Winter School 2023

Dynamic Programming

This course will provide tools to solve dynamic models of general equilibrium in a deterministic and stochastic environment. To do so, we will study the most used methods to solve recursive optimization problems in macroeconomic and financial models so that the student can use them in later courses. Topics to be reviewed require some understanding of Real Analysis, Measure Theory, Linear Algebra, Stochastic Calculus, and Differential Equations. For this reason, during the course, a mathematical preamble will be made to some of these topics to have a sufficient level of formality for the study of the topics that are included in the program.

Rodney Menezes

Aug 7, 9, 11, 14, 16:  7pm – 10pm

Advanced Microeconomics

This course provides an introduction to microeconomics at the graduate level. The topics to be covered include consumer theory, firm theory, decision-making under uncertainty, and general equilibrium. The course will mainly focus on understanding the intuition behind the definitions beyond the demonstrations of each property.

David Limpe

Aug 21, 23, 25, 28, 30:   7pm – 10pm

Dynamic Macroeconomics

In this course, we will review the underlying models in Real Business Cycle (RBC) Theory. We will start with a study of the mathematical tools for algebraic development and extend the model from different perspectives (open economy and financial markets). Toward the end of the course, we will also study the standard New-Keynesian (NK) model. The computational tool used to solve the models will be Dynare (Matlab Toolbox), which will allow us to perform simulations and analyze impulse responses to unanticipated shocks.

Christian Alcarraz

Sep 4, 6, 8, 11, 13:  7pm – 10pm

Time-series Econometrics

This time series econometrics course covers a wide range of topics, from the multiple linear regression model to the basics of Bayesian econometrics. You will learn about the Gauss-Markov assumptions, estimation by Ordinary Least Squares (OLS), ARMA models, unit roots, vector autoregressive (VAR) models, cointegration, and structural VAR (SVAR) model identification methodologies. In addition, causal Granger, impulse response functions, variance decomposition, and historical decomposition will also be discussed. This course will help you develop skills, expand your econometric knowledge, and learn applications to the Peruvian case.

Andrés Valqui

JP: Gabriela Espinar

Sep 18, 19, 20, 21, 25, 26, 28:  7pm – 10pm

Interbank Bank:

Account: 8983363838261

Mobile: 941 293 540

Student: from 7th to 10th semester

      Documents to present:

• A document that certifies which semester you are in and weighs your final grade to date (GPA).
• Color scanning of the DNI.
• Curriculum vitae (CV).
• Affidavit (sent by email).
• Personal statement (on one page, please indicate why you are interested in this program)
• Proof of admission fee payment

Graduated: maximum one year after graduation

      Documents to present:

• A document that proves your year of graduation and the final weighted grade (GPA).
• Color scanning of the DNI.
• Curriculum vitae (CV).
• Affidavit (sent by email).
• Personal statement (on one page, please indicate why you are interested in this program)
• Proof of admission fee payment

1st PHASE

PRESENTATION OF DOCUMENTS:

From April 18 to June 18, 2023

Email: rief@ri-ef.com, in PDF format

2nd PHASE

DOCUMENT VERIFICATION:

Confirmation of the minimum requirements. On July 3, we will send you an email to confirm if you have been qualified to enter the 3rd phase (The Interview).

3rd PHASE

THE INTERVIEW:

From July 8 to 9, 2023

These dates are provisional since they will depend on the number of applicants.

4th PHASE

FINAL RESULTS:

On July 13, 2023

We will email you to confirm if you obtained admission with a full scholarship or not to the program.

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