Macroeconometrics Summer School

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.

The goal of the BSE Macroeconometrics Summer School is to offer courses covering a wide range of topics in macroeconometrics. The courses have the following objectives:

  1. To provide students with knowledge of a set of modern time series methods necessary for empirical research in macroeconomics. 
  2. To present a variety of empirical applications in macroeconomics. 
  3. To survey some of the recent developments in macroeconometrics. 

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 BSE Master's programs. 

Course list for 2022

Week of June 20-24, 2022 (Online)

  • Introduction to Times Series Analysis
    Instructor: Konstantin Boss (UAB and BSE)

 Week of June 27 - July 1, 2022 (Face-to-face)

  • Bayesian Time Series Methods I: Introductory
    Instructor: Andrea Carriero (Queen Mary University of London and University of Bologna)
  • Time Series Models for Macroeconomic Analysis I
    Instructor: Luca Gambetti (UAB and BSE)

Week of July 4-8, 2022 (Face-to-face)

  • Bayesian Time Series Methods II: Advanced
    Instructor: Andrea Carriero (Queen Mary University of London and University of Bologna)
  • Bayesian Time Series Methods III: DSGE Models Estimation
    Instructor: Kristoffer Nimark (Cornell University)
  • Time Series Models for Macroeconomic Analysis II
    Instructor: Gabriel Pérez-Quirós (Bank of Spain)

Week of July 11-15, 2022 (Face-to-face)

  • High-Dimensional Time Series Models I: Factor Models
    Instructor: Luca Sala (Bocconi University)
  • High-Dimensional Time Series Models II: Big Data and Machine Learning
    Instructor: Christian Brownlees (UPF and BSE)

Program director

faculty

Luca Gambetti

PhD, Universitat Pompeu Fabra

UAB and BSE

Apply to Summer School 2022

There is no fee to apply. Submit your application online in a few easy steps!

Apply to Summer School courses

Early-bird registration deadline: April 4, 2022

Last day to apply: June 6, 2022

Fees and discounts

Fees vary by course. You may be eligible for one or more available Summer School discounts. Our staff can provide a personalized quote for you.

Applications will open soon!

Very soon you'll be able to apply to the 2023 edition of the BSE Summer Schools.

See you in Summer 2023!

Courses for the 2023 edition of the BSE Summer Schools will be announced later this year. We look forward to meeting you here in Barcelona!

Questions about Summer School?

Email the Summer School team

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