23 July 2021
Tools for Macroeconomists - The Essentialsonline 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.
Petr Sedlacek, Wouter den Haan, Pontus Rendahl
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.
function approximation, numerical integration
perturbation, projection methods
Kalman filter, Bayesian estimation, MCMC methods
GBP 475: Students
GBP 625: Academics
Professionals (Central Banks) £2,300