Time Series Workshop 2026

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General Ticket

Cost

£175.00

Description

Tickets for the 2026 Time Workshop, running from Thursday 28th to Friday 29th May.

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Time Series Workshop 2026

The fourth edition of the University of East Anglia School of Economics Time Series Workshop will take place on 28-29 May 2026. The workshop is going to take place in person.

The following speakers have confirmed their attendance:

·         Raffaella Giacomini (University College London)

·         Christian Matthes (University of Notre Dame)

•       Robert Taylor (University of Essex)

The School of Economics is going to fund a Best Paper Award of £200 for excellent work by a junior researcher (defined as having obtained their PhD within the last 6 years).

The workshop will be held at University of East Anglia School of Economics, Norwich Research Park, Norwich, Norfolk, NR4 7TJ, UK. The workshop is open to both presenters and external participants. Both presenters and non-presenters will be asked to register by Tuesday 15 April 2026, paying a small registration fee.

Please note that travelling and accommodation costs are not covered. All participants are expected to attend the full workshop.

The event is sponsored by University of East Anglia School of Economics, the International Association for Applied Econometrics and the Society for Nonlinear Dynamics and Econometrics.

The full program for the event is as follows:

Thursday, May 28th   

09:00 – 09:15 Registration, Coffee, and Snacks 
09:15 – 09:30 Welcome address by Emiliya Lazarova, Head of School of Economics  
9:30 – 11:00 Session 1 
          1) Keynote 1: Christian Matthes (University of Notre Dame), Michele Piffer, Andrzej Kocięcki 
              Non-Gaussian Factor Models 
          2) Maria Dolores Gadea-Rivas, Jesús Gonzalo, Andrey Ramos (Banco de España) 
              Temperature Distributional Shocks: Identification and Macroeconomic Effects 
11:00 – 11:30 Coffee Break 
11:30 – 13:00 Session 2 
         3) Christian Brownlees, Damiano Di Francesco (Sant’Anna School of Advanced Studies), Giorgio Fagiolo, Francesco Lamperti 
             Climate Growth-at-Risk 
         4) Andreas Lagerborg, José Nicolás Rosas (Banco de España) 
             Climate Sentiment Shocks 
13:00 – 14:00 Lunch Break  
14:00 – 15:30 Session 3 
        5) Keynote 2: Raffaella Giacomini (University College London) 
            Title TBC 
        6) Annika Camehl (Erasmus University Rotterdam), Maximilian Schröder 
            Micro-based SVAR Identification 
15:30 – 16:00 Coffee Break  
16:00 – 17:30 Session 4 
       7) Matteo Luciani, Michele Piffer, Andrea Renzetti (Bank of England) 
            Theory-based priors for the output gap 
       8) Tino Berger, Sebastian Hienzsch (University of Göttingen), Benjamin Wong 
           Euro Area Output Gaps and the Transmission of Common Shocks 
19:00 – 22:00 Joint BBQ Dinner 

Friday, May 29th 

09:00 – 09:25 Coffee and Snacks  
09:25 – 09:30 Best Paper Award 
09:30 – 11:00 Session 5 
        9) Keynote 3: Sam Astill, David I. Harvey, Stephen J. Leybourne, Robert Taylor (Essex University) 
            An Unobserved Components Based Test for Asset Price Bubbles 
      10) Sascha Keweloh (TU Dortmund), Shu Wang 
            Testing exogeneity in proxy SVAR with internal synthetic proxies  
11:00 – 11:30 Coffee Break 
11:30 – 13:00 Session 6 
      11) Lukas Buhmann (University Halle-Wittenberg), Lukas Menkhoff, Malte Rieth 
            An Estimate of the Infrastructure Multiplier in the Global South  
      12) Tom Pesso (Universitat Pompeu Fabra) 
            From Binary to Graded Narrative Identification: Evidence from Tax Policy 
13:00 – 14:00 Lunch Break 
14:00 – 15:30 Session 7 
     13) George Kapetanios, Stylianos Zlatanos (King’s College London) 
           Markov-switching VAR models with high-dimensional transition probabilities  
     14) Daniel Gründler (University of Innsbruck) 
           Endogenous TVPVARs  
15:30 – 16:00 Coffee Break 
16:00 – 16:45 Session 8 
    15) Francesco Fusari, Joe Marlow (University of Surrey), Alessio Volpicella 
          More on VARs and Local Projections Equivalence: Unit Roots and Multiple Instruments 

Program Committee: Nikolaos Angelopoulos, Martin Bruns, Gustavo Fruet-Dias 

We hope to see you soon at University of East Anglia.

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