Spring 2017

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

Summer 2017

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.