Quantitative Methods for Monetary Policy Analysis

On-campus & remote (online) learning available. Students participate in interactive, real-time classes. 2026 dates: June 24,25, July 1,2,8,9,15 &16 Quantitative assessment plays an important role in macroeconomics and macroeconomic policymaking. This course will provide students with skills in two major analytical tools for quantitative evaluation in macroeconomics, particularly monetary policy: vector autoregressive (VAR) and dynamic stochastic general equilibrium (DSGE) models. These tools are heavily used in the academic literature and in policy analysis in central banks and international organisations. Students will use these methods to be able to identify the sources of macroeconomic fluctuations, gauge how structural shocks affect macroeconomic variables dynamically (impulse responses), forecast, and explore optimal policies.