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 2020

Week 1 (June 29 - July 3, 2020)

  • Bayesian Methods for DSGE Models
    Instructor: Kristoffer Nimark (Cornell University)
  • Modeling Non-stationary and Non-linear Time Series
    Instructor: Laura Mayoral (IAE-CSIC and Barcelona GSE) and Gabriel Pérez-Quirós (Bank of Spain)
  • Time Series Methods for Macroeconomic Analysis
    Instructor: Luca Gambetti (UAB and Barcelona GSE)

Week 2 (July 6-10, 2020)

  • Bayesian Time Series Methods: Introductory
    Instructor: Gary Koop (University of Strathclyde)
  • High-Dimensional Time Series for Macroeconomic Analysis I
    Instructors: Luca Sala (Bocconi University)

Week 3 (July 13-17, 2020)

  • Bayesian Time Series Methods: Advanced
    Instructor: Andrea Carriero (Queen Mary University of London)
  • High-Dimensional Time Series for Macroeconomic Analysis II
    Instructors: Christian Brownlees

Program director


Luca Gambetti

PhD, Universitat Pompeu Fabra

UAB and Barcelona GSE

Summer School 2020 has been canceled due to the coronavirus health crisis.

Summer School will return June 28 - July 16, 2021.

Cancelation procedures for 2020 edition