Short Courses & Summer Schools

I have extensive experience in teaching short courses in various specialized topics at central banks and universities (short PhD courses, and summer schools). If you are interested to discuss please contact me

Short courses taught:

  1) 3-day course on Machine Learning for Economic Forecasting, Université Paris Dauphine

  2) 5-day SoFiE summer school in Econometric Methods for Risk Assessment and Forecasting, Bank of Belgium, June 2025 (with F. Loria and F. Ravazzolo)

  3) 5-day summer school in Bayesian Machine Learning Methods for Modelling Macroeconomic and Financial Time Series, University of Crete, July 2023 (with Max Scrhoeder)

  4) 1-day PhD training course in Bayesian Approaches to Shrinkage, University of Salzburg (ESOBE), September 2022

  5) 1-day PhD training course in Bayesian Approaches to Shrinkage, University of Glasgow, June 2022 (with Kenichi Shimizu)

  6) 5-day summer school in Bayesian Analysis for Central Bankers, University of Glasgow, September 2021

  7) 4-day courses in Bayesian Analysis for Central Bankers, Deutsche Bundesbank, November & December 2019

  8) 5-day course in Econometric Methods for Big Data, Budapest School for Central Bank Studies, Hungarian National Bank, July 2018

  9) 4-day course in Bayesian Inference, DG Economic and Financial Affairs (ECFIN), European Commission, June 2017,  February 2018

10) 3-day long courses in Bayesian Analysis for Central Bankers, Deutsche Bundesbank, April, June & September 2016  [Teaching evaluation]

11) 3-day PhD-level course in Bayesian Estimation, Università di Roma 'Tor Vergata', April 2016

12) 5-day course in Bayesian Time Series: Advanced, Barcelona Graduate School of Economics (GSE), July 2015, July 2016, July 2017, June 2018, July 2019  [Teaching evaluation]

13) 2-day course in Estimation and Inference in Large Time-Varying Parameter Vector Autoregressions, Deutsche Bundesbank, December 2013

14) 3-day PhD training course in Advanced Macroeconometrics, University of Glasgow, June 2013  [Teaching evaluation]

15) 2-day PhD training course in Bayesian Computation and Estimation, Université de Rennes 1, April 2013

16) 3-day summer school in Bayesian Methods for Empirical Macroeconomics, Queen Mary University London, July 2011 (with Gary Koop)

17) 5-day course in Bayesian Econometric Methods for Empirical Macroeconomics, Deutsche Bundesbank, October 2009 (with Gary Koop)