IHS - Workshop - High-Dimensional Time Series in Macroeconomics and Finance

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General Information

Vienna Time Series workshops were launched in 2013 with the goal of exchanging ideas and discussing recent results in the analysis of high-dimensional time series. High-dimensional time series have entered current practice in many areas, including economics, finance, and econometrics. The analysis of such datasets poses significant challenges, both from a statistical as from a numerical point of view. The most successful procedures so far have been based on dimension reduction techniques and, more particularly, on high-dimensional factor models and on Bayesian modeling. The workshop series intends to bring together prominent researchers in these areas, to discuss new developments and trends and to enhance cross-fertilization between subfields.

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

Past Workshops

Time Series 2017
June 08-09, 2017
Venue Institute for Advanced Studies, Vienna, Austria

Time Series 2015
May 21-22, 2015
Venue Institute for Advanced Studies, Vienna, Austria

Time Series 2013
Date May 2-4, 2013
Venue Institute for Advanced Studies, Vienna, Austria


Institute for Advanced Studies
Josefstädter Straße 39, 1080 Vienna, Austria
Phone: +43 1 59991 145
e-mail: office.timeseries@ihs.ac.at

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