Quantitative Methods: Empirical Macroeconomics - Einzelansicht

The course provides participants with a broad overview of the methods used in empirical macroeconomics. This includes both time series methods and numerical methods for solving DSGE models, alternating between lectures and practical exercises using MATLAB or R. Applications and examples cover various topics in environmental macroeconomics (e.g., emissions and GDP dynamics).

Participants should have some prior knowledge of dynamic macroeconomics and experience with dynamic economic models. It is also helpful if participants enjoy programming and solving models on the computer.

• Univariate time-series methods (AR, MA)
• Multivariate time-series methods (VAR, SVAR)
• Perturbation methods 
• Numerical solution of DSGE models
• Calibration of DSGE models
• Estimation of DSGE models