Multivariate time series modelling and forecasting workshop

We are planning a workshop on multivariate time series modelling and forecasting, to be held at Monash University on 18-19 February 2013.

Call for papers: all submissions should be sent in pdf format to george.athanasopoulos@monash.edu by 20 November 2012.

Keynote speakers

• Professor Helmut Lütkepohl (DIW, Berlin)

• Professor Massimiliano Marcellino (European University Institute, Florence)

• Associate Professor Andrew Patton (Duke University, Durham NC)

• Professor George Kapetanios (Queen Mary, University of London)

Special Issue

All workshop presenters will be invited to submit their papers for a special issue of the _International Journal of Forecasting _on multivariate time series modelling. A broader call for papers for this special issue will be announced later on this year.

Notification of acceptance: 1 December 2012.

Registration: Please register by 31 December 2012 by e-mailing your name, your title and your affiliation to marie.alkan@monash.edu. There is no registration fee, but for catering purposes (morning tea, lunch and afternoon tea will be provided) all participants will need to register for the workshop.

Venue: Monash University’s Caulfield Campus, 900 Dandenong Road, Melbourne, Australia.

Enquiries: Should be addressed to George Athanasopoulos (george.athanasopoulos@monash.edu) or Farshid Vahid (farshid.vahid@monash.edu).