High-Dimensional Time Series in Macroeconomics and Finance
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (31 March 2023) | Viewed by 14622
Special Issue Editors
Interests: statistics and econometrics
Interests: quantitative finance; applied econometrics; Bayesian econometrics; financial econometrics
Interests: econometrics; quantitative economics; transition economics; environmental economics
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
The Special Issue primarily, but by no means not exclusively, intends to provide a publication outlet for papers presented at the 5th Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, which is due to take place from June 9 to 10, 2022 at the Institute for Advanced Studies in Vienna, Austria.
https://www.ihs.ac.at/events/conference-series/time-series-workshops/time-series-workshop-2021/
In the context of this workshop, this Special Issue aims provide a forum for exchanging ideas and recent results in high-dimensional time series analyses. Both theoretical papers as well as papers with a focus on macroeconomic or financial applications are most welcome. Furthermore, high-level survey papers that compare different approaches and well-crafted performance comparisons across methods are of interest. We expect this Special Issue to contain a selection of papers that reflect the current status and some promising research avenues for the future.
Prof. Dr. Benedikt Poetscher
Dr. Leopold Sögner
Prof. Dr. Martin Wagner
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Econometrics is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- time series analysis
- factor models
- system identification
- macro-econometrics
- financial econometrics
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