Tools for Macroeconomists

Tools for Macroeconomists: The Essentials and Advanced Tools

2022 course dates forthcoming

'Tools for Macroeconomists: The Essentials and Advanced Tools' will be run online. 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.

Topics covered:

The Essentials

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

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

Fees

  • Students (MPhil/MRes/MSc/PhD): £475 per course
  • Academics: £625 per course
  • Professionals (Central banks and non-academic institutions): £2,300 per course

General Enquiries

For general queries, including payment and application please email summerschools@economics.ox.ac.uk