Study Macroeconometrics at the Barcelona School of Economics (BSE)

Course list for the 2024-25 academic year

Macroeconometrics Winter School (February 2025)

COURSES DELIVERED LIVE ONLINE


Identifying Dynamic Causal Effects in Macroeconomics (February 17 - 28)

20 HOURS (10 THEORY, 10 PRACTICAL) | Instructor: Luca Gambetti (UAB and BSE)

Understand the latest methods to estimate the propagation of macroeconomic shocks, then get hands-on practice so that you can apply these techniques in your own work.


Nowcasting and Forecasting with High-Frequency Data (February 17 - 28)

20 HOURS (10 THEORY, 10 PRACTICAL) | Instructor: Gabriel Pérez-Quirós (Bank of Spain)

Learn the most recent nowcasting techniques with particular attention to special situations that most courses do not cover: those in which traditional econometric models either fail or are silent about informing the economic developments.


Bayesian Macroeconometrics (Feb 3 - 14)

20 HOURS (10 THEORY, 10 PRACTICAL) | Instructor: Andrea Carriero (Queen Mary University of London) 

Understand the most advanced and recent techniques in Bayesian econometrics to model drifting parameters and volatilities, and apply them to your own projects.


Macroeconomic Forecasting: Machine Learning vs Time Series Methods (Feb 3 - 14)

20 HOURS (10 THEORY, 10 PRACTICAL) | Instructor: Christian Brownlees (UPF and BSE)

Get an in-depth overview of state-of-art techniques for forecasting macroeconomic variables. Understand the performance of both classical time series models and machine learning algorithms, and apply them to your own research.


 

Contact our course team for more info!

Course dates are announced throughout the year. Our team can also organize a course or design an in-company training program tailored to your specific needs.

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Benefits you will get from Barcelona School of Economics courses in any knowledge area

  • Specific knowledge and training concentrated into short, intensive modules
  • Interaction with area experts who are also experienced course instructors
  • Networking with colleagues from countries and institutions all over the world
  • Course delivery by an institution trusted by dozens of companies and organizations who send their employees for training year after year

Customized training on Macroeconometrics topics

Contact our course team to find out about organizing a Macroeconometrics course on topics such as:

  • Forecasting and Nowcasting with High-Frequency Information
  • Time Series Models for Macroeconomic Analysis
  • Time Series Methods for Risk Analysis

Courses can be customized in terms of content, experience level, schedule, delivery location, and modality (online or face-to-face).

Get in touch for more information about customizing BSE courses

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