Jesús Fernández-Villaverde (University of Pennsylvania) and Galo Nuño (Bank of Spain) will be the instructors of this course which will introduce the main tools, as well as recent advances, in continuous-time methods in macroeconomics, with a focus on their application to Heterogeneous Agent models.
- Training Schools
THE EVENT IS POSTPONED: THE NEW DATE WILL BE ANNOUNCED IN DUE CORSE
The course introduces participants to a variety of advanced topics and recent developments in economic forecasting. Professors Graham Elliott and Allan Timmermann will teach the course.
We are pleased to announce details of the latest EABCN Training School; a two-day course entitled “Fiscal Policy: Estimating Causal Evidence and Positive Theory”. Professor Morten Ravn will teach the course. It is primarily aimed at participants in the Euro Area Business Cycle Network but applications will also be considered from doctoral students, post-doctoral researchers and economists working in central banks and government institutions outside of the network, as well as commercial organisations (fees are applicable for non-network non-academic organisations).
Note that due the global COVID-19 outbreak this course will be held online.
Wouter den Haan (London School of Economics) and Pontus Rendahl (University of Cambridge) will be the instructors of the course that will discuss computational methods for macro analysis.
Domenico Giannone (Fed NY) and Giorgio Primiceri (Northwestern) will be the instructors of a course that covers methods designed to deal with prediction with “big data” in macroeconomics, and to conduct structural analysis.
Professors Kenneth Singleton and Anh Le will cover select topics on the modelling of the term structure of interest rates, including reduced-form affine term structure models and equilibrium models of the interest rates in which agents are endowed with specific preferences.
Prof. Benjamin Moll (University of Princeton) will teach a course that will develop tools for the analysis and numerical solution of heterogeneous agent models in continuous-time focusing in particular on numerical solutions techniques using finite difference methods.
Prof. Lutz Kilian (U. Michigan) will cover the determination of the price of oil in global markets and the relationship between the price of oil and the macroeconomy (inflation, growth, financial markets).
The 27th EABCN training school will be a three days course on 'Practical DSGE Models' taught by Professor Fabio Canova (BI Norwegian School of Management). Most DSGE model used by policy institutions are generally of large scale and little attention is generally paid to issues like model misspecification, model evaluation, model reduction and re-specification. This course offers hints on how one can address these all these issues in a unified way and make economic analyses more robust.
The 26th EABCN training school will be a three days course on 'Monetary Policy: An Imperfect Knowledge Perspective' taught by Professor Bruce Preston (University of Melbourne). Using a New Keynesian model with learning dynamics, this course builds an analytical framework for monetary policy evaluation that is consistent with the pervasive evidence of low-frequency variation in macroeconomic data. The consequences of such belief structures for monetary policy design are explored.
- 1 of 4
- next ›