Summer schools
On-Site
Full Time
OPEN
John Sharples
This course covers estimation and inference in structural VAR (SVAR) models, introducing state-of-the-art Bayesian methods for structural identification and policy analysis in empirical macroeconomics. Participants will learn how to incorporate prior information flexibly within a unified Bayesian framework, with applications to monetary policy, labor markets, and oil prices, including hands-on Matlab sessions.
The instructor is Christiane Baumeister University of Notre Dame NBER and CEPR.
How to apply!!!
To apply please submit your Short Bio and Cover Letter using this GOOGLE FORM
Selected participants will have the opportunity to present their work during poster sessions, held during the Summer School and/or the ETM 2026 Workshop taking place immediately after the School.
The three main subjects of the course are: (i) Identification of Structural VAR Models; (ii) The Role of Prior Information; (iii) Inference in Set-Identified SVAR Models
The School will be organized over 3 days. Overall there will be 9 hours of lectures (3 hours each day) and 5 hours of tutorials.
Competitive Fees!!!
- PhD Students: £450 (Free for selected Ph.D students enrolled in the NWSSDPT and HERMES Network)
- Academics: £750
- Practitioners from other institutions: £1,250
Cancellation Policy: No refund
Important Dates:
Application Deadline: March 15, 2026
Acceptance Notification: within March 31, 2026
Registration deadline: within April 15, 2026
Bailrigg
LA1 4YX Lancaster , Regno Unito
