On May 16 and 17, 2024, the 6th Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance co-organized by Martin Wagner was held at the Institute for Advanced Studies Vienna.

The Quantitative Economics Division of the Department of Economics contributed three presentations:

R. Kawka, M. Vetter and M. Wagner: “Robust Inference for the Long Run”
S. Veldhuis and M. Wagner: “Integrated Modified OLS Estimation and Inference in Systems of I(2) Cointegrating Regressions”
D. Bauer, A. Konstantopoulos, M. Wagner and Ch. Zwatz: “On (Static) Linear Transformations of VAR Models”

The project „A Machine Learning Approach to Smart Electricity Management: From Disaggregation to Policy Impact Evaluation” – submitted by Wilfried Elmenreich and Martin Wagner – has been awarded a predoc position following the second call in the „Ada Lovelace Programme“ by the Universisty of Klagenfurt. The project is truly interdisciplinary, located at the interface of energy systems analysis, machine learning and AI on the one hand and policy impact analysis on the other hand to estimate the economic and ecelogical potential of smart meter data and dynamic pricing.