April 3 - April 7, 2017
The macroeconomics of agent based models
Junior Maih (Norges Bank)
- How can ABM be useful for policymakers
- Strategies for designing simple models
- Programming ABMs and running simulation experiments
- Effective presentation and communication of ABM
- Pattern oriented modeling
April 10 - April 13, 2017
The econometrics of banking data
Fabio Canova (BI Norwegian Business School)
- Static and Dynamic Panel data
- Partial pooling techniques
- Panel VARs with and without interdependences
- Mixed micro-macro data models
July 24 - 28, 2017
The micro and the macroeconomics of banking
Dean Corbae (University of Wisconsin)
- Aggregate and cross-sectional banking data facts.
- Canonical banking theory: bank runs, delegated monitoring, networks, risk taking.
- Dynamic Stochastic General Equilibrium Models of Banking
- Structural Models with Bank Heterogeneity
- Banking Regulation
July 31 - August 4, 2017
Econometric and policy analyses with large macroeconomic data
Domenico Giannone ( Federal Reserve Bank of New York)
- Forecasting and Nowcasting
- Scenario analysis.
- Large scale Bayesian Vector Autoregression (BVAR).
- Dynamic Factor Models.