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Home > Conferences & Events > Faculty of Social Sciences > School of Economics

School of Economics

School of Economics

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Bayesian SVARS Summer School

Description

This summer school is designed to gain an insight into frontier research on Bayesian Structural Vector Autoregression (Bayesian SVARs). Within this context its focus is structural identification of economic shocks at business cycle frequency rather than forecasting or longer-term analysis. Bayesian SVARs are frequently employed to empirically assess the effects of monetary policy, oil market, labour market and uncertainty shocks. The summer school is divided into four parts:

  1. Reduced form estimation: We will learn which prior distributions can be chosen to estimate Bayesian VARs and how they can be implemented, both using existing toolboxes and building our own codes bottom-up.
  2. Structural Identification: We will introduce three approaches to identify SVAR models using economic reasoning: (i) short run restrictions, (ii) sign restrictions, and (iii) proxy variables.
  3. Posterior Sampling Techniques: In a stylised setting we will learn techniques to sample from non-standard distribution, a method often required in Bayesian SVARs. In a second step we will assess various diagnostic tools for these samplers. 
  4. Advanced Topics: We introduce the following advanced topics: (i) Smooth Transition VARs, (ii) Local Projections, (iii) Factor-augmented VARs, (iv) statistical identification via heteroskedasticity and non-Gaussianity.

The summer school will take place in person. It combines lectures, workshops and coding exercises in Matlab. 

https://www.uea.ac.uk/course/summer-school/bayesian-svars/2023

Attendee CategoryCost   
Early Career Researcher£120.00
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PGR£60.00
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UEA PGR Student£0.00
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Behavioral Game Theory Summer School

Description

Game theory, one of the most widely used mathematical tools in economics and the social sciences, builds on a foundation of strong assumptions about agent’s preferences and how agents make decisions.  Two decades of work by experimental economists has cast serious doubts on these assumptions. Theorists and experimenters have responded by developing new theories that incorporate behavioural elements. The goal of this course is to familiarize you with research related to some of the most important topics of current research in behavioural game theory and to help you start thinking about potential research projects in this area.

Topics we will cover include lie and guilt aversion, bounded rationality, infinitely repeated games, and coordination games. We will stress understanding how the various papers, both old and new, relate to current topics of research.  The main emphasis of the course will be on experiments related to behavioural game theory.  We will also go through some theory, but only to the degree that understanding the theory is necessary to understanding the experimental literature.

The class will feature a mixture of in-person lectures, group discussions, and group work to develop and present a research idea. The class emphasizes active participation by students.

https://www.uea.ac.uk/course/summer-school/behavioral-game-theory/2023

Attendee CategoryCost   
Early Career Researcher£120.00
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PGR£60.00
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UEA PGR Student£0.00
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Implementing Experimental Designs Summer School

Description

Implementing Experimental Designs: Best Practices for Software Programming

This two-day summer school provides a guide to experimental economics researchers on best practices for translating an idea for an experimental design to an implementable experiment, whether in the laboratory or online. In contrast to courses which focus on software packages (such as oTree or z-Tree courses), on this course you will learn how to create a program that is efficient, reliable, and which enables collaboration, adaptability, and reproducibility.

On the first day, we will introduce a conceptual framework for implementing experimental designs. This includes defining the different states of an experiment, and developing storyboards and wireframes for the information screens, input screens, and calculations/ output screens.

On the second day, we will demonstrate how to translate the designs to software, including topics such as defining groups and matchings, sequential decision-making, multiple decision-making periods, randomization devices, and systematically recording variables for logging and reproducibility.

We will provide a brief introduction to key technologies used in producing professional-looking applications, including webpage generation via templates, CSS and Bootstrap, and JavaScript and jQuery. Throughout we will emphasise the use of git and GitHub for version control and collaboration, and management of Python virtual environments for reproducibility and portability. This is therefore not just another oTree course! By the end of the course, students will acquire skills which are transferrable to other platforms or technologies.

https://www.uea.ac.uk/course/summer-school/implementing-experimental-designs-best-practices-for-software-programming/2023

Attendee CategoryCost   
Early Career Researcher£120.00
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PGR£60.00
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UEA PGR Student£0.00
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PGR Students in a lecture hall smiling and listening to the lecturer

Time Series Workshop

Description

We are pleased to announce the first edition of the University of East Anglia School of Economics, Time Series Workshop. This workshop is going to cover recent theoretical and empirical developments in time series econometrics. 

Time Series Workshop 2023

The first edition of the University of East Anglia School of Economics Time Series Workshop will take place on June 1 - 2 2023. The workshop is going to take place in person.

We are pleased to have the following speakers confirmed for our first workshop:

Helmut Lütkepohl (Freie Universität Berlin, DIW Berlin)

Michele Lenza (European Central Bank)

The workshop will be held in person at University of East Anglia School of Economics, University of East Anglia, Norwich Research Park, Norwich, Norfolk,

NR4 7TJ, UK. The workshop is open to both presenters and external participants. Both presenters and non-presenters will be asked to register by Saturday 15th April 2023 paying a registration fee of £60. Travel and accommodation costs are not covered, and all participants are expected to attend the full workshop over the two days.

A summer school on Bayesian structural vector autoregressions, aimed at practitioners as well as master’s and early-stage PhD students, is going to take place before the workshop, May 30-31, 2023. For more information and to book your place, please visit: 

https://store.uea.ac.uk/conferences-and-events/faculty-of-social-sciences/school-of-economics/bayesian-svars-summer-school

Attendee CategoryCost   
Standard - External to UEA£60.00
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Standard - UEA Staff or PGR Student£0.00
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