Below you will find the course notes on Bayesian Macroeconometrics for a PhD course I recently taught. I intend to add additional materials when time permits. Please let me know if you find any typos or if something doesn't make sense.

Current version: ver 1.4 (2017-06)

The associated datasets and code can be downloaded here

• ver 1.4 (2017-06): added the chapter Mixture Models
• ver 1.3 (2017-03): added the chapter Bayesian Model Comparison
• ver 1.2 (2017-02): added the chapter Overview of Bayesian Econometrics
• ver 1.1 (2017-01): updated references and corrected a few typos
• ver 1.0 (2016-11): initial version