Review: Time Series Workshop 2026

The Seventh Vienna Workshop on High-Dimensional Times Series in Macroeconomics and Finance took place on May 28 – 29 at IHS.

The event brought together more than 60 participants for two days of presentations and lively discussions on high-dimensional time series. As the previous editions of the workshop this year's event placed a particular emphasis on cross-disciplinary insights, incorporating perspectives from diverse fields of application. 

The program featured around fifty presentations in total, comprising plenary, contributed, and poster presentations. Topics spanned a wide range of cutting-edge research including the econometric analysis of networks, climate and economic growth, dynamic systemic risk measures, and returns to education. Recent developments in Bayesian as well as frequentist methods for analyzing high-dimensional time series were also presented. 

The organizing committee—comprising Manfred Deistler (TU Vienna), Leopold Sögner (IHS), and Martin Wagner (University of Klagenfurt)—coordinated speaker invitations, event planning, and on-site execution. Alongside the Forecasting Workshop, this event series continues to foster a vibrant community of researchers at the IHS. 

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