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
- Majid Al-Sadoon (UPF and Barcelona GSE)
- Christian Brownlees (UPF and Barcelona GSE)
- Geert Mesters (UPF and Barcelona GSE)
- Barbara Rossi (ICREA-UPF and Barcelona GSE)
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"