Virtual Time Series Seminar

Thursdays @ 4 pm (London time)

The goal of the Virtual Time Series Seminars is to advance all branches of time series analysis. The seminar provides a forum for researchers to present their work to a broad academic and professional audience.

Seminars take place on Zoom. Each seminar lasts for 45 minutes, with 15 minutes allocated to informal discussion. Recordings of most seminars are made available on the VTSS YouTube channel.

Click here to obtain your personal link to attend via Zoom or to have your personal link resent to you if you've already obtained one. Your personal link will give you access to all seminars.

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Fall 2026

01/10/26, Elena Pesavento (Emory University). Semiparametric local projections. Guest Panelist: Jiaming Huang (Hong Kong University).

08/10/26, Paulo Rodrigues (Banco de Portugal and Nova SBE). Structural Breaks in Conditional Tail Risk. Guest Panelist: Karim Abadir (Imperial College London).

15/10/26, Hilde Christiane Bjørnland (BI Norwegian Business School). The Anatomy of Asymmetric Oil Supply Shocks. Guest Panelist: Veronica Selezneva (Paris Dauphine University).

22/10/26, Haeran Cho (University of Bristol). Detection and Mode-Identification of Multiple Change Points in Tensor Factor Models. Guest Panelist: Matteo Barigozzi (University of Bologna) and Lorenzo Trapani (University of Pavia).

29/10/26, Utso Pal Mustafi (Frankfurt School of Finance & Management). Inference for Macroeconomic Policy Counterfactuals. Guest Panelist: TBA

05/11/26, Frank Schorfheide (University of Pennsylvania). Measuring the Effects of Aggregate Shocks on Cross-sectional Distributions: Functional vs. Panel Approach. Guest Panelist: Raffaella Giacomini (University College London).

12/11/26, Christiane Baumeister (University of Notre Dame). Title: Oil, Inflation Expectations, and Household Characteristics: A Nonlinear Heterogeneous Agent VAR Approach. Guest Panelist: Laura Liu (University of Pittsburgh).

19/11/26, Benoit Perron (University of Montreal). Title: Bootstrapping with AI/ML-generated labels. Guest Panelist: TBA.

26/11/26, Roberto Casarin (Ca' Foscari University of Venice). Title: TBA. Guest Panelist: TBA.

03/12/26, Timo Dimitriadis (Goethe University Frankfurt). Title: TBA. Guest Panelist: TBA.

10/12/26, Abhimanyu Gupta (Queen's University). Optimal break tests for large linear time series models. Guest Panelist: Andreas Pick (Erasmus University)

Spring 2027

14/01/27, Esther Ruiz (Carlos III University of Madrid). Title: TBA. Guest Panelist: TBA.

21/01/27, Mehmet Caner (North Carolina State University). Title: TBA. Guest Panelist: TBA.

28/01/27, Peter Craigmile (City University of New York). Title: TBA. Guest Panelist: TBA.

04/02/27, Mathias Drton (Technical University of Munich). Title: TBA. Guest Panelist: TBA.

11/02/27, Jean-Michel Zakoian (Center for Research in Economics and Statistics). Title: TBA. Guest Panelist: TBA.

18/02/27, Jooyoung Cha (University of Notre Dame). Title: TBA. Guest Panelist: TBA.

25/02/27, Enzo D'Innocenzo (University of Bologna). Title: TBA. Guest Panelist: TBA.

04/03/27, Xuewen Yu (Fudan University). Title: TBA. Guest Panelist: TBA.

11/03/27, Domenico Giannone (Johns Hopkins University), Giorgio Primiceri (Northwestern University), Michele Lenza (ECB). Bayesian Inference in IV Regressions. Guest Panelist: TBA.

18/03/27, Yiru Wang (University of Pittsburgh). Title: TBA. Guest Panelist: TBA.

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