Virtual Workshop for Junior Researchers in Time Series

Date and Time

26 March 2026 from 13:00 to 18:00 (London time).

Registration

The workshop will take place in the same Zoom meeting room as the seminar. If you have not previously registered for the seminar, you can register here.

Program

Listed times are relative to London time.

Session 1: SVAR

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

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

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