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.
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.
- 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)
Matteo Barigozzi, Christian Brownlees, Sylvia Frühwirth-Schnatter, Uwe Hassler, Nikolaus Hautsch, Siegfried Hörmann, Ulrike Schneider, and Michael Wolf.
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.
February 15, 2022
Date of notification
March 15, 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
Conference participants are invited to submit a paper to a special volume of Econometrics (https://www.mdpi.com/journal/econometrics) edited by the local organizers.
For further questions please contact office.timeseries(at)ihs.ac.at.