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Macroeconometrics

Time Series Models for Macroeconomic Analysis II

Advanced Techniques for Identifying Causal Relationships and Analyzing Macroeconomic Shocks. PT II

17.5h (5 days)

€775 - €1,400

Face to Face

English

Program date: July 7 - 11, 2025

Early bird deadline: April 15, 2025

Learn more

Time Series Models for Macroeconomic Analysis II

Applications for 2025 Summer School programs are now open!

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Summer school

Macroeconometrics

Time Series Models for Macroeconomic Analysis II

This course centers on identifying and estimating causal relationships in macroeconomics, building on Time Series Models for Macroeconomic Analysis I but also suitable as a standalone course.

Teaching Faculty

Who should attend this course on Time Series Models for Macroeconomic Analysis?

This course is designed for:

Researchers and practitioners working at central banks as well as other private and public institutions.
Master’s and PhD students who want to extend their knowledge in macroeconometrics and learn more about frontier research topics.

Gain an advanced understanding of time series models

Upon completion of this course you will have :

Discussed and understood a variety of advanced time series methods
Learned to estimate causal relationships in macroeconomics
Understood and identified macroeconomic shocks and estimated their propagation mechanisms*

* Special attention will be given to Bayesian Analysis

Course outline for Time Series Models for Macroeconomic Analysis II program

This course will follow the following syllabus:

Local projections (LP)

Frequentist LP.
Bayesian LP.

Bayesian VAR (BVAR)

Small scall BVAR.
Large Bayesian SVAR.

Noninvertible models

Blaschke factors.
Generalized SVAR-IV.

List of References

Participants will receive a reading list on the first day of the course

Software / Hardware

Participants must bring their own laptop to participate in the practical sessions.
Participants in the Macroeconometrics Summer School will receive a free, time-limited MATLAB license before the program starts. Please install MATLAB on your computer before the course begins for use in practical sessions.
Matlab programs to implement the theoretical methods and replicate the applications studied in class will be made available to students.

Why join our Summer School?

All BSE Summer courses are taught to the same high standard as our Master’s programs. Join us to:

1

Network with like-minded peers.

2

Study in vibrant Barcelona.

3

Learn from world-renowned faculty.

Admissions and requirements

All BSE Summer School applicants must meet the entrance requirements.

Program date: July 7 - 11, 2025

Early bird deadline: April 15, 2025

Requirements

Summer School applicants normally demonstrate one or more of the following:

A strong background in Economics or a field closely related to the course topic (Statistics, Law, etc.).
Postgraduate degree or current Master’s/PhD studies related to the course topic.
Relevant professional experience.

Requirements for Time Series models for Macroeconomic Analysis II

Knowledge of univariate and multivariate time series models (ARMA and VARMA models).
Basic knowledge of Bayesian Econometrics.

Apply now

Schedule

Here is your schedule for this edition of BSE Macroeconometrics Summer School Time Series for Macroeconomic II course.

Time

7

mon

8

tue

9

wed

10

thu

11

fri

11:30 - 13:30

Lecture

16:15 - 17:45

Practical

Credits (ECTs)

To be eligible for credit transfer, students must complete a final project.

Students will deliver a short final project one week after the summer school finishes. It will consist in solving a final problem that will include the practical and empirical issues worked on in class.

Consult the Summer School Admissions page for more information about this option.

Certificate of Attendance

Participants not interested in credit transfer will instead receive a Certificate of Attendance free of charge. These Participants will not be graded or assessed during the course.

Fees for 2025

Multiple course discounts are available, see more information about available discounts. Fees for courses in other Summer School programs may vary.

Course

Introduction to Time Series Analysis

Introductory Bayesian Macroeconometrics

Time Series Models for Macroeconomic Analysis I

High-Dimensional Time Series Models

Time Series Models for Macroeconomic Analysis II

Bayesian Estimation of RANK and HANK Business Cycle Models

Introduction to Nowcasting and Forecasting

Modality

Online

Face to Face

Total Hours

17.5

ECTS

1

Regular Fee

775€

1,400€

Reduced Fee*

475€

775€

FAQ’s

Here are some commonly asked questions by participants. Any further queries, please contact our Admissions Team.

Is accommodation included in the course fee?

Accommodation is not included in the course fee. Participants are responsible for finding accommodation.

Are the sessions recorded?

Sessions will be recorded and videos will be available for a month once the course has finished.

How much does each Summer School course cost?

Fees for each course may vary. Please consult each course page for accurate information.

Are there any discounts available?

Yes, BSE offers a variety of discounts on its Summer School courses. See more information about available discounts or request a personalized discount quote by email.