Macroeconometrics is an important area of research in economics. Time series methods for empirical macroeconomics have become very popular and widely used in the academia as well as in public and private institutions. The goal of the Barcelona Macroeconometrics Summer School is to offer courses...

Course Content: The increasing availability of individual data from surveys has led not only to a significant growth in the number of academic jobs of an empirical nature using this type of information but also to a greater number of studies commissioned by public and private institutions in...

The goal of the Barcelona Macroeconometrics Summer School is to offer courses covering a wide range of topics in macroeconometrics. The courses have the following objectives: - To provide students with knowledge of a set of modern time series methods necessary for empirical research in...

Course Content: The increasing availability of individual data from surveys has led not only to a significant growth in the number of academic jobs of an empirical nature using this type of information but also to a greater number of studies commissioned by public and private institutions in...

The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. Classical and Bayesian methods will be used where appropriate. The following topics are likely to be covered: - time-series econometrics: unit roots and cointegration; - an...

This one-week event will provide a rigorous overview of the foundations of empirical finance and an exposition of selected topics vital to central bank analysis. Topics: - the construction and analysis of yield curves and other term structures; - the use of option prices to infer probability...

This one-week seminar introduces participants to some of the basic econometric tools that are relevant for this key purpose. The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. The following topics are likely to be...

Central banks rely increasingly on the empirical analysis of financial markets and the information contained therein to help them analyse the state of the macroeconomy, the impact of policy actions and to estimate the effects of risk. This one-week event will provide a rigorous overview of the...

Topics: - introduction to probability distributions and statistical inference; - univariate and multivariate regressions; - dealing with serial correlation, heteroskedasticity and multicollinearity; - time-series econometrics: unit roots and cointegration; and - an introduction to vector...

The lags in the transmission mechanism of monetary policy mean that policymakers must forecast the future path of the economy. Accurate forecasts are only possible with a clear understanding of the structure of the economy and the shocks affecting it. This two-week seminar aims to improve...