Online Summer School on Advanced Macro-Modelling

Key information

Start date:
14 September 2026
Attendance dates:

14, 15, 16, 17, 18 September 2026

Time commitment:
5 days
Venue:
Distance learning
Contact details:

Overview

This online course running 14 - 18 September 2026 is held by the Centre for International Macroeconomic Studies (CIMS) in the School of Economics, ¿Û¿Û´«Ã½.

This advanced course is aimed at researchers who are already fluent in Dynare and DSGE modelling or who wish to learn directly more advanced techniques. It will be useful for advanced PhD students, academic researchers, and central bank researchers engaged in macroeconomic modelling work. This advanced course covers models that are either computationally expensive to simulate, nonlinear, require additional recursive assumptions, or have infinite dimensional state-spaces thanks to heterogeneous agents and optimal taxation.

Given the very successful experience of the previous years we have decided to keep the online format for the Summer School. This enables many participants to attend from all over the world without the need to travel.

This course will be conducted using the Microsoft Teams meeting platform. The University and the lecturers have extensive experience with online teaching and have state-of-the-art systems to do so as well as being able to deliver highly interactive lectures. Though we will do our best to record all the sessions, we are expecting participants to attend them live to enable them to interact with lectures and ask questions. Participants will be sent computer codes, lecture notes, and slides ahead of time. Participants will also receive direct assistance before the Summer School starts in order to set up all the systems ahead of the online events.

Course content

The advanced course is aimed at people who are already fluent in Dynare and Matlab, but are finding that their ambition currently exceeds what they are able to do with these tools. We aim to distribute some of the numerical and computational tricks we have picked up over the course of our careers to enable people to tackle non-standard models. This course will be useful to anyone who is engaged in practical macroeconomic modelling work, especially if they are interested in working with models that are either computationally expensive to simulate, nonlinear, or infinite dimensional thanks to heterogeneous agents or optimal taxation.

Sessions

Course contributors

Cristiano Cantore

Professor

Hyungseok Joo profile image

Dr Hyungseok Joo

Lecturer in Economics

Donghyun (Don) Park profile image

Dr Donghyun Park

PhD Research Student

Mario Pascoa profile image

Professor Mario Pascoa

Professor of Economics

Kirill Shakhnov profile image

Dr Kirill Shakhnov

Senior Lecturer in Economics

Hitoshi Tsujiyama profile image

Dr Hitoshi Tsujiyama

Associate Professor

Vytautas Valaitis profile image

Dr Vytautas Valaitis

Senior Lecturer

Entry requirements

Applicants must have a:

  • Background in macroeconomics with some knowledge of macro-modelling and dynamic optimisation
  • Basic knowledge of Matlab programming (see an overview of the Matlab features our participants are expected to know)
  • Working knowledge of English.

Fees and funding

Prices per person:

£525

Student

£1,000

Academic

£1,350

Non-academic participants

How to apply

Please complete the application form to register your place.

Terms and conditions

When you accept an offer of a place at the ¿Û¿Û´«Ã½, you are agreeing to comply with our policies and regulations and our terms and conditions. 

You are also confirming you have read and understood the University’s prospective student privacy notice

Course location and contact details

Campus location

Stag Hill

This course is based at Stag Hill campus. Stag Hill is the University's main campus and where the majority of our courses are taught. 

Centre for International Macroeconomic Studies
Address

¿Û¿Û´«Ã½
Guildford
¿Û¿Û´«Ã½ GU2 7XH