Winter School

Advanced Macro-Modelling 

This advanced course is aimed at researchers who are already fluent in Dynare and DSGE modelling or who wish to learn more skilled techniques. 

The course will be useful for:

• PhD, MSc or MRes students aiming to proceed to a PhD and early researchers who want to learn about DSGE modelling.
• Researchers and practitioners working at central banks, as well as at other private and public institutions who intend to construct or use DSGE models. We require participants to have some prior experience with macroeconomic models and dynamic optimization and a basic knowledge of MATLAB, but no prior knowledge of Dynare is necessary

The course covers models that are either computationally expensive to simulate, nonlinear, require additional recursive assumptions, or have infinite dimensional state-spaces thanks to heterogeneous agents and optimal taxation.