Bayesian Macroeconometric Modelling Workshop

The Bayesian Macroeconometric Workshop will be held on 31 August to 1 September, 2025 and will be hosted by the School of Economics at The University of Queensland.The aim of this workshop is to produce a research volume in Advances in Econometrics on the theory and practice of Bayesian applied and theoretical macroeconometrics.The workshop is a place for researchers to present cutting edge research in Bayesian macroeconometric methods. Possible topics include, but are not limited to:

• Forecasting
• Policy analysis
• Identification
• Factor models
• High dimensional VARs
• Computational methods
• Time variation in high dimensional models
• Estimation, identification and inference in VARMAs 
• Achieving parsimony through techniques such as shrinkage and selection

Selected papers will appear as a volume in Advances in Econometrics: Bayesian Macroeconometric Modelling. The volume will be edited by Dr Rodney Strachan (University of Queensland) and Dr Eric Eisenstat (University of Queensland). Please email extended abstracts or completed papers no later than 31 March 2025. 

Advances in Econometrics (AiE) is a research annual whose editorial policy is to publish original articles that contain enough detail so that non-experts will find them accessible and useful in their work. Authors should be able to provide, upon request, data and code to facilitate replication of their results.

Please send any questions to bmw2025@uq.edu.au.

Junior Paper and Travel Awards

The Organizing Committee is pleased to announce two funding opportunities for student members of ISBA attending the workshop. The winner of this award will notified at the time of paper acceptance and announced at the conference dinner.

1. The Economics, Finance and Business Section of ISBA (ISBA EFaB) is funding one USD1000 paper award for junior scholars (defined as a PhD student) who are members of EFaB.
2. The International Society for Bayesian Analysis (ISBA) is funding one USD1000 travel grant for a junior scholar (defined as above) to help partially off-set travel costs.

Important Dates

Keynote speakers

Gary Koop, University of Strathclyde

Gary Koop Gary Koop is a Professor of Economics at the University of Strathclyde. His research speciality is Bayesian econometrics. He has made significant contributions in Bayesian time series econometrics in a range of areas including in Bayesian shrinkage methods for macroeconomics in data-rich environments and Bayesian methods for macroeconomic forecasting with Big Data. He has published 7 books and over 140 papers in leading econometrics journals. Further, he has held editorial roles with many journals, including the Journal of Econometrics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Studies in Nonlinear Dynamics and Econometrics, Journal of Time Series Analysis, Computational Statistics and Data Analysis, the Oxford Handbook of Bayesian Econometrics and the Scottish Journal of Political Economy. 

Sylvia Kaufmann, Study Center Gerzensee, University of Basel

Sylvia Kaufmann is Deputy Director of the Study Center Gerzensee, and adjunct professor at the University of Basel. Before working for the Swiss National Bank, Sylvia held positions at the University of Vienna, the Austrian Central Bank as consultant for the Economic Analysis Division and as research economist in the Economic Studies Division; she worked as senior staff member in the Inflation Forecasting Unit of the Swiss National Bank. Her research interests include time series econometrics, monetary policy and macroeconomics. She has published in top journals such as the Journal of Econometrics, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Monetary Economics, Journal of Applied Econometrics and Studies in Nonlinear Dynamics & Econometrics. She has made a number of contributions to Bayesian macroeconometrics including her resent work on various dynamic factor models.

Submissions

Please email submissions to bmw2025@uq.edu.au by 31 March 2025.

Registration for workshop

Registration closes on the 31 July 2025.

Preliminary Program

To be announced.

Accommodation

We recommend staying in Brisbane City or South Brisbane, both of which are well connected to UQ’s campus. Another option that is closer to campus is Toowong.

Transport

All suggested places to stay and the venues for each dinner are easily accessible using the City Cat ferries. The ferry stop closest to the conference venue is UQ St Lucia.

You do not need a travel card to use the ferries: you can tap on and off using any debit or credit card (including those in electronic wallets).

Important locations TBA.

Organising and Programme Committee

• Professor Rodney Strachan
• Professor Mike Smith
• Professor Joshua Chan
• Associate Professor Eric Eisenstat

Related Events

Note that this workshop follows the European Seminar on Bayesian Econometrics (ESOBE) at the University of Melbourne in Australia on 26th and 27th of August 2025. The dates for the Macroeconometrics and ESOBE workshops are chosen so that they follow closely on from the Econometric Society World Congress in Seoul, Korea, which ends on 22nd of August. Both the ESOBE conference and the Bayesian Macroeconometric workshop will be preceded by a one-day short course.