PhD course "Bayesian VAR for Macroeconomic Analysis"
University of Ljubljana, School of Economics and Business offers PhD course Bayesian VAR for Macroeconomic Analysis, thought by Professor Dan Zhu, on June, 9-13, 2025.
This intensive course particular focuses on the computational implementation of Bayesian Vector Autoregression (BVAR) techniques for macroeconomic forecasting and policy analysis.
Professor Dan Zhu is professor at the Department of Econometrics and Business Statistics, Monash University, Australia. Her research interests include numerical methods for sensitivity analysis, financial mathematics, optimization of stochastic dynamical systems, and Bayesian analysis.
The course is delivered in cooperation with the Bank of Slovenia.