bank over the period May 9-13, 2022.
1. Big data and the curse of dimensionality in macroeconomics
2. Introduction to Bayesian inference
3. Multivariate models: VARs and Bayesian VARs
4. Recent and more advanced priors
5. Shock identification and Structural VARs
This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.