The course provides a hands-on introduction to construction, simulation and estimation of DSGE models using the free software Dynare. Dynare offers a user-friendly and intuitive way of describing these models. It is able to perform simulations of the model given a calibration of the model parameters and is also able to estimate these parameters given a dataset.

Course leader
Cristiano Cantore, University of Surrey

Target group
The course is an introductory course mainly aimed at researchers or practitioners in Central Banks, Academia or Investment Banks. No previous exposure to DSGE modelling and Dynare is required. Participants should have basic knowledge of macroeconomics and dynamic optimization at Master or 1st year-PhD level. Some prior knowledge of Matlab programming is not necessary but will constitute an advantage. Some prior knowledge of Matlab programming is not necessary but will constitute an advantage.

Course aim
The aim of this course is to provide an hands-on introduction to construction, simulation and estimation of DSGE models using the free software Dynare. Dynare offers a user-friendly and intuitive way of describing these models. It is able to perform simulations of the model given a calibration of the model parameters and is also able to estimate these parameters given a dataset.

Fee info
EUR 449: Academics (PhD Students, Post-Docs, Assistant Professors, Associate Professors) EUR 999: Central bankers and employees of international organizations and private companies

Scholarships
Scholarships available based on CV of the applicants and for early payments.

University of Cagliari
Address: Economics, Via Is Maglias 196, Faculty of Engineering and Architecture of the University of Cagliari, Cagliari, Italy
Postal code: 09122
City: Cagliari
Country: Italy
Website: http://www.summer-school-computational-economics-2015.it/
E-mail: amoro@unica.it
Phone: +390706753341