Study Macroeconometrics at the Barcelona School of Economics (BSE)

Course list for the 2023-24 academic year

Macroeconometrics Winter School (January to March 2024)


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.

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.

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.

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.

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.

Macroeconometrics Summer School (June and July 2024)


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)

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.

Questions about BSE courses and in-company training?

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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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