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Quantitative Macroeconomics

  • Teacher(s):   D.Siena  
  • Course given in: English
  • ECTS Credits: 3 credits
  • Schedule: Autumn Semester 2021-2022, 2.0h. course (weekly average)
  •  sessions
  • site web du cours course website
  • Related programmes:
    Bachelor of Science (BSc) in Economics

    Bachelor (BSc) in Economic Sciences
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Objectives

This course introduces participants to methods in applied macroeconomics, with a strong focus on numerical methods. About half of the course consists of lectures that cover theoretical concepts, the other half takes the form of computer classes, in which hands-on applications are discussed. A central aim of the course is to bridge the gap between models and the data. No previous knowledge of economics software is required. The objective is for course participants to become comfortable simulating simple growth and business cycle models with the help of software like Matlab and Dynare and to learn how to obtain corresponding econometric evidence.

Please check the course website on moodle for potential organizational updates prior to the first meeting.

Contents

Model variables and their data counterparts

- Basics in national accounting

- Time series and trends

Programming in Matlab

Simulating growth models and growth accounting

Solving dynamic stochastic general equilibrium models

- Linear Approximations

- The Real Business Cycle (RBC) model

- Simulating the RBC model in Dynare

- Impulse Response Functions

Vector Autoregressions (VARs)

- Theory

- Applications

References

No single textbook covers the contents of this course. Lectures will be based on slides that will be made available online for each lecture. The slides will contain a comprehensive reading list.

Evaluation

First attempt

Exam:
Written 1.5 hours
Documentation:
Allowed
Calculator:
Allowed
Evaluation:

Final exam (100%)

If on site: written, 1.5h, closed book, calculators not permitted

If off site: written, 1.5h, open book, calculators permitted

Retake

Exam:
Written 1h30 hours
Documentation:
Allowed
Calculator:
Allowed
Evaluation:

Make-up exam (100%)

If on site: written, 1.5h, closed book, calculators not permitted

If off site: written, 1.5h, open book, calculators permitted



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