Math Camp – Richard Schnorrenberger (Kiel University)

Course Description

Modern analytical economics runs on math. Whether you are building structural models, estimating causal effects, or forecasting the macroeconomy, a firm command of mathematical tools is essential. This bootcamp-style course is designed to sharpen your intuition and fluency in the core mathematical concepts that underpin advanced economic analysis. From the rigor of real analysis to the power of linear algebra and the logic of optimization, we will build the quantitative foundation needed for sound research in economics. We will also dive into the probabilistic thinking and estimation techniques that drive econometrics, and explore how machine learning is reshaping the frontier of macroeconomic forecasting. 

But this course is not just about theory. Through interactive tutorials and hands-on coding sessions, you will put mathematical ideas into action, applying abstract reasoning to concrete economic problems. Working through guided examples in R and MATLAB using interactive notebooks, you will translate equations into code and analysis. By the end, you will have a stronger command of both the core  mathematical methods and the computational tools essential for advanced economic modeling.

Prerequisites

Participants should have a solid foundation in undergraduate-level calculus, linear algebra, and probability theory. Familiarity with basic programming concepts is also recommended to fully engage with the coding exercises and interactive notebooks.

Timetable: This is a 25-hour course (including tutorials).