The first NBER-NSF Time Series Conference was organized some 40 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 from both the econometrics and statistics communities to exchange new ideas. Following the success of the first meeting, the conference became an annual function. It was added to the group of Conferences in Economics and Mathematical Economics (ÒCEMEÓ), funded by NSF and administered by NBER. To maintain year-to-year continuity in the series, a group of `seminar leaders' solicit and select venues, comment on the program proposed by the local host, and coordinate the logistics.
The NBER-NSF Time Series Conference has evolved into `the' time series conference, with roughly 100 participants yearly from all over the world. Historically and presently it routinely attracts the most respected researchers in economic time series -- historically the likes of T.W. Anderson, J. Durbin, C.W.J. Granger, E.J. Hannan, M.Parzen, M. Rosenblatt, and A. Zellner, and presently a long list of researchers of equal stature. The conference has also developed strong ties with central banks (particularly the U.S. Federal Reserve System), government agencies, corporate (`tech') research centers, financial research groups, etc. The conference continues to be an active and vibrant event that is often used as a testing ground for new research ideas at the interface of econometrics and statistical research in time series.
Past Conferences
2025 Rutgers University
2024 University of Pennsylvannia , USA
2023 UQAM, Canada
2022 Boston University , USA
2021 Rice University ,USA
2019 CUHK, Hong Kong
2018 UCSD, USA
2017 Northwestern University, USA
2016 Columbia University, USA
2015 Vienna University of Economics and Business, Austria
2014 Federal Reserve Bank of St. Louis, USA
2013 Federal Reserve Board, Washington, USA
2012 Texas A&M University, College Station, 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
1987 NC State, USA
1986 SMU, USA
1985 Carneige Mellon, USA
1984 UC Davis, USA
1976 UVA, USA