23 July 2021
Tools for Macroeconomists - The Essentials
online course'Tools for Macroeconomists: The Essentials and Advanced Tools' will be run online. These intensive graduate-level courses 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.
Course leader
Petr Sedlacek, Wouter den Haan, Pontus Rendahl
Course aim
THE ESSENTIALS
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
Fee info
GBP 475: Students
GBP 625: Academics
Professionals (Central Banks) £2,300
Scholarships
None