5th Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance

A Tribute to Manfred Deistler

Institute for Advanced Studies – Institut für Höhere Studien (IHS) Josefstädter Straße 39, 1080 Vienna, Austria

The Fifth Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance, hosted by the Institute for Advanced Studies, has been postponed and will take place on June 9 - 10, 2022.


Here you can find the conference programm

At this workshop we take the opportunity to celebrate the 80th birthday of Manfred Deistler. As with previous workshops, a special focus will be on cross-fertilization from approaches in other areas of application.

Invited Speakers

  • Brian Anderson (Australian National University)
  • Marc Hallin (Université Libre de Bruxelles)
  • Marco Lippi (Einaudi Institute for Economics and Finance)
  • Hashem Pesaran (University of Southern California)
  • Ingmar Prucha (University of Maryland)

Scientific Committee

Matteo Barigozzi, Christian Brownlees, Sylvia Frühwirth-Schnatter, Uwe Hassler, Nikolaus Hautsch, Siegfried Hörmann, Ulrike Schneider, and Michael Wolf.

Local Organizers

Benedikt Pötscher, Wolfgang Scherrer, Leopold Sögner, and Martin Wagner.

Submission Details

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. Online submission of an abstract is possible through the conference management system Conftool and must be received by 15 February 2022. Acceptance decisions will be communicated by 15 March 2022.

Key Data

Submission deadline

February 28, 2022

Date of notification

March 31, 2022

Registration period (early fee)

April 30, 2022

Registration period (regular fee)

June 10, 2022

Date of event

June 9, 2022  – June 10, 2022

Registration fee/Participation fee

350€ regular, 300€ early

Link to register


Special Volume

Conference participants are invited to submit a paper to a special issue of Econometrics (https://www.mdpi.com/journal/econometrics) edited by the organizers. The submission process will start on 15 March 2022, after the acceptance decisions for the workshop have been communicated. Submission of completed papers is possible until 30 September 2022.

For further questions please contact office.timeseries@ihs.ac.at.