Macroeconometrics Summer School

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 GSE 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. 

Course list for 2018

Six courses will be offered in the Macroeconometrics Summer School:

Week 1 (June 25-29, 2018)

  • Bayesian Time Series Methods: Introductory
    Instructor: Dimitris Korobilis
  • Empirical Time Series Methods for Macroeconomic Analysis
    Instructor: Luca Gambetti
  • Modeling Non-stationary and Non-linear Time Series
    Instructor: Laura Mayoral and Gabriel Pérez-Quirós

Week 2 (July 2-6, 2018)

  • Bayesian Time Series Methods: Advanced
    Instructor: Gary Koop
  • Bayesian Methods for DSGE Models
    Instructor: Kristoffer Nimark
  • Time-Series Methods for Financial Time Series
    Instructor: Christian Brownlees

See below for detailed course descriptions and instructor biographies

Course schedule

Each course in the Macroeconometrics program includes 10 hours of lecture time and 5 hours of practical time. 

The schedule is designed to allow students to participate in all courses in the Macroeconometrics program. Courses can also be taken individually or in combination with courses in other BGSE Summer School programs, schedule permitting.

Summer School time table

 In order to participate in practical sessions, you must bring your own portable computer.

Program director


Luca Gambetti

PhD, Universitat Pompeu Fabra

UAB and Barcelona GSE - on leave

Applications are now closed.

Applications are closed for the 2018 edition of the Summer School courses. Dates and fees for Summer 2019 to be announced.

Email the organizers