Summer schools
On-Site
OPEN
econ.intensivecourses@unsw.edu.au
Overview
The UNSW Sydney Summer School offers two courses: (i) Big Data Econometrics and (ii) Search Frictions in Macro: Model Building and Analysis. These intensive graduate-level courses are aimed at students, researchers and professionals and provide a combination of lectures and practical examples. Taught by world-leading experts in the respective fields, our courses will bring participants to the current frontier of economic research.
Dates: February 9-13, 2026
Student fee: 750AUD for 1 course or 1,350AUD for both courses
More information here: https://www.unsw.edu.au/business/study-with-us/economics-summer-school
Offered courses:
- Big Data Econometrics: covers machine learning methods with emphasis on causal inference in economics.
Search Frictions in Macro: Model Building and Analysis: covers macro-models with search frictions and (econometric) tools necessary to analyze them.
Big Data Econometrics
Dates: February 9-13, 2026
Time: 9-12
Lecturer: Denzil Fiebig (UNSW)
Big data evokes notions of an era where data plays a ubiquitous role in problem solving and decision-making in organizations. The data deluge has also been a catalyst for greater awareness of machine learning (ML) methods and their usefulness for data analysis.
This course introduces ML methods and examines their relevance for empirical researchers in economics. For many applications, off-the-shelf ML tools are a natural alternative to traditional predictive methods. However, the use of ML in combination with traditional econometric methods has become an active and productive research area, with an emphasis on causal inference rather than prediction. This will be the focus of this course.
The lectures cover the following topics:
- Evolution of tools and methodology for data analysis: Prediction vs. causal inference
- Lasso and friends for high dimensional data
- Tree-based ML methods
- Prediction policy problems
- Double selection and double machine learning
- Heterogeneous treatment effects
Search Frictions in Macro: Model Building and Analysis
Dates: February 9-13, 2026
Time: 13-16
Lecturer: Wouter den Haan (LSE)
An important development in modern macroeconomics is the construction of models that incorporate search frictions in goods and labor markets. Traditionally, models implicitly assume that a fictional Walrasian auctioneer magically announces the price at which market participants should trade. Instead, search models take into account the notion that market participants face frictions in finding a suitable trading partner. Search frictions create a surplus when a match has been formed which has another advantage, namely it allows for bargaining.
This course will introduce you to macroeconomic models with search frictions. In addition, it will also equip you with tools necessary to describe dynamics observed in the data and when evaluating modern macroeconomic models. This practical set of tools that can be applied in different fields includes econometric techniques to formally take into account sampling variation when constructing data statistics and evaluating models.
The lectures will cover the following topics:
- Development of macroeconomic models with search frictions
- The joint surplus and bargaining
- Impulse response functions, variable co-movement
- Filter: Hodrick-Prescott and band-pass filters
UNSW Business School
2052 Kensington , Australien
