Posted on August 10, 2010
Professor Ulrich Woitek from the Institute of Empirical Research in Economics at the University of Zurich presented the summer school. Topics included vector autoregressive model (VAR) estimation, state-space models, the Kalman filter, Markov-switching models, time-varying VARs and dynamic stochastic general equilibrium (DSGE) model estimation. Several examples from applied macroeconomics were used to practice programming in Matlab.
The workshop was attended by more than 30 PhD students from all over Europe and the UK.
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