Spring 2026 - Bayesian Methods and Perspectives

February 2026 - May 2026, University of St. Gallen

The Method Reading Group takes place (approximately) bi-weekly with sessions of 1h15m, and we aim to devote at least one hour to topic discussion.

This semester, we meet on Thursdays, 16:15-17:30, alternating with the Quantitative Methods and Learning Research Seminar. Please see the schedule section below for updated room locations, dates and topics.

The group is open to anyone: if you would like to participate in the discussion too, let us know!

Notice: As Erik will be partially away during this semester, Lion has kindly agreed to help with organizing this edition.


Locations

Room C 58-018 (Next to Haus Washington)
Gound floor, Tellstrasse 2, St. Gallen
Link to MazeMap

Join Online
Teams Meeting Link
Note: the Teams link will be the same for all meetings.


Schedule

Please check this website for regular updates

#DateRoomPaper/TopicPresenterDiscussant
1)26.02C 58-018Bayesian Econometrics: Chapters 1 & 2 (2010)GiovanniErik
2)12.03C 58-018------
3)19.03C 58-018------
🌻 SEMESTER BREAK 🌻
4)23.04C 58-018------
5)07.05C 58-018------
5)21.05C 58-018------

Materials


Additional References

  1. Koop - Bayesian Econometrics (2010)
    General book covering topics of Bayesian estimation and inference.

  2. Geweke - Contemporary Bayesian Econometrics and Statistics (2005)
    Classical discussion of Bayesian econometric methods for cross-sectional and time series data, with MATLAB and R code.

  3. Blake & Mumtaz - Applied Bayesian econometrics for central bankers (2017)
    Review notes geared toward macroeconomic and monetary research.

  4. Samaniego - A Comparison of the Bayesian and Frequentist Approaches to Estimation (2010)
    A book-length discussion of similarities and differences between frequentist and Bayesian methods.

  5. Zellner - Bayesian econometrics: past, present, and future (2008)
    Overview of the history of theory and practice of the Bayesian approach up to the 2010's.


Members


How To

The general guidelines and "house rules" we follow are much inspired by those of e.g. the TS&ML Reading Group at the University of Southampton.

We will alternate over time so that each person can try and fulfill the two main roles at least once:

The following (total) preparation times are suggested:

If you encounter any issues with the materials, do not hesitate to contact us!