The theme of the workshop is the theory and practice of economic time series analysis and prediction, with a special focus on macro and financial time series. More specifically, a (non-exhaustive) list of the topics covered in the workshop are:

  • Estimation and Inference in Time Series Analysis
  • Time Series Methods in Macroeconomics
  • Univariate and Multivariate Volatility Analysis Model Selection
  • Systemic Risk
  • Forecast Estimation and Evaluation

Keynote speakers

Workshop organizers

Previous editions

Speakers appear in the order in which they presented during the workshop.

2016 Edition
2015 Edition
2014 Edition

This edition was titled, "Time Series Analysis in Macro and Finance"