On May 16 and May 17, 2019, the Institute for Advanced Studies (IHS) hosted the fourth Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance. This series of scientific symposia – organized by Manfred Deistler and Leopold Sögner - brings together leading econometricians and statisticians from all over the world.

The plenary speakers of this year’s workshop were Christian Brownlees (University of Pompeu Fabra), Domenico Giannone (Federal Reserve Bank of New York), Marco Lippi (Einaudi Institute for Economics and Finance), Hashem Pesaran (University of Southern California and Cambridge University), Benedikt Pötscher (University of Vienna) and Michael Wolf (University of Zurich).