Teaching and Notes

During my time at the University of Strathclyde, I have taught:

Introduction to Matlab (Course Materials)

EC111 Introduction to Economics 

EC215 Intermediate Microeconomics

EC413 Applied Econometrics (Lecture Notes)

SGPE MSc ECNM11043 Econometrics 1

SGPE MSc ECNM11049 Advanced Time Series Econometrics

SGPE MSc ECNM11060 Bayesian Econometrics

During my PhD candidacy at the Australian National University I tutored:

ECON1102 Macroeconomics 1 (2015-2017)

ECON2102 Macroeconomics 2 (2016)

ECON2101 Microeconomics 2 (2017)

EMET1001 Foundations of Economic and Financial Models (2017) Head Tutor position

EMET3007 Business and Economic Forecasting (2017)

Barcelona GSE summer course - Bayesian Time Series Methods I: Introductory (2021)

• Bayesian Linear Regression material 

• Bayesian Linear Regression with shrinkage material 

• Bayesian State Space Models material 

Study Center Gerzensee - Bayesian Methods for Empirical Macroeconomics (2022)

• Bayesian Linear Regression material with Gibbs Sampling and Metropolis-Hastings 

• Bayesian Linear Regression and VAR models with shrinkage 

• TVP-VAR-SV Forecasting code 

Bayesian textbook

• Bayesian Econometric Methods by Joshua Chan, Gary Koop, Dale Poirier and Justin Tobias (Matlab Code for the chapters).

Bayesian Macroeconometrics

• Gary Koop, Jamie Cross and I have taught an online introduction to Bayesian Econometrics in MATLAB course via Instats.

• I have written some Bayesian estimation code within Python for a training course at the UK Office of National Statistics.

• I gave a guest lecture on the Introduction to Bayesian estimation at the University of Notre Dame Australia in 2015.  

• I have also written a technical note on the estimation algorithm for the Panel BVAR (Matlab Code).

• Joshua Chan has also some notes on Bayesian Macroeconometrics on his personal website.

• I have written a basic introduction to BVAR with Minnesota priors and the Matlab code is attached within the zip file.

• BVAR with natural conjugate priors using dummy observations. (Matlab code and technical note).

• Matlab code for the time-varying parameter VAR with stochastic volatility (code).

Other Notes and Thesis

• SGPE MSc ECNM11043 Econometrics 1 tutorial notes. 

• I have also written some basic Game theory notes.

• My PhD thesis for the Australian National University.