7 August 2020
Tools for Macroeconomists - The Essentials
The Essentials
August 3-7, 2020
Wouter den Haan and Petr Sedlacek
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
Course leader
Wouter den Haan
Target group
students, researchers and professionals
Course aim
The Tools for Macroeconomists Summer School offers two courses: The Essentials and Advanced Tools. These intensive graduate-level courses are aimed at students, researchers and professionals and 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.
Fee info
GBP 475: Students
GBP 625: Academic staff