Details

Thank you for your interest in the programme, 'Tools for Macroeconomists: The Essentials and Advanced Tools'. Programme is still scheduled to be delivered as planned in the Department. Provisions are in place for online livestreaming if necessary.  Further updates will be provided as the situation evolves. Thanks for your patience.

 

Lectures and hands-on computer labs

 

These intensive graduate-level courses 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.

For more information, click here

 
The Essentials
Session 1:  Monday 3 August to Friday 7 August 2020
 
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
Session 2:  Monday 10 August to Friday 14 August 2020
 

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 occassionally binding constraints