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