7th Vienna Workshop on High Dimensional Time Series
in Macroeconomics and Finance
IHS, Vienna | 28-29 May 2026
Index of Authors
A list of all persons who contribute to the sessions of this conference. Please select a letter below to list all persons with the corresponding last name. Select the presentation in the right-hand column to access session and presentation details.
List Options: Authors and Sessions · Authors and Sessions (Short Titles) · Authors and Presentations
| Author(s) | Organization(s) | Session |
|---|---|---|
| Ahsan, Nazmul | McGill University, Canada | PS-1B |
| Akbal, Omer Faruk | International Moentary Fund | PS-4A Presenter |
| Ammon, Dominik | University of Regensburg, Germany | Poster 2 Presenter |
| Banin, Mattia | European Investment Bank | PS-2BA |
| Barigozzi, Matteo | University of Bologna, Italy; Department of Economics, Università di Bologna | PS-2BA PS-6B |
| Barrette, Christophe | University Bocconi, Italy | Poster 2 Presenter |
| Bastianin, Andrea | University of Milan + FEEM, Italy | PS-4A |
| Bauer, Dietmar | Bielefeld University, Germany | PS-5B |
| Bianchi, Luigi Amedeo | University of Trento, Italy | Poster 1 |
| Bretschneider, Tilman | Lund University, Sweden | PS-1A Presenter |
| Cao, Jiahao | University of Texas Health Science Center at Houston | PS-2A |
| Casoli, Chiara | Università degli Studi dell'Insubria, Italy; Fondazione Eni Enrico Mattei, Italy | PS-5A |
| Celani, Alessandro | Örebro University School of Business | Poster 1 Presenter PS-5B |
| Chao, Yutong | Technical University of Munich, Germany | PS-1A |
| Cieslik, Andrzej | University of Warsaw, Poland | Poster 2 Presenter |
| Daniele, Maurizio | ETH Zürich, Switzerland | PS-3A |
| Dauber, Moritz | University of Innsbruck, Austria | PS-5A Presenter |
| Demetrescu, Matei | TU Dortmund University, Germany | PS-6B |
| Dufour, Jean-Marie | McGill University, Canada | PS-1B Presenter |
| Dzuverovic, Emilija | Department of Economics, Ca' Foscari University of Venice | PS-5B Presenter |
| Eraslans, Sercan | Deutsche Bundesbank | Poster 2 |
| Etesami, Jalal | Technical University of Munich, Germany | PS-1A |
| Fankhauser, Martin | Bocconi University, Italy | PS-3B Presenter |
| Ferretti, Giovanni | Università Politecnica delle Marche, Italy | PS-5A Presenter |
| Filipovic, Damir | EPFL | PS-4B |
| Florin, Laurent | KOF ETH Zürich, Switzerland | PS-3B Presenter |
| Fossati, Sebastian | University of Alberta, Canada | PS-4A Presenter |
| Frühwirth-Schnatter, Sylvia | Vienna University of Economics and Business, Austria | PS-3B Presenter |
| Garabedian, Garo | Central Bank of Ireland, Ireland | Poster 1 Presenter |
| Gefang, Deborah | University of Leicester | Poster 2 |
| Gersing, Philipp | Department of Statistics and Operations Research, University of Vienna, Austria | PS-6B Presenter |
| Giannone, Domenico | Johns Hopkins University | PS-4A |
| Giovannelli, Alessandro | University of L'Aquila, Italy | PS-2BA Presenter |
| Goulet Coulombe, Philippe | Université du Québec à Montréal; UQAM, Canada | Poster 2 PS-3A Presenter |
| Grith, Maria | Neoma Business School, France | Poster 2 PS-2A PS-5A Presenter |
| Guerron, Pablo | Boston College, United States of America | PS-3A Presenter |
| Habibnia, Ali | Virginia Tech, United States of America | PS-1A Presenter |
| Hadházi, Dániel | Department of Artificial Intelligence and Systems Engineering, Budapest University of Technology and Economics | Poster 1 Presenter |
| Hallmark, Nick | Bloomberg, United States | Poster 2 |
| Hanzon, Bernard | University College Cork, Netherlands, The | Poster 1 Presenter |
| Harvey, Andrew | Faculty of Economics, Cambridge University | PS-5B |
| Heinz, Julian | University of Regensburg, Germany | Poster 2 |
| Hu, Guanyu | Michigan State University | PS-2A |
| Huang, Jiaming | The Hong Kong University of Science and Technology | PS-4B |
| Huber, Florian | University of Salzburg, Austria | PS-2A |
| Jaworski, Krystian | SGH Warsaw School of Economics, Poland | Poster 1 Presenter |
| Jorda, Oscar | UC Davis and San Francisco FED | PS-4B |
| Kaddoura, Yousef | Örebro University | PS-1A PS-6A Presenter |
| Kaufmann, Sylvia | Study Center Gerzensee and University of Basel, Switzerland | PS-6B Presenter |
| Kazak, Ekaterina | University of Birmingham, United Kingdom | Poster 2 |
| Kidik, Kurtulus | Bielefeld University, Germany | PS-5B Presenter |
| Klieber, Karin | ECB | PS-3A |
| Knaus, Peter | Vienna University of Economics and Business, Austria | PS-3B |
| Koch, Sebastian Paul | Institute for Advanced Studies (IHS), Vienna, Austria | PS-3A Presenter |
| Kociecki, Andrzej | University of Warsaw, Poland | PS-1A Presenter |
| Koop, Gary | University of Strathclyde, United Kingdom; University of Strathclyde, Great Britian | PS-2A PS-2A |
| Koyuncu, Batuhan | Saarland University | Poster 1 |
| Kozyrev, Boris | Halle Institute for Economic Research (IWH), Germany | Poster 1 Presenter |
| Kwon, Byeungchun | Bank for International Settlements, Switzerland | Poster 1 |
| Lehmann, Sven | University of Hagen, Germany, | Poster 2 |
| Lippi, Marco | Einaudi Institute for Economics and Finance | PS-2BA |
| Lombardi, Giulia | University of Trento, Italy | Poster 1 |
| Lombardi, Marco | Bank for International Settlements, Switzerland | Poster 1 Presenter |
| Lucchetti, Riccardo | Università Politecnica delle Marche, Italy | PS-5A |
| Marcellino, Massimiliano | Bocconi University, Italy | PS-2A PS-3B PS-4B Presenter |
| Masala, Giovanni | University of Cagliari, Italy | PS-6A Presenter |
| Matthes, Christian | University of Notre Dame, USA | PS-1A |
| McIntyre, Stuart | University of Strathclyde, United Kingdom | PS-2A |
| Misiak, Tomasz | University of Warsaw, Poland | Poster 2 |
| Mitchell, James | Federal Reserve Bank of Cleveland, United States of America | PS-2A Presenter |
| Morico, Alessandro | University of Bologna, Italy; University of Freiburg, Germany | Poster 1 Presenter |
| Németh, Kristóf | Department of Artificial Intelligence and Systems Engineering, Budapest University of Technology and Economics | Poster 1 |
| O'Neill, Eoghan | University College Dublin | Poster 1 |
| O'Neill, Eoghan | University College Dublin, Ireland | PS-2A Presenter |
| Palumbo, Dario | Department of Economics, Ca' Foscari University of Venice | PS-5B |
| Pape, Markus | Study Center Gerzensee and University of Basel, Switzerland | PS-6B |
| Pedini, Luca | Fondazione ENI Enrico Mattei | Poster 1 PS-5B Presenter |
| Perez-Cruz, Fernando | Bank for International Settlements, Switzerland | Poster 1 |
| Pfarrhofer, Michael | Vienna University of Economics and Business, Austria | PS-3B Presenter |
| Pfarrhofer, Michael | WU Vienna | Poster 2 |
| Piffer, Michele | Bank of England and King’s College London, UK | PS-1A |
| Popa, Aaron Stefan | Erasmus School of Economics, Netherlands, The; Erasmus University Rotterdam | Poster 2 Presenter PS-5A PS-2BA |
| Prohaska, Yannic | Institute for Advanced Studies (IHS), Vienna, Austria; Vienna University of Economics and Business (WU), Vienna, Austria | PS-3A |
| Proietti, Tommaso | Univeristy of Rome Tor Vergata | PS-2BA |
| Prokhorov, Artem | HSE University, Russian Federation; University of Sydney | PS-6A |
| Radchenko, Peter | University of Sydney | PS-6A |
| Reichold, Karsten | TU Wien, Austria | PS-1B Presenter |
| Reinicke, Tim | ETH Zurich; KOF ETH Zürich, Switzerland | Poster 2 PS-3A Presenter PS-3B |
| Rensen, Anouk | Erasmus University Rotterdam, Netherlands, The | PS-2BA |
| Rondon Rodriguez, Gabriel | Bank of Canada | PS-3A |
| Rossini, Luca | University of Milan + FEEM, Italy | PS-4A |
| Samadi, S. Yaser | SIUC, United States of America | Poster 1 Presenter |
| Santucci de Magistris, Paolo | Luiss University | PS-5A |
| Sarferaz, Samad | KOF ETH Zürich, Switzerland | PS-3B |
| Scheckel, Tobias | University of Salzburg, Austria | PS-2A Presenter |
| Schmidt, Fabian | TU Dortmund University, Germany | PS-6B Presenter |
| Schmitz, Luca | Institute for Monetary and Financial Stability, Germany; Goethe University Frankfurt, Germany | Poster 2 Presenter |
| Schneider, Paul | Universita' della Svizzera Italiana, Switzerland | PS-4B Presenter |
| Schneider, Ulrike | TU Wien, Austria | PS-1B |
| Schüssler, Rainer Alexander | Aalborg University Business School, Denmark | Poster 2 Presenter |
| Semenov, Alexander | University of South Florida | PS-6A |
| Shin, Hyun Song | Bank for International Settlements, Switzerland | Poster 1 |
| Skrobotov, Anton | HSE University, Russian Federation | PS-6A Presenter |
| Sögner, Leopold | Institute for Advanced Studies (IHS), Vienna, Austria; Vienna Graduate School of Finance (VGSF), Vienna, Austria | PS-3A |
| Sokol, Andrej | Bloomberg, Germany | Poster 2 Presenter |
| Stauskas, Ovidijus | BI Norwegian Business School, Norway | Poster 1 |
| Stelzer, Anna | Oesterreichische Nationalbank, Austria | Poster 2 Presenter PS-3B |
| Sun, Yiqiao | European Central Bank, Germany | Poster 2 Presenter |
| Tetereva, Anastasija | Erasmus University Rotterdam, Netherlands, The; Tinbergen Institute, Netherlands, The; Erasmus School of Economics, Netherlands, The | Poster 1 Poster 2 Presenter Poster 2 PS-2A PS-2BA Presenter |
| Tornese, Tommaso | Universita Cattolica del Sacro Cuore; Università Cattolica | PS-3B PS-4B |
| Tousi, Reza Izadpanah | Universita' della Svizzera Italiana, Switzerland | PS-4B |
| Trapin, Luca | University of Bologna, Italy | PS-2BA Presenter |
| Umlandt, Dennis | University of Innsbruck, Austria | PS-5A |
| Van Der Sluis, Bernhard | Erasmus University Rotterdam, Netherlands, The | Poster 1 Presenter |
| Velasco, Sofia | Banco de España, Spain | Poster 1 Presenter |
| Veldhuis, Sebastian | Department of Economics, Analytics and Operations Research, University of Klagenfurt | PS-1B Presenter |
| Veraart, Lucas | Erasmus University Rotterdam, Netherlands, The | Poster 1 |
| Violante, Francesco | IESEG School of Management | PS-5A |
| Wagner, Martin | Department of Economics, Analytics and Operations Research, University of Klagenfurt; Institute for Advanced Studies, Vienna | PS-1B |
| Wałach, Adam | SGH Warsaw School of Economics, Poland | Poster 1 |
| Wang, Yaping | Universitat Pompeu Fabra, Spain | PS-4B Presenter |
| Westerlund, Joakim | Lund University, Sweden | PS-6A |
| Wu, Ping | University of Strathclyde, United Kingdom | PS-2A |
| Zhou, Mingchuan | University College Dublin, Ireland | Poster 2 Presenter |
| Zoso, Marco | University of Milan Bicocca + FEEM, Italy | PS-4A Presenter |
