Partially Online (some attendance required)
Summer schools
Regular fees: 475 - 625 GBP
Lectures and Hands-on Computer Labs
This year, the Computational Macroeconomics Summer School will run virtually. Those interested will be able to attend in-person computer sessions in London.
Overview
The Computational Macroeconomics Summer School offers two courses: The Essentials and Advanced Tools. These intensive graduate-level courses are aimed at students, researchers and professionals and provide a combination of lectures and hands-on computer sessions. Participants will leave with a deep understanding of numerical methods and a portfolio of Matlab codes implementing them.
The Essentials run between July 17 and 21, 2023. Advanced Tools run between July 31 and August 4, 2023.
Each course consists of a combination of pre-recorded lectures, live guided Q&A sessions and live (either virtual or in-person) coding sessions.
More information here: http://www.wouterdenhaan.com/summercourse_2023.html
The Essentials
July 17-21, 2023
Wouter den Haan and Petr Sedlacek
This course covers basic building blocks of numerical analysis, their use in solving modern macroeconomic models and an introduction into model estimation. Students will use Matlab code to solve and analyse macroeconomic models.
Topics include:
- function approximation, numerical integration
- perturbation, projection methods
- Kalman filter, Bayesian estimation, MCMC methods
Advanced Tools
July 31 – August 4, 2023
Wouter den Haan and Pontus Rendahl
This course teaches state-of-the-art methods for solving and analyzing advanced macro-economic models. Participants will not only write their own code, but also learn how to resolve problems that researchers may run into when using these advanced methods.
Topics include:
- models with heterogeneous agents
- continuous time models
- models with occasionally binding constraints
