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Courses 2015

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S P R I N G

March 30–April 3, 2015

(WEEK 1)

Structural estimation of macroeconometric models (Fabio Canova, European University Institute)

  • Limited information estimation-impulse response matching)
  • Likelihood based estimation
  • Bayesian estimation
  • Practical estimation topics

April 7-10, 2015

(WEEK 2)

Financial stability and macro-prudential policies  (Jean-Charles Rochet, Institute für Banking und Finance, Zurich)

  • Academic research on macro-prudential regulation: Recent contributions and remaining challenges
  • The lender of last resort
  • Capital regulation and credit fluctuations
  • Macro models with a financial sector

S  U M M E R

July 6-10, 2015

(WEEK 3)

Techniques and tools for short-term macroeconomic forecasting

Massimiliano Marcellino  (Bocconi University)

  • Forecasting with linear models
  • Forecasting with time-varying models
  • Forecasting with Bayesian methods

August 3-7, 2015

(WEEK 4)

Social interactions networks and complexity

Steven N. Durlauf  (University of Wisconsin)

  • Mathematics of complex systems
  • Integration of interactions into formal economic theory
  • Identification of interaction effects from observational data.
  • Applications of interactions-based models to inequality
  • Applications of interactions-based models to aggregate fluctuations

 A course consists of 20 hours training a week of 4 or 5 days.

Tuition fee: Eur 1,200.- / week.

Last update: January 27, 2015

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