The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series. Authors working in applications or econometric theory in this area are invited to submit an abstract.

The goal of this conference is to exchange ideas and to discuss recent results in the analysis of high-dimensional time series.

Dynamic stochastic general equilibrium models (DSGE) command wide support among macroeconomists as a modeling methodology. In addition, they are widely used by policy institutions for both policy assessments and forecasting exercises. Nevertheless, there is much less agreement about the details...