Macroeconometrics Summer School

ALL MACROECONOMETRICS COURSES FOR 2021 WILL BE CONDUCTED ONLINE.


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 2021

Week 1 (June 28 - July 2, 2021)

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

Week 2 (July 5-9, 2021)

  • Bayesian Time Series Methods II: Advanced
    Instructor: Andrea Carriero (Queen Mary University of London)
  • Time Series Models for Macroeconomic Analysis I
    Instructor: Luca Gambetti (UAB and BSE)
    Course runs Monday through Wednesday.
  • Time Series Models for Macroeconomic Analysis II
    Instructor: Gabriel Pérez-Quirós (Bank of Spain)
    Course runs Thursday through Saturday (Jul 10).

Week 3 (July 12-16, 2021)

  • Bayesian Time Series Methods III: DSGE Models Estimation
    Instructor: Kristoffer Nimark (Cornell University)
  • High-Dimensional Time Series Models I: Factor Models
    Instructor: Luca Sala (Bocconi University)
    Course runs Monday through Wednesday.
  • High-Dimensional Time Series Models II: Big Data and Machine Learning
    Instructor: Christian Brownlees (UPF and BSE)
    Course runs Thursday through Saturday (Jul 17).

Program director

faculty

Luca Gambetti

PhD, Universitat Pompeu Fabra

UAB and BSE

Do you want us to deliver these courses in-company to your institution?

Please send an email to inquire about the possibilities and we will be glad to help.

Course dates for Summer School 2022 to be announced!

Email the Summer School team