Oxford, United Kingdom

Tools for Macroeconomists - The Essentials

online course
when 19 July 2021 - 23 July 2021
language English
duration 1 week
fee GBP 475

'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

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