Courses

April  3 - April 7, 2017

The macroeconomics of agent based models
Junior Maih (Norges  Bank)

Topics covered

• 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) 

Topics  covered

• 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)  

Topics covered

• 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)

Topics covered

• Forecasting and Nowcasting
• Scenario analysis.
• Large scale  Bayesian Vector Autoregression (BVAR).
• Dynamic Factor Models.