Bayesian VARs: Estimation and Structural Analysis

About

The course will be taught by Christiane Baumeister (University of Notre Dame, NBER, CEPR) and focuses on state-of-the-art Bayesian methods for structural VAR analysis, with applications to monetary policy, labor markets and oil price fluctuations.

An intensive, hands-on introduction to modern Bayesian VAR techniques, with methods and insights that can be directly applied to academic research and policy work

Course leader

Professor Christiane Baumeister

Target group

The course is intended for PhD students, researchers, and practitioners with an interest in empirical macroeconomics.

Prerequisites:
Basic knowledge about Bayesian analysis and SVAR models.
Familiarity with MATLAB software

Fee info

*Early bird discount applies for enrolment and payment before April 1st 2026. PhD students will be asked to provide proof of enrolment in a PhD programme. PhD students enrolled at a Flemish University are exempt from any fee.