Readings and resources

  • Korobilis, D. and Shimizu, K. (2022). “Bayesian approaches to shrinkage and sparse estimation”, Foundations and Trends® in Econometrics, 11 (4), pp. 230-354.
  • Koop, G. and Korobilis, D. (2010). “Bayesian Multivariate Time Series Methods for Empirical Macroeconomics”, Foundations and Trends® in Econometrics, 3, pp. 267-358.
  • Koop, Gary (2003) Bayesian Econometrics, Wiley.
  • Koop, G., Poirier, D. and Tobias, J. (2007) Bayesian Econometric Exercises, Cambridge University Press
  • Bauwens, L. and Korobilis, D. (2013). “Bayesian Methods”, in Handbook of Research Methods and Applications on Empirical Macroeconomics.