The Fifth Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance, hosted by the Institute for Advanced Studies, will take place on June 10 - 11, 2021. At the forthcoming workshop we take the opportunity to celebrate the 80th birthday of Manfred Deistler. Hence, the title of the workshop is: “5th Vienna Workshop on High-dimensional Time Series in Macroeconomics and Finance - A Tribute to 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), and Ingmar Prucha (University of Maryland).
Submission of Papers and Deadlines
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 2021. Accepted papers will be communicated by 15 March 2021.
Matteo Barigozzi, Christian Brownlees, Uwe Hassler, Nikolaus Hautsch, Siegfried Hörmann, and Michael Wolf.
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.