Barcelona, Spain


when 29 June 2020 - 17 July 2020
language English
duration 3 weeks
credits 3 EC
fee EUR 1275

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.

Course leader

It is directed by Luca Gambetti, Professor of Economics at Universitat Autònoma de Barcelona and Barcelona GSE Affiliated Professor.

Target group

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.

Course aim

Seven courses will be offered in the Macroeconometrics Summer School 2020:

Week 1 (June 29 - July 3, 2020)

Bayesian Methods for DSGE Models
Instructor: Kristoffer Nimark (Cornell University)

Modeling Non-stationary and Non-linear Time Series
Instructor: Laura Mayoral (IAE-CSIC and Barcelona GSE) and Gabriel Pérez-Quirós (Bank of Spain)

Time Series Methods for Macroeconomic Analysis
Instructor: Luca Gambetti (UAB and Barcelona GSE)

Week 2 (July 6-10, 2020)

Bayesian Time Series Methods: Introductory
Instructor: Gary Koop (University of Strathclyde)

High-Dimensional Time Series for Macroeconomic Analysis I
Instructors: Luca Sala (Bocconi University)

Week 3 (July 13-17, 2020)

Bayesian Time Series Methods: Advanced
Instructor: Andrea Carriero (Queen Mary University of London)

High-Dimensional Time Series for Macroeconomic Analysis II
Instructors: Christian Brownlees

Credits info

3 EC
At the conclusion of the Summer Schools, participants will receive a certificate for the number of hours attended. Starting in the 2020 edition, the Barcelona GSE Summer School will offer participants the possibility of being assessed for the purpose of requesting official credit transfers (ECTS).

Fee info

EUR 1275: Max. Regular Fee- Min. Reduced Fee

Please check the fees in the course page as they may vary according to the different weeks.


Reduced Fee applies to PhD/Masters students, including Barcelona GSE students and Alumni.
Multiple course selection, groups and partner discounts are available.
EARLY BIRD discount if confirming by March 10, 2020.