Course list for the 2023-24 academic year

Macroeconometrics Winter School (January to March 2024)

COURSES DELIVERED LIVE ONLINE

Brush up in Time Series Analysis (January 15-20)

10 HOURS | Instructor: Giovanni Barci

This introductory course on Time Series Econometrics provides the background and knowledge you will need to follow the rest of the BSE Macroeconometrics Winter School courses.

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Time Series Models for Macroeconomic Analysis (February 5-16)

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.

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Nowcasting with High-Frequency Data (February 19 - March 1)

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.

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Bayesian Macroeconometrics (January 22 - February 2)

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.

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Macroeconomic Forecasting: Machine Learning vs Time Series Methods (March 4-15)

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.

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Macroeconometrics Summer School (June and July 2024)

17.5 HOURS EACH (10 THEORY, 7.5 PRACTICAL) | COURSES DELIVERED FACE-TO-FACE OR LIVE ONLINE

Director: Luca Gambetti (UAB and BSE)

Choose one or more of the following Macroeconomics Summer School courses. Course contents coming soon!

• Bayesian Estimation of RANK and HANK Business Cycle Models (Kristoffer Nimark)
• High-Dimensional Time Series Models (Luca Sala)
• Introduction to Nowcasting and Forecasting (Gabriel Perez-Quiros)
• Introduction to Time Series Analysis (Konstantin Boss)
• Introductory Bayesian Macroeconometrics (Andrea Carriero)
• Time Series Models for Macroeconomic Analysis I (Luca Gambetti)
• Time Series Models for Macroeconomic Analysis II (Giovanni Ricco)