Virtual Workshop for Junior Researchers in Time Series

Date and Time

26 March 2026 from 13:00 to 16:00 (London time).

Video

To access recordings of the presentations, please click here.

Program

Listed times are relative to London time.

Session 1: SVAR (Chair: Abderrahim Taamouti)

13:00-13:20 Endong Wang (Mannheim). Local projections identify the same policy counterfactuals as empirical and structural models

13:20-13:40 Marco Zoso (Milan-Bicocca). Quantifying Demand Shocks in the Green and Digital Transition

13:40-14:00 Changchen Ge (Monash). The Inflationary Impact of Government Spending Shocks: Do Funding Choices Matter?

Session 2: Methodology (Chair: Adriana Cornea-Madeira)

14:00-14:20 Jae Ho Chang (Ohio State). Embedding Network Autoregression for time series analysis and causal peer effect inference

14:20-14:40 Xuewen Yu (Fudan). Limit theory for mildly explosive time series when initialization is in the infinite past

14:40-15:00 Fabrizio Ghezzi (UCSD). Gauging Hourly Economic Activity in Your Neighborhood

Session 3: Score-driven Models & Panels (Chair: Majid Al-Sadoon)

15:00-15:20 Emilija Dzuverovic (Venice). From rotational to scalar invariance: Enhancing identifiability in score-driven factor models

15:20-15:40 Jannik Steenbergen (Aarhus). Noise-cancelling location models

15:40-16:00 Joao Vieira (Lisbon). A Two Steps Panel Data Mode Regression with Interactive Fixed Effects