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.
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.
function approximation, numerical integration
perturbation, projection methods
Kalman filter, Bayesian estimation, MCMC methods
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.
models with heterogeneous agents
continuous time models
models with occassionally binding constraints
Students (MPhil/MRes/MSc/PhD): £475 per course
Academics: £625 per course
Professionals (Central banks and non-academic institutions): £2,300 per course