Macroeconometrics is an important area of research in economics. Time series methods for empirical macroeconomics have become very popular and widely used in the academia as well as in public and private institutions.

The goal of the Barcelona Macroeconometrics Summer School is to offer courses covering a wide range of topics in macroeconometrics. The courses have the following objectives:

  1. To provide students with knowledge of a set of modern time series methods necessary for empirical research in macroeconomics. 
  2. To present a variety of empirical applications in macroeconomics. 
  3. To survey some of the recent developments in macroeconometrics. 

In general, the courses will have an empirical orientation. Although econometric theory will have a central role, special attention will be paid to the applications and data. The level of the courses should be comparable to those taught in the Barcelona GSE master programs. 

Who will benefit from this program?

  • Researchers and practitioners working at central banks as well as other private and public institutions whose work would benefit from a course focused on the latest advances in macroeconometrics. 
  • Masters and PhD students who want to extend their knowledge in macroeconometrics and learn more about frontier research topics.

Course schedule

The schedule of the Barcelona Macroeconometrics Summer School is designed to allow students to participate in all courses offered. However, courses can also be taken individually.

time table

All courses include 10 hours of lecture and 5 hours of practical time.

Want to mix and match courses in different Summer School programs?

Compare Summer School program schedules [pdf]

Program directors

Luca Gambetti

UAB and Barcelona GSE

Course offer for Summer 2016

"Full" indicates that no more seats are available for 2016. Other courses are still open.

June 27 - July 1

Bayesian Time Series Methods: Introductory Full

Instructor: Gary Koop (Strathclyde Business School)

June 27 - July 1

Empirical Time Series Methods for Macroeconomic Analysis: Introductory Full

Instructor: Luca Gambetti (UAB and Barcelona GSE)

June 27 - July 1

Modeling Non-stationary and Non-linear Time Series

Instructors: Laura Mayoral (IAE-CSIC and Barcelona GSE) and Gabriel Pérez-Quirós (Bank of Spain)

July 4-8

Bayesian Time Series Methods: Advanced Full

Instructor: Dimitris Korobilis (University of Glasgow)

July 4-8

Empirical Time Series Methods for Macroeconomic Analysis: Advanced

Instructor: Luca Gambetti (UAB and Barcelona GSE)

July 4-8

Bayesian Methods for DSGE Models

Instructor: Kristoffer Nimark (Cornell University)

  • Time tables are designed to allow participation in multiple courses.
  • See below for course outlines and instructor biographies.