Prof. Gary Koop
Queen Mary, University of London, 14-16 December 2011
A hands-on course on BVARs and models which can be put in state space form: DSGE models, multivariate stochastic volatility and TVP-VARs. Morning lectures will be followed by hands-on computer sessions in the afternoon. This course was previously run at QMUL, central banks
including the Bank of England, the Bundesbank and the Czech National Bank, and the Polish Ministry of Finance.
Please quote 10 Academic Resources Daily in your application to this opportunity!