The Department will organize three monographic courses. All the summer courses will include tutorials in computer rooms. The courses are open to MAREB (option in Applied Economics) and PhD students. The courses will take place at Room 24.
Prof.: Luca Gambetti (UAB)
Dates: June 25 and 26 (11:00–13:00 and 15:00–17:00) (8h)
Course content: The objective of the course is twofold. First, the course aims at presenting some of the most popular time series models designed to analyze the propagation mechanisms and measure the effects of macroeconomic shocks. Second, the course aims at discussing some recent applications in macroeconomics. In particular the focus will be on the ongoing debate about fiscal multipliers and the effects of fiscal policy shocks, the effects of monetary policy shocks and the role of news for macroeconomic fluctuations.
2) Introduction to data analysis in R
Prof.: Nicholas T. Longford (UPF)
Dates: June 29 and 30 (11:00–13:00 and 15:00–17:00) and July 1 (11:00–12:00) (9h)
Content: The course will introduce students to the syntax of R by a mix of examples, exercises and explanation of how R is designed and how it operates. It will combine formal presentation with hands-on exercises and demonstrations of the software. The aim of the course is to generate an appreciation for the capacity of R and to set the student on the path of learning more and enhancing computational skills on his/her own or in advanced courses.
3) Time series econometrics: fractional integration, structural breaks, non-linearities and other implicit dynamics with applications in the unemployment rates
Prof.: Luis Alberiko Gil-Alaña (U. Navarra)
Dates: July 1 (16:00–20:00) (4h)
Course contents: This course presents a general procedure to testing fractional integration in time series data, allowing for different deterministic and stochastic terms, including non-linear models and structural breaks at known and unknown points in time. Also, seasonal and cyclical models can be considered.
The follow up assessment will take into account the attendance of the courses (you are expected to attend at least two courses). The attendance is compulsory for all students registered in the course 2014-2015.
Students will be informed by email on the procedure to register for the courses.