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The purpose of this work is to identify a dynamic linear model which allows to make predictions about the future trend of the GDP of the United States. For this purpose, a general overview of the Bayesian approach to statistical analysis will also be presented, together with a description of the mathematical structure of the dynamic linear model and of the methods which need to be used in order to arrive to a correct model specification.

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Prisca Primavera Piccoli graduated at the Ca´ Foscari University of Venice in Statistics and Computer Science for Business Management in 2013, and in Economics and Finance at the same university in 2015, with full marks.

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