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    Archived pages: 538 . Archive date: 2014-01.

  • Title: Family Economics - Barcelona Labor Economics Summer School - Barcelona GSE
    Descriptive info: FAQ.. News.. Events.. Home.. ».. » Family Economics.. Admissions.. Student Resources.. News & Media.. Barcelona Labor Economics Summer School.. Family Economics.. Instructor: Nezih Guner.. Consider how different households in the U.. S.. and other industrialized countries look today relative to decades ago.. First, a smaller proportion of the adult population is married today than it was in the past.. Second, fertility rates declined everywhere, reaching what demographers call lowest-low fertility in some countries.. Third, the amount of time allocated to market work by married households has increased markedly over the post-war period.. This was critically driven by a rise in labor-force participation by married females.. As a result, today s households are very far from traditional breadwinner husband and housekeeper wife paradigm.. We live in a different world.. Not surprisingly, these dramatic changes created a large body of literature on causes and consequences of these changes, as well as the challenges that they pose for public policy.. Of course, economics of family has been an active research area for a long time, starting with seminal contributions of Gary Becker.. Three developments, however, shaped family economics in recent decades: First, there is a much better understanding of, both theoretically and empirically, how families make decisions and allocate resources.. Second, there is a growing body of literature demonstrating the importance of early childhood conditions and family background for future labor market outcomes.. Finally, a growing number of papers use the tools of modern macroeconomics (e.. g.. search and matching models and heterogeneous agents models) to study family.. Given this background, the objective of this course is to study the factors  ...   Divorce: Who marries and who remains single? Who marries with whom?.. Public Policy: How do government policies affect parents and their children?.. About the instructor.. Nezih Guner.. is ICREA Research Professor at MOVE (Markets, Organizations and Votes in Economics), Adjunct Professor at Universitat Autònoma de Barcelona and Research Professor of the Barcelona Graduate School of Economics.. Guner is Affiliate of the Center for Economic Policy Research (CEPR), Research Fellow of the Institute for Study of Labor (IZA), and a member of the Family Inequality Working Group in the Becker Friedman Institute for Economic Research at the University of Chicago.. An important part of Prof.. Guner s research focuses on the causes of changes in family structure in industrialized countries during the 20th century, and their consequences for children and income inequality.. He is also studying how changes in family structure can alter the way public policy, such as taxation and social insurance programs, affect the aggregate economy.. In addition to his work on family economics, he has examined how misallocation of resources across firms affects the size distribution of firms and aggregate productivity; the interaction between labor market frictions and firm dynamics; and how this interaction can affect the outcomes of trade reforms.. Share this:.. Course Dates.. Subscribe to email alerts.. The 2013 edition has closed.. Sign up to receive an email alert when 2014 courses are announced:.. Contact Us.. summerschool@barcelonagse.. eu.. Labor Economics Home Page.. Determination of Wages.. Economics of Labor in Developing Countries.. Labor Market Outcomes.. Summer Schools Home Page.. Summer School Policies [pdf].. Accommodations.. Testimonials.. Barcelona GSE LinkedIn Group.. Download Summer School Flyer [pdf].. Contact GSE..

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  • Title: Labor Market Outcomes - Barcelona Labor Economics Summer School - Barcelona GSE
    Descriptive info: » Labor Market Outcomes.. Instructor: Robert Shimer.. The objective of this course is to explore the determination of labor market outcomes, including employment, hours worked, unemployment, worker flows, and wages.. We will focus on the behavior of these outcomes at business cycle frequencies, paying particular attention to whether one can usefully think about the labor market as being in equilibrium, with workers choosing how much labor to supply, and firms choosing how much labor to demand, at the market wage.. To answer this question, it is important to know how elastic is labor supply, and so the course will spend some time studying recent empirical evidence on this question.. The evidence suggests that one can usefully think about the labor market as clearing in the long-run, but not at business cycle frequencies.. Search theoretic models of the labor market offer one possible explanation for why the labor market does not clear at each instant.. But whether this explanation is consistent with  ...   the Massachusetts Institute of Technology and taught at Princeton University.. He is a consultant at the Federal Reserve Banks of Atlanta and Chicago, a Research Associate in the National Bureau of Economic Research, a Fellow of the Econometric Society, and a member of the American Academy of Arts and Sciences.. He is a co-chair of the NBER Economic Fluctuations and Growth Macro Perspectives group, and has served as editor of the.. Journal of Political Economy.. since 2004.. Shimer s research lies in the intersection between macroeconomics and labor economics.. He has focused on search frictions and on the mismatch between workers human capital and geographic location and the skill requirements and location of available jobs.. He is the author of the book.. Labor Markets and Business Cycles.. and has published in many leading journals, including the.. American Economic Review, Econometrica.. , the.. Quarterly Journal of Economics.. Review of Economic Studies.. Journal of Economic Literature.. , and the.. American Economic Journal: Macroeconomics..

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  • Title: Economics of Labor in Developing Countries - Labor Economics Summer School - Barcelona GSE
    Descriptive info: » Economics of Labor in Developing Countries.. Instructor: Giacomo De Giorgi.. The class focus is on current applied research while discussing various formal modeling issues.. We will touch upon several topics of policy relevance in less developed countries.. Course Outline.. Consumption Smoothing: Full and Partial Insurance.. Networks: Insurance, Investment and Migration.. Micro-Credit.. Managerial and Business Literacy.. Labor Market Policies in Developing Countries.. For each topic, we will discuss papers included in the.. course reading list.. [pdf].. A more extensive reading list will also be provided for each topic.. There is no textbook for this class.. However, you will find several chapters of Debraj Ray s book.. Development Economics.. (Princeton  ...   Two recent books are rather interesting and good general readings on development issues:.. Poor Economics.. [Banerjee and Duflo (2011)] and.. More than Good Intentions.. [Karlan and Appel (2011)].. Giacomo De Giorgi is Assistant Professor of Economics at Stanford University (currently on leave at Columbia University), and has been Visiting Assistant Professor of Economics at the University of California-Berkeley.. He will join the UAB and the Barcelona GSE as ICREA Professor in June 2013.. He is Research Affiliate of BREAD, Faculty Research Fellow of CEPR, and Research Fellow of NBER.. He is also Faculty Fellow of the Stanford Center for International Development (SCID) and Affiliate of Fondazione Rodolfo Debenedetti (fRDB)..

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  • Title: Luca Gambetti - Barcelona Graduate School of Economics
    Descriptive info: Close Window.. Luca Gambetti.. Luca Gambetti.. PhD, Universitat Pompeu Fabra.. Associate Professor, UAB.. Barcelona GSE Affiliated Professor.. webpage.. email.. Program(s):.. ;.. IDEA.. Biography:.. Luca Gambetti is Associate Professor of Economics at UAB.. He is a research fellow of MOVE (Markets, Organizations and Votes in Economics) and an extern member of RECent.. He has received a research grant from Ramon Areces Foundation for his project "Hetereogenous Consumers and Public Expenditure Shocks.. ".. Research interests:.. Quantitative and applied macroeconomics.. Monetary economics.. Time series analysis.. Selected publications:.. "Macroeconomic Forecasting and Structural Change" (with  ...   Structural Factor Model Approach" (with Mario Forni) Journal of Monetary Economics, vol.. 57(2):203-213, 2010.. "Do inflation expectations matter? The Great Moderation revisited" (with Fabio Canova), American Economic Journal: Macroeconomics vol.. 2(3): 183-205.. "On the Sources of the Great Moderation" (with Jordi Galí), American Economic Journal: Macroeconomics, 1(1):26-57, 2009.. Working papers:.. The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence.. (December 2013).. by Jordi Galí, Luca Gambetti.. Shocking Policy Coefficients.. (May 2012).. by Luca Gambetti.. Consumption Heterogeneity over the Business Cycle.. (June 2012).. by Giacomo de Giorgi, Luca Gambetti..

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  • Title: Bayesian Vector Autoregressions and Small Sample Corrections in VARs - Macroeconometrics Summer School - Barcelona GSE
    Descriptive info: » Bayesian Vector Autoregressions and Small Sample Corrections in VARs.. Barcelona Macroeconometrics Summer School.. Bayesian Vector Autoregressions and Small Sample Corrections in VARs.. Instructors: Marek Jarocinski.. and Albert Marcet.. Introduction to / refreshment of Bayesian econometrics.. We start with a description of the Bayesian approach to econometrics and how it applies to VARs.. Likelihood, prior, posterior, posterior simulation.. Linear regression, prior as additional observations.. Finding posteriors analytically: conjugate priors.. Finding posteriors numerically: Gibbs sampling, MCMC methods.. Unit root priors for Bayesian VARs.. We describe some widely used priors for VARs.. Motivation for the unit root priors for VARs.. Minnesota prior, one-unit-root prior, no-cointegration prior.. Choice of variables in VARs.. When we set out to estimate a VAR we rarely know a priori which variables to include in the VAR.. Often, we have a small number of variables we are interested in and we know that, in principle, we can include many other variables in the VAR.. In this part of the course we discuss how to decide formally which variables to include in the VAR, depending on the goals of the research.. We explain how this decision relates to the concept of Granger-causality and to the forecasting performance of the VAR.. The concept of Granger-causal-priority (derived from Granger-causality).. The relation between Granger-causal-priority and the choice of variables in a VAR.. Bayesian model choice and the Bayesian approach to hypothesis testing.. Testing Granger-noncausality in a VAR  ...   observed series should behave.. Motivation: the Sims-Phillips controversy, truly non-informative priors, implications of standard priors for observed series.. Formulating priors on observables, a formulation as an inverse problem, solving the inverse problem by a fixed point approach.. 6.. Small Sample Corrections in Time Series.. It has been known for half a century that standard estimators for time series models are biased, but most applied work still ignores this issue.. We describe the small sample bias issue, how it is corrected in practice, pitfalls of standard classical corrections and relation to Bayesian econometrics and priors on observables.. About the instructors.. Marek Jarocinski.. is an economist in the Monetary Policy Research Division, DG-Research at the European Central Bank.. He has been a frequent guest professor in the Barcelona GSE Master Program in Macroeconomic Policy and Financial Markets.. His research interests include Macroeconomics and Bayesian Econometrics.. Albert Marcet.. is ICREA Research Professor and Director of the Institute for Economic Analysis (IAE) and AXA Research Chair on Macroeconomic Risk at the Barcelona GSE.. He is also the director of the Bank of Spain Excellence Program.. Previously, he was Professor at the London School of Economics (LSE) and Universitat Pompeu Fabra (UPF).. In 2011, Prof.. Marcet was named Fellow of the Econometric Society.. He has been Research Fellow of CEPR since 1992.. Macroeconometrics Home.. Empirical Time Series Methods for Macroeconomic Analysis.. Exchange Rate Predictability.. Modeling Non-stationary and Non-linear Time Series..

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  • Title: Exchange Rate Predictability - Macroeconometrics Summer School - Barcelona GSE
    Descriptive info: » Exchange Rate Predictability.. Instructor: Barbara Rossi.. The main goal of this course is to provide an answer to the question: Does anything forecast exchange rates, and if so which variables?.. It is well known that exchange rate fluctuations are very difficult to predict using economic models, and that a random walk forecasts exchange rates better than any economic model (the Meese and Rogoff puzzle).. However, the recent literature has identified a series of fundamentals/methodologies that claim to have resolved the puzzle.. This course provides a critical review of the recent literature on exchange rate forecasting and illustrates the new methodologies and fundamentals that have been recently proposed guided by an up-to-date, thorough empirical analysis.. During the course, we analyze the most important and the most recent econometric models that have been used in the literature (including linear, nonlinear, ECM, factor and BMA models) and review a variety of techniques that have been used to evaluate predictive ability.. Which Predictors To Use To Forecast Exchange Rates?.. We will overview theoretical models of exchange rate determination and review the empirical performance of traditional predictors (such as money and output differentials, interest rate differentials (i.. e.. uncovered interest rate parity), price/in ation differentials (i.. the purchasing power  ...   Mariano (2005), West (2006), Giacomini and Rossi (2010) and Inoue and Rossi (2012), among others).. We will discuss the importance of the choice of the benchmark model, forecast horizon, forecast methodology.. Which Data To Use?.. We will discuss the advantages of using end-of-sample versus filtered data, forecasted versus realized fundamentals, which countries, sample, frequencies to use, and whether to use real-time versus fully revised data.. Computer codes (in Matlab) will be made available to students to implement the methods discussed in class and will be used in an applied exercise to forecast exchange rates.. About the instructor.. Barbara Rossi.. is ICREA Research Professor at UPF and Research Associate at CREI.. Before coming to Barcelona, Prof.. Rossi was Associate Professor (with tenure) at Duke University.. She has held visiting positions at the Philadelphia Fed, University of California-Berkeley, ENSAE-CREST (France), University of Montreal (Canada), Atlanta Fed, UCSD, and Concordia University.. Rossi is associate editor of.. Journal of Business and Economic Statistics, Journal of Economic Dynamics and Control, and Journal of Applied Econometrics.. She is a CEPR Fellow and member of the CEPR Business Cycle Dating Committee.. She is also a member of the American Economic Association, Econometric Society, European Area Business Cycle Network, and the American Statistical Association..

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  • Title: Empirical Time Series Methods - Macroeconometrics Summer School - Barcelona GSE
    Descriptive info: » Empirical Time Series Methods for Macroeconomic Analysis.. Instructor: Luca Gambetti.. The objective of the course is twofold.. First, the course aims at presenting some of the most popular time series models designed to analyze the propagation mechanisms and measure the effects of macroeconomic shocks.. Special emphasis will be put of the role of information for the correct identification and estimation of structural shocks.. Second, the course aims at discussing some recent applications in macroeconomics.. In particular the focus will be on the onging debate about fiscal multipliers and the effects of fiscal policy shocks and the role of news for macroeconomic fluctuations.. Matlab programs to implement the theoretical methods and replicate the applications studied in class will be made available to students.. Structural VAR (SVAR) models:.. Theory.. Application: Fiscal policy shocks and fiscal foresight  ...   business cycle (part II).. Structural Factor Models (SFM).. Application: Fiscal policy shocks and fiscal foresight (part III).. Application: News shocks and the business cycle (part III).. Time-varying Coefficients Models.. Time-Varying Coefficients VARs.. Stochastic Volitaility VARs.. Application: Evolving macroeconomic volatility.. Application: Monetary policy regime changes.. Luca Gambetti is Associate Professor of Economics at the Universitat Autonoma de Barcelona and Barcelona GSE Affiliated Professor.. He is a research fellow of MOVE (Markets, Organizations and Votes in Economics) and an external member of RECent.. He obtained his Ph.. D in Economics from the Universitat Pompeu Fabra in 2006.. Luca s research focuses on quantitative macroeconomics and applied time series analysis.. His research has been published among others in the Journal of.. Monetary Economics.. ,.. the Economic.. Journal, the Journal of.. Applied Econometrics.. and the American Economic Journal:.. Macro..

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  • Title: Modeling Time Series - Macroeconometrics Summer School - Barcelona GSE
    Descriptive info: » Modeling Non-stationary and Non-linear Time Series.. Modeling Non-stationary and Non-linear Time Series.. Instructors: Laura Mayoral and Gabriel Pérez-Quirós.. Most time series in economics and finance display a large degree of persistence.. Also, since economic and financial systems are known to go through both structural and behavioral changes, many of them exhibit characteristics that are not compatible with linearity.. The goal of this course is to introduce some popular non-stationary and non-linear time series models that have been found to be effective at modeling macroeconomic and financial time series data.. The course is mainly designed for practitioners and students who will use time series data in empirical analysis.. Topics Covered.. Linear models for nonstationary data.. Integration and fractional integration.. Univariate and panel unit root tests, non-stationary dynamic factor models.. Cointegration and Fractional cointegration.. Measuring persistence.. Impulse response functions and related methods.. Aggregation and persistence.. Non-linear methods.. Markov Switching and Threshold models.. Univariate and multivariate analysis.. Dynamic non linear factor models.. Real time assessment of recession probabilities.. Prerequisites.. Statistics and econometrics at an advanced undergraduate level are recommended.. Computer applications will be based on MATLAB so some knowledge of basic programming will be useful although not necessary..  ...   Other areas in which she has contributed recently are political science and international economics.. Gabriel Pérez-Quirós.. has a B.. A.. in Economics from Universidad de Murcia (1989), Master in Economics and Finance from CEMFI (1991), and PhD in Economics from the University of California San Diego (1996).. He is currently the Unit Head of Macroeconomic Research at the Research Department of the Bank of Spain.. He previously worked on business cycle research at the Federal Reserve Bank of New York and the European Central Bank.. He also worked as an advisor in the Economic Bureau of the Spanish Prime Minister and has been consultant for the European Commission, the European Central Bank, United Nations and the World Bank.. He was a member of the Scientific Committee of the Euro Area Business Cycle Network.. He is a Research Affiliate of the Centre for Economic Policy Research (CEPR) and was co-editor of.. SERIES, Journal of the Spanish Economic Association.. He has published extensively on applications of non-linear models to the analysis of economic and financial variables over the b usiness cycle.. He teaches PhD courses at the Universidad de Alicante where he has supervised several dissertations on these topics..

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  • Title: Information Request - Continuing Education Courses - Barcelona GSE
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  • Title: Summer School Testimonials - Barcelona GSE
    Descriptive info: » Participant Testimonials.. Summer School Testimonials.. Attending the Barcelona Banking Summer School was a unique experience and gave me the opportunity to advance my doctoral research significantly.. The insightful and demanding lectures provided strong foundational knowledge as well as the latest thinking in banking theory and empirics.. The instructors were outstanding leaders in their fields and were willing to discuss participants own research face-to-face.. In addition, the Summer School is perfectly organized to encourage participants to exchange ideas with other academics, central bankers and financial industry representatives from across the world in a mutually beneficial environment.. This setup enabled me to gain a truly global perspective on current banking and regulatory issues.. Sebastian C.. Moenninghoff.. PhD Student in Finance.. WHU Otto Beisheim School of Management (Germany).. 11.. Participating in the Microeconometrics and Labour Economics Summer School was a truly enriching and inspiring experience.. Not only did I get the chance to gain detailed insights into innovative theoretical and empirical research but I was also able to discuss my PhD thesis face-to-face with some of the most renowned researchers in the world.. What I would like to point out specifically and in addition to the high academic standards applied is the extraordinary dedication and outstanding commitment of both the academic and administrative staff involved: they would always go the extra mile to accommodate all our requests with great enthusiasm (even extending the lecture to interested participants after class while enjoying a picnic in the park).. Iris Vernekohl.. DAAD Lecturer PhD Student.. South African German  ...   of the last topic in each participant s research or job.. Two intensive weeks were enough to merge otherwise independent chapters in an organic discourse that has definitely shaped my PhD thesis.. The Barcelona GSE facilities are way beyond standards and the guys from the administration did not save any effort to make me enjoy the program and the whole ciutat (city) at their best.. Andrea Pinna.. PhD Student in Economics.. Queen Mary, University of London.. 10.. Jean-Charles Rochet and Xavier Freixas provide an extremely well-taught and thorough course that does no less than cover the most important issues and bring you to the frontier of banking and regulation theory.. This together with the stimulating and friendly atmosphere at the Barcelona Graduate School of Economics made my week at the Banking Summer School very valuable indeed.. Jens Eisenschmidt.. Economist, European Central Bank.. Frankfurt, Germany.. 09.. Barcelona GSE Banking Summer School offers very valuable courses that perfectly combine theoretical and methodological aspects.. The teaching approach used in the lectures has broadened my background in banking and is also helping me develop some new ideas for future research!.. Monica Rossolini.. PhD student in Banking and Finance.. Tor Vergata University, Rome.. 08.. The program helps us to develop advanced econometric skills, explore diverse perspectives, and develop research abilities, transforming us into outstanding researchers who have the judgment, confidence, skills and wide networks needed to lead a research project in this challenging economic climate.. Dwityapoetra Besar.. PhD student, Cass Business School.. Senior Economist, Central Bank of Indonesia.. 08..

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  • Title: Barcelona Graduate School of Economics
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  • Archived pages: 538