Summer School of Applied Economics (SEEC2005)

Programming in MATLAB

Description

The Summer School in “Applied Economics” will be held at the Department of Economics and Quantitative Methods of the University of Lecce (Italy) from the 4th to 8th July 2005. The main aim of this 25 hours course is to provide an introduction to applied work in economics with MATLAB. The approach is problem based, i.e. students will be made familiar with the software using well-known examples from both economic theory and applied econometrics. In the morning session, we will discuss the example and the required programming tools. In the afternoon computer sessions, students have the opportunity to consolidate the material from the morning lecture. To maximize the match between the research focus of the participants and the course content, there are 4 topics the students can chose from by majority vote (Topic 1 is compulsory and covers 2 days).

Lecturer

Prof . Dr. Ulrich Woitek

Institut für empirische Wirtschaftsforschung

Universität Zürich

Winterthurerstrasse 30

CH-8006 Zürich

Tel. +41 1 634 3650

u.woitek@iew.unizh.ch

Outline

	Time	Topic
Topic 1a	9-12	Introduction to MATLAB; VAR Analysis of Monetary Policy
	14-16	VAR Estimation
Topic 1b	9-12	The Identification Problem: Short- and Long-Run Restrictions
	14-16	The Identification Problem
Topic 2	9-12	Numerical Integration
	14-16	Estimation of an AR-Model using the Gibbs-Sampler
Topic 3	9-12	The Neoclassical Growth Model; Simulation Methods: Euler, Runge-Kutta
	14-16	Simulating the Solow Model
Topic 4	9-12	State-Space Models and the Kalman Filter
	14-16	Estimating a Trend-and-Cycle Model for Industrial Production in Italy
Topic 5	9-12	Solving General Equilibrium Models: The Scarf Algorithm
	14-16	Application

Course Venue

The School is held at the Department of Economics and Quantitative Methods of University of Lecce (Italy).

Selection Criteria

The number of participants can not exceed 45; to be admitted, university education at the level of Italian Laurea or other foreign equivalent is requested. Another requisite is a good background in microeconomics, macroeconomics, calculus, statistics and econometrics. Undergraduates who have completed all of their exams are eligible by presenting a letter from their advisor attesting the requested background. The lectures and the reading material will be in English. The participants will be selected by a special commission; a written communication of the admission will be sent before June 22nd, and selected participants will be asked to confirm their attendance by email.

Enrollment procedure

The subscription form is available here in pdf format or word format and must be sent not after June 16, 2005:

By e-mail: C.Mastromarco@economia.unile.it

By Fax: : +39 0832 298757 (referent: Camilla Mastromarco)

by normal mail to the following address:

Scuola Estiva di Economia computazionale (SEEC) (referent Camilla Mastromarco)

Dipartimento di Scienze Economiche e Matematico-Statistiche

Università di Lecce

Via per Monteroni, Complesso Ecotekne

73100 Lecce

Italy

The application should contain:

curriculum vitae

a document certifying the education level and the requested background.

The subscription fee is fixed at 200 Euro for students and 250 Euro for the others. The admission fee must be paid to postal account n. 277731 to “Università degli Studi di Lecce – Servizio incassi” (by payment form), specifying “tassa di iscrizione alla Scuola estiva di Economia computazionale (SEEC)”. The payment form itself must be be filled out and faxed before June 28, 2005 to the administrative secretary (fax: +39 0832 298757).

For further information , please contact the School's scientific organizer:

Camilla Mastromarco

Department of Economics and Quantitative Methods

Ecotekne, via per Monteroni

73100 Lecce

Italy

Phone: +39 0832 298779

Fax: +39 0832 298757

E-mail: C.Mastromarco@economia.unile.it