What is there that links computational Bayesian statistics and Economics(preferably macro)? I'm looking for a primer or gentle introduction on the matter. It doesn't need to go into much detail.
Any help would be appreciated.
Not aware if there exists a "gentle" introduction, but you might try Zellner's "Bayesian Analysis in Econometrics and Statistics" (1997) or Koop's "Bayesian Econometrics" (2003).