Training and Events
Tools for Macroeconomists: The Essentials (join a waiting list)
|London School of Economics|
Professor Wouter den Haan, Department of Economics
14/08/2017 - 18/08/2017
Houghton St, London
View in Google Maps (WC2A 2AE)
This is a hands-on graduate-level course teaching key techniques to analyse and estimate macroeconomics models. It teaches the key building blocks of numerical analysis such as function approximation and numerical integration.
The course shows how these techniques are used in perturbation and projection methods to accurately solve nonlinear dynamic stochastic models. Relevant theoretical aspects such as the Blanchard-Kahn conditions and the possibility of sunspots solutions are also covered. The course also teaches the tools to estimate such models (Kalman filter, Bayesian estimation, MCMC).
Participants are taught how to use Dynare, but also how to write Matlab programs to solve a variety of models with other techniques. In addition to teaching techniques, the course also focuses on practical problems that researchers run into when using these techniques.
Intermediate (some prior knowledge)
Student rate: £725
Website and registration
Quantitative Data Handling and Data Analysis
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