The first NBER-NSF workshop on time series was organized some 20 years ago at the urging of Arnold Zellner, a well-known economist at the University of Chicago and former president of the American Statistical Association. The purpose  of the meeting was to bring together the most productive researchers in economic time series analysis to exchange new ideas. Following the success of the first meeting, this conference has become an annual function and was added to the group of Conferences in Economics and Mathematical Economics. The CEME conferences are funded by NSF and administered by NBER. In order to maintain year-to-year continuity in the series, George Tiao and William Wecker serve as “seminar leaders” for the time series workshop. They write the annual reports, secure funding from NSF, select the meeting sites, help frame the yearly program, and lend their expertise in running this conference to the local hosts.

The NBER-NSF workshop has evolved into “the” conference in time series with between 60 to 80 participants from the U.S., Canada, Mexico, England, Germany, Greece, Italy, Austria, Switzerland, Taipei, Australia, and elsewhere. Since the `94 meeting at CSU, the workshop has been hosted by Harvard University, Duke University, University of Rotterdam, University of Chicago, and Academia Sinica (Taipei). While the seminar routinely attracts the most respected and noted researchers in economic time series—T.W. Anderson, Durbin, Engle, Fuller, Granger, Parzen, Rosenblatt, Tiao, Zellner to name a few—the organizers also actively seek out junior faculty and interested researchers from other disciplines. The conference has also developed strong ties with the Census Bureau, the Federal Reserve, Bell Labs, the Center for Disease Control and other non-university research centers.

Past Conferences

2016 Columbia University

2015 Vienna University of Economics and Business

2014 Federal Reserve Bank of St. Louis

2013 Federal Reserve Board, Washington, USA

2011 Michigan State, East Lansing, USA

2010 Duke University, Durham, USA

2009 University of California, Davis, USA

2008 Aarhus University, Denmark

2007 University of Iowa, USA

2006 University of Montreal (CIREQ), Canada

2005 University of Heidelberg, Germany

2004 Southern Methodist University, USA

2003 University of Chicago, USA

2002 University of Pennsylvania, USA

2001 NC State, USA

2000 Colorado State University, USA

1999 Academica Sinica, Taiwan

1998 University of Chicago, USA

1997 Duke University, USA

1996 University of Rotterdam, Netherlands

1995 Harvard University, USA

1994 Colorado State University, USA

1993 University of Vienna, Austria

1992 Northwestern, USA

1991 University of Pittsburgh, USA

1990 University of California, San Diego, USA

1989 Madrid, Spain

1988 University of Chicago, USA

1985 Carneige Mellon, USA


1976 UVA, USA