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Training Schools

What's New in Mixed Frequency Data (MIDAS), with Applications to Machine Learning and Big Data

26/09/2022 to 28/09/2022
Online via Zoom

Professors Eric Ghysels, Massimiliano Marcellino and Jonas Straukas will a three-day course entitled “What's New in Mixed Frequency Data (MIDAS), with Applications to Machine Learning and Big Data”. 

The focus of the course is the use of mixed frequency data in economics and finance. A variety of single and multiple equation models will be considered, for both small and large datasets, combined with alternative estimation and inference techniques. Theory and practical implementations will be covered.

 

Finance for Macroeconomists: High Frequency Analysis, News, Surprises and Shocks

07/11/2022 to 09/11/2022
Online via Zoom

Professor Refet Gűrkaynak (Bilkent University and CEPR) will teach a three day online class on "Finance for Macroeconomists: High Frequency Analysis, News, Surprises and Shocks".

More details and call for applications will be available soon

Climate Change and its Effects on Macro/Monetary Policy

12/09/2022 to 14/09/2022
Online via Zoom

Professor John Hassler (IIES Stockholm University) and Professor Per Krusell (IIES Stockholm University) will teach a three day online class on "Climate Change and its Effects on Macro/Monetary Policy".

More details and call for applications will be available soon

Subjective Inflation Expectations: Measurement, Effects, and Policy Implications

20/06/2022 to 22/06/2022
Online via Zoom

Professors Francesco D’Acunto and Michael Weber will teach a three-day course entitled “Subjective Inflation Expectations: Measurement, Effects, and Policy Implications”.

Heterogeneous-Agent Macro in the Sequence Space

15/06/2022 to 17/06/2022
University of Mannheim

Professor Ludwig Straub (Harvard University) will teach the EABCN Training School "Heterogeneous-Agent Macro in the Sequence Space" in Manheim. The goal of this course is to get participants up to speed on solution methods for general equilibrium models with heterogeneity, including computation of steady states, transition dynamics, estimation, and optimal policy. We will focus on the “sequence space” approach to solving these problems

Financial Intermediation and Monetary Policy

04/04/2022 to 07/04/2022
Online

Professors Itamar Drechsler, Alexi Savov and Philipp Schabl will teach a four-day course entitled “Financial Intermediation and Monetary Policy”.  This class will explore the role of financial intermediaries in the transmission of monetary policy. The central topics are how monetary policy affects bank lending, the supply of liquidity, risk premia, and inflation through its interaction with the financial system. The training school will cover both theory and empirics, emphasizing the most recent contributions to the literature as well as our own work. Above all, this is a very active area of research, and we hope our discussions will stimulate the next wave of new ideas.

Formulating and Estimating DSGE Models

27/09/2021 to 01/10/2021
Online

Martin Eichenbaum (Northwestern) and Mathias Trabandt (Goethe University Frankfurt) will teach the EABCN online class on "Formulating and Estimating DSGE Models" on Sept 27 - Oct 1, 2021.

Business Cycle Measurement and Facts

13/09/2021 to 17/09/2021
Online

James Morley, University of Sydney will teach an online course on "Business Cycle Measurement and Facts" at the EABCN Training School on Sept 13 - Sept 17, 2021

Beliefs and Social Networks

14/06/2021 to 25/06/2021
University of Mannheim (Online)

Professor Johannes Stroebel (NYU Stern School of Business) will teach an online training school on "Beliefs and Social Networks" with teaching segments on June 14-17th and practice session on June 25th.

More details will follow soon.

Modern Macro, Money, and International Finance

07/06/2021 to 23/06/2021
Online

We are pleased to announce details of the latest EABCN Training School; “Modern Macro, Money, and International Finance”. Professor Markus Brunnermeier will teach the course and Sebastian Merkel will give the TA sessions. This course will expose participants to modern continuous time modelling techniques at the intersection between macroeconomics, monetary economics and (international) finance. 

Recent Developments in Forecasting

01/06/2021 to 08/06/2021
Online

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. The course is co-organised with the Bank of Italy and will take place online.

The ZLB and Secular Stagnation

24/05/2021 to 28/05/2021
Online

Professor Gauti Eggertson (Brown University) will teach an online training school on "The ZLB and Secular Stagnation" on May 24-28th.