2015 NBER-NSF Time Series Conference

The first NBER-NSF workshop on time series was organized more than 35 years ago at the urging of Arnold Zellner, a well-known economist at the University of Chicago and former president of the American Statistical Association. The purpose of the meeting was to bring together the most productive researchers in economic time series analysis to exchange new ideas. Following the success of the first meeting, this conference has become an annual function and was added to the group of Conferences in Economics and Mathematical Economics. The CEME conferences are funded by NSF and administered by NBER.

The NBER-NSF workshop has evolved into the premier conference in time series attracting each year between 80 and 130 participants from the US and abroad. The meeting has been hosted by institutions such as Harvard University, Duke University, University of Rotterdam, University of Chicago, Academia Sinica (Taipei), Wharton School at the University of Pennsylvania, University Heidelberg, University of Montreal, Federal Reserve Bank of New York, and Federal Reserve Bank of St. Louis (in 2014). While the seminar routinely attracts the most respected and noted researchers in in economic and financial time series and Nobel Prize winners (such as Engle, Granger, Sims and Sargent), the organizers are also strongly encouraged to seek out junior researchers in economics and statistics and interested time series investigators from other disciplines. Many of the participants of the workshop hold important posts in the statistics/econometrics profession such as editors of major journals or reviewers of nationally funded research grants, and the list of participants includes researchers at national banks. The conference has developed strong ties with the Census Bureau and the Federal Reserve.