Oxford, United Kingdom

Tools for Macroeconomists - The Essentials

when 3 August 2020 - 7 August 2020
language English
duration 1 week
fee GBP 475

The Essentials
August 3-7, 2020
Wouter den Haan and Petr Sedlacek

This course covers basic building blocks of numerical analysis, their use in solving modern macroeconomic models and an introduction into model estimation. Students will use Matlab code to solve and analyse macroeconomic models.

Topics include:
• function approximation, numerical integration
• perturbation, projection methods
• Kalman filter, Bayesian estimation, MCMC methods

Course leader

Wouter den Haan

Target group

students, researchers and professionals

Course aim

The Tools for Macroeconomists Summer School offers two courses: The Essentials and Advanced Tools. These intensive graduate-level courses are aimed at students, researchers and professionals and provide a combination of lectures and hands-on computer sessions. Participants will leave with a deep understanding of numerical methods and a portfolio of Matlab codes implementing them.

Fee info

GBP 475: Students
GBP 625: Academic staff