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3rd Klagenfurt-Bielefeld Summer School on Modern Topics in Time Series Analysis 2022

Europe/Vienna
Alpe (Das Seepark Wörthersee Resort)

Alpe

Das Seepark Wörthersee Resort

Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
Martin Wagner, Dietmar Bauer
Description

The third edition of the "Modern Topics in Time Series Analysis" summer school will feature a range of top European econometricians and statisticians providing insights on current topics in time series analysis over a full week in the beautiful setting of Klagenfurt in the Austrian south. The program will provide ample time for getting to know fellow PhD students working in the areas as well as the lecturers.

The summer school provides on five consecutive days introductions to various areas of time series analysis including (but not limited to) volatility modeling, Bayesian methods, factor models, functional time series models and many more. Each of the top researchers will provide a half day focussed on one topic. In between and in the evenings there will be ample time for networking, getting to know fellow students as well as the lecturers.  

See www.aau.at/econ/mtsa2022 for a complete list of topics and lecturers. The exact programme and timetable will be available on this site here in due time.

The summer school is primarily directed towards PhD students but is, subject to capacity, also open to young post-doctoral researchers at universities as well as research staff from other research institutions or central banks. Participants are expected to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis including the Box-Jenkins framework and the estimation and specification of vector autoregressive models.

We thank the Research Council of Klagenfurt University, WiWi-Förderverein and KIHS for their financial support.

luftbild-aau-2

Participants
  • Ajda Marjanovič
  • Alessandro Morico
  • Alexander Mozdzen
  • Alexandros Konstantopoulos
  • Ameerah Alsumluq
  • Angelo Forino
  • Asbjørn Kaufmann
  • Christian Zwatz
  • Claudio Lissona
  • Daniel Dzikowski
  • Daniel Strenger
  • Dietmar Bauer
  • Dmitri Blueschke
  • Dominik Ammon
  • Edoardo Zanelli
  • Felix Gnettner
  • Georg Köstenberger
  • Giovanni Ballarin
  • Iurii Konovalenko
  • Ivan Gufler
  • Jan-Lukas Wermuth
  • Jannik Kreye
  • Jens Klenke
  • Johanna Meier
  • Karolina Klockmann
  • Katharina Rittmeier
  • Luis Gruber
  • Marc-Oliver Pohle
  • Martin Wagner
  • Matthieu Bulté
  • Maximilian Ofner
  • Merlin Bartel
  • Merlin Bartel
  • Michael Scholz
  • Philip Letixerant
  • Ranieri Dugo
  • Reinhard Neck
  • Sebastian Veldhuis
  • So Jin Lee
  • Sven Lehmann
  • Sven Pappert
  • Tobias Eibinger
  • Vivien Less
  • Yuan Chen
Christina Kopetzky
    • 08:30 09:00
      Registration Desk, Hallway 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
    • 09:00 09:15
      Welcome and Introduction 15m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Martin Wagner
    • 09:15 10:30
      State Space Modelling I 1h 15m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria

      Slides and R materials available (updated 11.9.22).

      Speaker: Prof. Dietmar Bauer
    • 10:30 11:00
      Coffee Break 30m
    • 11:00 12:30
      State Space Modelling II 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Dietmar Bauer
    • 12:30 13:30
      Lunch Break 1h Restaurant

      Restaurant

      Das Seepark Wörthersee Resort

    • 13:30 15:00
      Spectral Analysis I 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria

      Slides available (01.09.22).

      Speaker: Prof. Uwe Hassler
    • 15:00 15:30
      Coffee Break 30m
    • 15:30 17:00
      Spectral Analysis II 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Uwe Hassler
    • 09:00 10:30
      Functional Time Series I 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria

      Slides available (8.9.22).

      Speaker: Prof. Siegfried Hörmann
    • 10:30 11:00
      Coffee Break 30m
    • 11:00 12:30
      Functional Time Series II 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Siegfried Hörmann
    • 12:30 13:30
      Lunch Break 1h Restaurant

      Restaurant

      Das Seepark Wörthersee Resort

    • 13:30 15:00
      Functional Cointegration I 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria

      Four papers available (07.09.22).
      The course is based on these materials.
      Slides available (12.09.22).

      Speaker: Prof. Massimo Franchi
    • 15:00 15:30
      Coffee Break 30m
    • 15:30 17:00
      Functional Cointegration II 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Massimo Franchi
    • 09:00 10:30
      Bayesian Methods for (Macro and Financial) Time Series Analysis I 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria

      Slides available (9.9.22).
      The exact contents dealt with will depend on the prior knowledge of participants.

      Speaker: Prof. Gregor Kastner
    • 10:30 11:00
      Coffee Break 30m
    • 11:00 12:30
      Bayesian Methods for (Macro and Financial) Time Series Analysis II 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Gregor Kastner
    • 12:30 13:30
      Lunch Break 1h Restaurant

      Restaurant

      Das Seepark Wörthersee Resort

    • 13:30 15:00
      High Frequency Econometrics I 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria

      Slides available (07.09.22); References added (11.09.22).

      Speaker: Prof. Nikolaus Hautsch
    • 15:00 15:30
      Coffee Break 30m
    • 15:30 17:00
      High Frequency Econometrics II 1h 30m Alpe

      Alpe

      Das Seepark Wörthersee Resort

      Universitätsstraße 104 9020 Klagenfurt am Wörthersee Austria
      Speaker: Prof. Nikolaus Hautsch