6 July 2018
on course website
Macroeconometrics is an important area of research in economics. Time series methods for empirical macroeconomics have become very popular and widely used in the academia as well as in public and private institutions.
In general, the courses will have an empirical orientation. Although econometric theory will have a central role, special attention will be paid to the applications and data. The level of the courses should be comparable to those taught in the Barcelona GSE master programs.
It is directed by Luca Gambetti, Professor of Economics at Universitat Autònoma de Barcelona and Barcelona GSE Affiliated Professor.
Who will benefit from this program?
Researchers and practitioners working at central banks as well as other private and public institutions whose work would benefit from a course focused on the latest advances in macroeconometrics.
Masters and PhD students who want to extend their knowledge in macroeconometrics and learn more about frontier research topics.
The goal of the Barcelona Macroeconometrics Summer School is to offer courses covering a wide range of topics in macroeconometrics. The courses have the following objectives:
To provide students with knowledge of a set of modern time series methods necessary for empirical research in macroeconomics.
To present a variety of empirical applications in macroeconomics.
To survey some of the recent developments in macroeconometrics.
Six courses will be offered in the Macroeconometrics Summer School:
Week 1 (June 25-29, 2018)
Bayesian Time Series Methods: Introductory
Instructor: Dimitris Korobilis
Empirical Time Series Methods for Macroeconomic Analysis
Instructor: Luca Gambetti
Modeling Non-stationary and Non-linear Time Series
Instructor: Laura Mayoral and Gabriel Pérez-Quirós
Week 2 (July 2-6, 2018)
Bayesian Time Series Methods: Advanced
Instructor: Gary Koop
Bayesian Methods for DSGE Models
Instructor: Kristoffer Nimark
Time-Series Methods for Financial Time Series
Instructor: Christian Brownlees
At the conclusion of the Summer Schools, participants will receive a certificate for the number of hours attended. All Barcelona GSE courses require an average of twice the lecture hours for readings, pre-readings and class preparation. Interested students should check with their universities to see how these hours are transferable into ECTS credits.
EUR 1250: Regular Fee
EUR 700: Reduced Fee
Reduced Fee applies to PhD/Masters students, including Barcelona GSE students.
Multiple course selection, alumni, groups and partner discounts are available.
EARLY BIRD discount if confirming by March 5, 2018
on course website