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Summer School on Bayesian Methods for Empirical Macroeconomics to be given on the 27-29 of June 2011 by Gary Koop, at Queen Mary University of London. The course will describe techniques on Bayesian Time Series Econometrics, starting from basic Bayesian Econometrics and dealing also with the estimation of VARs, linearised DSGE models, stochastic volatility and Time-Varying Paremeter-VARs. Similar versions of this course where recently given by Prof. Koop at the Bundesbank, the Bank of England, the Czech National Bank and the Polish Ministry of Finance. The course will provide understanding and insight into the methods used, as well as an opportunity of learning how to estimate these models using Matlab. Gary Koop is a Professor of Economics at the University of Strathclyde and a world leader in Bayesian Econometrics. With this approach, he has published numerous articles in journals such as the Journal of Econometrics, the Journal of Applied Econometrics and the Journal of Business and Economic Statistics. He is an associate editor for several journals and is currently co-editing (with John Geweke and Herman van Dijk) the soon-to-be-released Handbook of Bayesian Econometrics. Further information about the course is available at: http://hosted.busman.qmul.ac.uk/cgr/Summer%20Schools/44157.html. Alvaro Angeriz