Computational Tools for Macroeconomists Summer School

Attendance

Online

Posted on

Start Date

End Date

Application Deadline

Type

Summer schools

Study Options

Full Time

Fees

Regular fees: 475 GBP

International Fees : 475 GBP

This year, the Computational Summer School will run virtually with potentially some in-person elements.

Overview

The Computational 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.

Dates: July 18 - 29, 2022

Taught by: Wouter den Haan, Pontus Rendahl, Petr Sedlacek

Student fee: 475GBP per course

More info: http://www.wouterdenhaan.com/summercourse_2022.html

Courses:

  • The Essentials: covers basic building blocks of numerical analysis, their use in solving modern macroeconomic models and an introduction into model estimation
  • Advanced tools: covers state-of-the-art methods for solving and analyzing advanced macro-economic models

This year, the Computational Summer School will run virtually with a possibility to participate in-person for those in London.

The Essentials

July 18-22, 2022

Taught by 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 25-29, 2022

Taught by 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

 

More information

http://www.wouterdenhaan.com/summercourse_2022.html

Student fee: 475GBP per course

More Information

Posted on

Start Date

End Date

Application Deadline

Type

Summer schools

Study Options

Full Time

Fees

Regular fees: 475 GBP

International Fees : 475 GBP