Time Series Models for Macroeconomic Analysis, Jan 30-Feb 10

Time Series Models for Macroeconomic Analysis, Jan 30-Feb 10

Posted on

Start Date

End Date

Application Deadline

Type

Professional training

Certifications & Titles

Certificate of Attendance

Fees

Regular fees: 750 - 1250 EUR

10% early-bird discount applies to confirmation payments made on or before December 30, 2022

Reduced Fee applies for Ph.D. or Master's students, Alumni of BSE Master's programs, and participants who are unemployed.

Groups and other discounts are available, contact a BSE Admissions Counselor to request your personalized quotation.

Early Bird for this course expires soon! Get a 10% discount for confirmations until December 30.

Understanding the transmission mechanisms of macroeconomic shocks is key to design effective economic policies and assess macroeconomic theories. This course offers you the latest and most important techniques and methods to identify structural shocks and measure their effects.

After this online live course, which includes both theory sessions and hands-on exercises in practical sessions, you will be able to apply these methods to your own research.

Learn state-of-the-art shock identification techniques for macroeconomic and policy analysis

The objective of this course is twofold:

  • First, we will look at some of the most popular time series models designed to analyze propagation mechanisms and measure the effects of economic shocks.
  • Second, we will discuss and present some recent empirical applications, focusing on monetary and fiscal policy shocks as well as non-policy shocks such as technology shocks, news shocks and uncertainty shocks.

The first part of the course will cover Structural Vector Autoregressive models, with special attention to shock identification strategies. It will also present a nonlinear extension of the standard model represented by the Smooth Transition SVAR.

In the second part of the course, we will discuss how to perform structural macroeconomic analysis with large-N structural models, namely Factor Augmented SVARs and Factor Models. Special emphasis will be put on how these models can cope with the problem of limited information sets typically arising in SVARs.

 

Find the full course outline and more details on the course page

 

This course is specifically aimed at:

  • Researchers who want to use the latest advances in macroeconometrics

  • Masters and Ph.D. students who want to extend their knowledge in macroeconometrics and learn more about frontier research topics

  • Practitioners at central banks as well as other private and public institutions who wish to update their knowledge and acquire the most recent techniques, tools, and methodologies

More Information

Attendance

Online

Posted on

Start Date

End Date

Application Deadline

Type

Professional Training

Certifications & Titles

Certificate of Attendance

Fees

Regular fees: 750 - 1250 EUR

10% early-bird discount applies to confirmation payments made on or before December 30, 2022

Reduced Fee applies for Ph.D. or Master's students, Alumni of BSE Master's programs, and participants who are unemployed.

Groups and other discounts are available, contact a BSE Admissions Counselor to request your personalized quotation.

Ramon%20Trias%20Fargas%2025-27%2C%20Barcelona%2C%20Spain

Ramon Trias Fargas 25-27

08005 Barcelona , Spain