Current Teaching [Back]

Bayesian Econometrics

Welcome to Bayesian Econometrics (FS-2021) at SSE! The Course Outline contains a detailed description of what will be covered in this course. The teaching schedule is available here.


  • 16.09.2021 - Replication assignment has been uploaded, due date is \(\mathsf{18^{th}}\) of October (14:00), 2021.
  • 13.09.2021 - Homework 2 has been uploaded, due date is \(\mathsf{28^{th}}\) of September (8:00am).
  • 03.09.2021 - Homework 1 has been uploaded, due date is \(\mathsf{14^{th}}\) of September (8:00am).
  • 09.08.2021 - See you in class on the \(\mathsf{31^{st}}\) of August, 2021.

Lecture Notes

Access to the lecture notes is password protected. I will distribute the password in the first lecture.

Slides/2pp Notes

Other/Extra Material


  • contains extra Matlab 'functions' needed to run the examples in the lecture notes


Other Material

Old Teaching [Show]

From 2010 to the end of 2016, I have taught the fol­low­ing three econo­met­rics cours­es in reg­u­lar Spring/Au­tumn cycles at the Uni­ver­sity of St. Gallen (besides the Bayesian Econo­met­rics course list­ed above).

  1. Time Series Econometrics
  2. Linear Time Series Analysis
  3. Further Topics in Regression anal­y­sis