Current Teaching [Back]

Bayesian Econometrics

Welcome to Bayesian Econometrics (FS-2022) at SSE! The Course Outline contains a detailed description of what will be covered in this course.


  • 16.09.2022 - Replication assignment has been uploaded, due date is \(\mathsf{18^{th}}\) of October (14:00), 2021.
  • 16.09.2022 - Matlab code is now on GitHub at: SSE-IBE-Code
  • 16.09.2022 - Topic 3 slides updated (broken links fixed)
  • 02.09.2022 - Homework 2 has been uploaded, due date is \(\mathsf{20^{th}}\) of September (8:00am).
  • 30.08.2022 - Homework 1 has been uploaded, due date is \(\mathsf{13^{th}}\) of September (8:00am).

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

  • None at the moment



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