I. Required Reading 

Andrew Blake & Haroon Mumtaz, 2015. "Applied Bayesian Econometrics for central bankers," Handbooks, Centre for Central Banking Studies, Bank of England, number 36, April. https://www.bankofengland.co.uk/-/media/boe/files/ccbs/resources/applied-bayesian-econometrics-for-central-bankers-updated-2017.pdf

References

Jeremy M. Piger, Bayesian Econometrics

Justin Tobias, Bayesian Econometric Methods

윤영민 교수, 베이즈 통계(13): 사례와 말로 설명하는 MCMC