Campus-System

  • Research Information System
  • Staff Search
  • Courses
  • Exams

Employees-Portal

  • Organization handbook
  • Operational messages
  • Internal messages
  • Personal messages

Information for

  • Pupils
  • Alumni & Career
  • Prospective Students
  • Continuing Education
  • Researchers
  • Students
  • Staff
  • Partners & Sponsors
  • International

Links

  • Webmail
  • Library
  • Vacancies
  • University bulletin
  • Bulletin Board
  • Staff Search
  • Campus Map
  • IT Services (ZID)
  • eLearning Service
  • USI
  • OEH Klagenfurt
Gütesiegel evalagGütesiegel Betriebliche GesundheitsförderungSatisfaction Award 2021EMAS SiegelGütezeichen hochschuleundfamilieGütezeichen Equalita
Deutsch
search
Quicklinks +
  • English English English en
  • Deutsch Deutsch German de
  • Twitter
  • Facebook
  • Youtube
  • Instagram
  • LinkedIn
University of Klagenfurt
  • Home
  • University
        • Organisation
          • Management
          • Academic affairs and organisation
          • Faculties, departments and faculty centres
          • University centres
          • University Executive support offices
          • Administration and management
          • Representations and commissioners
          • Organisational plan
          • Statute
        • Profile
          • Mission statement
          • Quality strategy
          • Rankings
          • University history
          • Roll of honour
          • Health Management
          • Gender and equality
          • The Carinthian University Conference
          • Alps-Adriatic Rectors‘ Conference
          • The university and the region
        • Campus
          • On Campus
          • Art and Culture
          • Accommodation
          • Catering
          • Sports and leisure
          • Green campus
          • Car parks and parking regulations
          • More light, air, and openness
        • Contact
          • Vacancies
          • University bulletin
          • Partners & Sponsors
          • Media services
          • Family services
          • Services for disabled students
          • University library
          • Covid19 Information
  • Study
        • Courses offered
          • List of degree programmes
          • Extension programmes
          • Specialist courses & optional subjects
          • Continuing education programmes
          • Doctoral Degree Programme
          • Degree Programmes in English
        • Studying at AAU
          • New starter checklist
          • Applying to study
          • Starting your programme
          • During your programme
          • Completing your programme
          • Search for courses
        • Student Life
          • Scholarships & grants
          • Offices and services
          • Campus
          • Accommodation
          • Catering
          • Accessibility
          • Sport & leisure
          • Work & study
          • Family & study
        • Study abroad
          • Study in Klagenfurt
          • Study abroad
          • Summer schools
          • Support & advice
        • Support & Information
          • Term dates and deadlines
          • FAQs
          • Admissions and Examinations Office
          • Office of Academic Affairs
          • Student Guidance Service
          • Union of Students (ÖH)
          • International Office
          • Doc.Service
          • Student Ombudsman
          • Alumni & careers
          • University library
          • Writing Centre
  • Research
        • Research profile
          • Grants & Winners
          • Main research areas
          • Institutional partnerships
          • Good academic practice
          • Institutional Review Board for Research Ethics
          • Open Access
          • Knowledge transfer
          • Kollegs
        • Research funding
          • Internal funding
          • External funding
        • Career progression for young researchers
          • Thematic Doctoral Programmes
          • Young scientists mentoring
          • Career paths
          • Continuing education programme for young researchers
          • Think Tank
        • Support & communications
          • The Research Support Service
          • Science communications
          • Research Information System (FoDok)
  • International
        • International Profile
          • Courses offered in English
          • Partner universities
        • Study abroad
          • Erasmus+ student mobility
          • Joint-Study
          • Joint and double degrees
          • Short-term research placements abroad
          • Summer schools
          • Further outgoing grants
          • FAQ for outgoing students
        • Work and research abroad
          • Lecturers
          • Young researchers
          • General staff
          • Erasmus+ student internships
          • Subject-specific international placements
          • Teaching German abroad
        • Study in Klagenfurt
          • Students in mobility programmes
          • Entry & Residence (VISA)
          • MORE programme for refugees
          • Support for students from the Ukraine
        • Information & advice
          • International Office
          • Admissions and Examinations Office
          • Language Centre German in Austria
          • ESN Klagenfurt
          • Student Union Section for International Students
          • Language certificates
          • Writing Counselling

DEPARTMENT OF ECONOMICS

AAU1/Department of Economics2/Summer School on Modern Topics in Time Series Analysis

Summer School on Modern Topics in Time Series Analysis

3rd Klagenfurt-Bielefeld

Summer School on

Modern Topics in Time Series Analysis


Main Facts

Time            September 12th-16th, 2022

Place           University of Klagenfurt, Austria

Capacity      40 participants

Fee              EUR 450.00 (PhD students); EUR 600.00 (others)

Target Audience

The summer school is primarily directed towards PhD students but is, subject to capacity, also open to post-doctoral researchers at universities as well as research staff from other research institutions or central banks. Participants are expected to have a strong mathematical and statistical background and good preliminary knowledge in time series analysis including the Box-Jenkins framework and the estimation and specification of vector autoregressive models.

Important Dates

May 30, 2022 Deadline for Application
June 1, 2022 Notification of Acceptance
June 15, 2022 Deadline for Registration

Cancellation until August 12th free of charge, up to September 4th 50% of the fee will be retained, after that no reimbursement possible.

Program

The summer school provides a PhD-level introduction to a range of modern topics in time series analysis taught by a selection of top researchers in Europe.

Current planning involves the following topics (in alphabetical order): 

Topic Lecturer Affiliation
ARCH, GARCH and Volatility Modelling Anders Rahbek University of Copenhagen
Bayesian Methods for (Macro and Financial) Time Series Analysis Gregor Kastner University of Klagenfurt
Bootstrap Giuseppe Cavaliere University of Bologna
Factor Models Matteo Barigozzi University of Bologna
Functional Cointegration Massimo Franchi Sapienza University of Rome
Functional Time Series Hörmann Siegfried Graz University of Technology
High Frequency Econometrics Nikolaus Hautsch University of Vienna
Introduction, Summary and Closing Martin Wagner University of Klagenfurt
Spectral Analysis Uwe Hassler Goethe University Frankfurt
State Space Modelling Dietmar Bauer Bielefeld University

Each topic will be covered in one half day (2 x 90min). Presentations will roughly follow a common layout introducing the main theory of the area, potentially providing examples and discussing software available and finally indicating relevant questions at the research frontier.

Schedule

The summer school will start on Monday, September 12th at 9:00 and will close on Friday, September 16th at around 17:00. Details will be communicated directly to the participants.

The detailed schedule is available here: Timetable.

To apply please provide:

PhD students:

  • a motivation letter
  • an up-to-date CV listing all time series and statistics related courses taken so far
  • proof of enrolment in PhD studies

Others:

  • a motivation letter
  • an up-to-date CV listing all time series analysis related experience

Please pack all documents into a single PDF file (size limit 5MB). Applications are to be sent to  vwl2 [at] aau [dot] at.

Lecture Material

Please check the Timetable  for the materials related to the lectures. They are embedded in the slots for the respective courses and available to all registered participants after creating an Indico account.

Venue

The summer school will take place at Das Seepark Wörthersee Resort (Universitätsstraße 104, 9020 Klagenfurt am Wörthersee).

Further Information

  • The registration desk will open at 08:30 on Monday Sep 12th.
  • WLAN internet connection will be available.
  • Coffee breaks and lunches will be served in the vicinity of the lecture room.

The conference fee covers

  • lectures
  • materials
  • lunches
  • coffee breaks and snacks
  • social event
  • certificate of attendance

Social Event

Thu, 15th September 2022 in the afternoon and evening:
Visit to Infineon Technologies Austria, boat trip on lake Wörthersee (Velden – Krumpendorf www.woertherseeschifffahrt.at), dinner at Mostschenke Krainer (must tavern) in Krumpendorf.

Accomodation and transport

The fee does not include travel, accommodation and dinners.

Participants will have to arrange for their own travel and accommodation.

All relevant information on booking accommodation and public transport can be found at visitklagenfurt.at.

The closest airports are Klagenfurt and Ljubljana.

The venue is serviced by the bus lines C and 60 – the name of the relevant bus stop is “Europapark”. See here for an overview.

Research Council

  • Department of Economics
    • Latest tweet
    • Quantitative Economics Division (QED)
      • Team
        • Blüschke Dmitri
        • Kheifets Igor
        • Konstantopoulos Alexandros
        • Kopetzky Christina
        • Scholz Michael
        • Veldhuis Sebastian
        • Wagner Martin
        • Zwatz Christian
      • Research Projects
        • GLASS – Global Augmented State Space Error Correction Model (FWF Project No. I-5571)
        • Instability and Nonlinearity of Long-Run Money Demand: Econometric Theory and Empirical Analysis (OeNB Project No. 18692)
        • Public Spending and Fiscal Multipliers Under Various Policy Mixes (FWF Project No. I-2764)
        • Optimal Control of Nonlinear Dynamic Stochastic Models (FWF Project No. T1012-GBL)
        • Österreichs Nationalökonom/inn/en und der Nationalsozialismus (OeNB Project No. 16755)
      • Econometrics (MDPI Journal)
      • German Economic Review
    • Microeconomics and Game Theory (MGT)
      • Team
        • Salim Claudia
        • Schweinzer Paul
        • Wohlgemuth Norbert
      • Research Projects
        • A theory of entrepreneurship (FWF- Project No. P31248-G27)
        • Systematic errors in team selection problems (OeNB-Project No. 17663)
      • Journal of Mechanism and Institution Design
    • Study
    • 3rd Summer School on Modern Topics in Time Series Analysis
    • The Karl Popper Kolleg
    • Cooperations

Quicklinks

  • Webmail
  • University bulletin
  • Library
  • Bulletin Board
  • Staff Search
  • Campus Map
  • IT Services (ZID)
  • USI
  • OEH Klagenfurt
  • Index A-Z

Portals

  • Campus-­System
  • Employees-­Portal
  • Moodle
  • Facebook
  • Twitter
  • Youtube
  • Instagram
  • LinkedIn
Siegel der Alpen-Adria-Universität Klagenfurt

Information for

  • Pupils
  • Alumni & Career
  • Prospective Students
  • Continuing Education
  • Researchers
  • Students
  • Staff
  • Partners & Sponsors
  • International

Address

University of Klagenfurt
Universitätsstraße 65-67
9020 Klagenfurt am Wörthersee
Austria

+43 463 2700
uni [at] aau [dot] at
www.aau.at
Campus Plan
Gütesiegel evalag Gütesiegel Betriebliche Gesundheitsförderung EMAS Siegel Satisfaction Award 2021 Gütezeichen hochschuleundfamilie Logo KWF-Förderemblem Gütezeichen Equalita
© University of Klagenfurt
  • Legal notice
  • Privacy policy
  • Accessibility
  • Webredaktion

Your privacy is important to us!


This website uses cookies to ensure the basic functionality of our website. We also use Cookies cookies to optimally redesign our website and to improve it continuously for you. For this purpose, it is necessary to pass on information to the respective service providers. By clicking on the "Accept all cookies" button, you agree to the use of cookies.
You can subsequently modify your preferred settings at any time under "Manage settings".
For further information on the cookies used, please refer to our privacy policy.

Manage settingsAccept all cookies

Cookie and Privacy Settings



How we use cookies

We use cookies to optimally redesign our website and to improve it continuously for you.
Click on the different category headings to view further information and to change the default settings.
Please note that refusing some cookies may affect the way our website works. Web pages may not be displayed correctly and may not function properly.

Reference to processing of your data collected on this website in countries without an adequate level of data protection:

By clicking on "Accept all cookies", you also consent to your data being processed by Google, Facebook, LinkedIn, Twitter and YouTube, including the USA in accordance with Art. 49 (1) sentence 1 lit. a DSGVO.
The European Court of Justice considers the USA to be a country with an insufficient level of data protection according to EU standards.

Essential Cookies & Cookie Notice

Essential cookies

These cookies are strictly necessary for the functioning of the website. Essential cookies enable basic functions and are necessary for the proper functioning of the website. You can set your browser to block these cookies or to notify you about these cookies. However, some parts of the website may not work as expected.
These cookies do not store any personal data.


Hiding the cookie notice

Two cookies are required for this setting to be saved. Otherwise this hint will be displayed again every time the page is loaded.

Google Tag Manager

We use tracking and analysis tools to ensure continuous optimisation and needs-based design of our website. Tracking measures also enable us to record statistics regarding the use of our website by visitors and to develop our website further on the basis of these findings.
If you do not want Google and Facebook to track your use of our website and transmit your visits, you can disable tracking in your browser here:

Different external services

We also use different external services including Google Webfonts, Google Maps, and external video providers.
Since these providers may collect personal data such as your IP address we allow you to block them here.
Please be aware that this might significantly limit the functionality and appearance of our site. Changes will take effect once you reload the page.
Google Webfont Settings:

Google Maps Settings:

Google reCaptcha Settings:

Vimeo and Youtube video embeds:

Privacy policy

For further information on the cookies used, please refer to our

Datenschutzerklärung der Universität Klagenfurt
Save and accept selectionCancel
Open Message Bar
Scroll to top