Macroeconometrics Summer School

THE MACROECONOMETRICS PROGRAM FOR 2021 INCLUDES ONLINE AND FACE-TO-FACE COURSES.


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's programs. 

Course list for 2021

Week 1 (June 28 - July 2, 2021)

  • Bayesian Time Series Methods I: Introductory Online
    Instructor: Gary Koop (University of Strathclyde)

Week 2 (July 5-9, 2021)

  • Bayesian Time Series Methods II: Advanced Online
    Instructor: Andrea Carriero (Queen Mary University of London)
  • Time Series Models for Macroeconomic Analysis I FACE-TO-FACE
    Instructor: Luca Gambetti (UAB and Barcelona GSE)
    Course runs Monday through Wednesday.
  • Time Series Models for Macroeconomic Analysis II FACE-TO-FACE
    Instructor: Gabriel Pérez-Quirós (Bank of Spain)
    Course runs Thursday through Saturday (Jul 10).

Week 3 (July 12-16, 2021)

  • Bayesian Time Series Methods III: DSGE Models Estimation Online
    Instructor: Kristoffer Nimark (Cornell University)
  • High-Dimensional Time Series Models I: Factor Models FACE-TO-FACE
    Instructor: Luca Sala (Bocconi University)
    Course runs Monday through Wednesday.
  • High-Dimensional Time Series Models II: Big Data and Machine Learning FACE-TO-FACE
    Instructor: Christian Brownlees (UPF and Barcelona GSE)
    Course runs Thursday through Saturday (Jul 17).

Program director

faculty

Luca Gambetti

PhD, Universitat Pompeu Fabra

UAB and Barcelona GSE

Apply for Summer School

Applications will open in February 2021

Access the application system

Early-bird payment deadline: May 14, 2021

Fees and discounts

Fees vary by course. You may be eligible for one or more available Summer School discounts. Our staff can provide a personalized quote for you.

See price list below Request discount quote by email