Call for Papers - IHS - Workshop - High-Dimensional Time Series in Macroeconomics and Finance

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Call for Papers

Extension of Submission Deadline - February 15, 2019


The Institute for Advanced Studies is holding the Fourth Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance on May 16 - 17, 2019. A special focus will be on cross-fertilization from approaches in other areas of application.

Invited Speakers
Christian Brownlees (Universitat Pompeu Fabra)
Domenico Giannone (Federal Reserve Bank of New York)
Marco Lippi
(Einaudi Institute for Economics and Finance)
Hashem Pesaran (University of Southern California)
Benedikt Pötscher (University of Vienna)
Michael Wolf (University of Zurich)

Submission of Papers

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. Authors working in applications or econometric theory in this area are invited to submit an abstract. Online submission of an abstract is possible through the conference management system Conftool and must be received by 15 February 2019. Accepted papers will be communicated by 15 March 2019.

Scientific Committee
Matteo Barigozzi (London School of Economics)
Sylvia Frühwirth-Schnatter (Vienna University of Economics and Business)
Uwe Hassler
(Goethe University Frankfurt)
Nikolaus Hautsch
(University of Vienna)
Wolfgang Scherrer (TU Wien)
Martin Wagner
(TU Dortmund)

Local Organizers
Manfred Deistler (Vienna University of Technology and Institute for Advanced Studies)
Leopold Sögner
(Institute for Advanced Studies and Vienna Graduate School of Finance)

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