International Conference on Time Series Econometrics (ICTSE) was held at Kobe University

Mar 18, 2024

Event

The 1st International Conference on Time Series Econometrics (ICTSE) took place at Room #504, Academia Hall for Social Sciences, Rokkodai 1st Campus, Kobe University on March 11th, 2024. Organized and chaired by Associate Professor Kaiji Motegi (Graduate School of Economics, Kobe University), ICTSE offered an invaluable opportunity for advancing international joint research on time series analysis and its applications to economic and financial data. Excellent researchers from USA, Singapore, and UK presented at ICTSE:

Keynote speaker: Dr. Tatevik Sekhposyan (Associate Professor, Texas A&M University, USA)
Title of presentation: Density calibration, uncertainty, and its macroeconomic effects
Fields of expertise: Applied macroeconomics, time series analysis, economic forecasting
Main publications: AER (P&P), AEJ-Macro, JOE (4 articles), JAE, JMCB
Personal website: Here

Speaker: Dr. Seok Young Hong (Assistant Professor, Nanyang Technological University, Singapore)
Title of presentation: Unified inference for long-horizon predictive regressions including mildly integrated and explosive cases
Fields of expertise: Time series analysis, econometrics, financial econometrics
Main publications: JOE (2 articles), JFEC (2 articles)
Personal website: Here

Speaker: Dr. Ekaterina Kazak (Lecturer, University of Manchester, UK)
Title of presentation: Bagged forecast combination for tail risk measures
Fields of expertise: Econometrics, financial econometrics
Main publications: JOE, JBES, IJF
Personal website: Here

In addition to these three talks, Professor Shigeyuki Hamori (Graduate School of Economics) delivered a memorial lecture as he retires from Kobe University on March 31st; Associate Professor Motegi, the organizer and chair, also presented his latest research. The number of participants was more than 20 for all sessions, with a peak being around 30 people. The audience saw inspiring presentations and active discussions throughout the conference. At the closing ceremony, Ms. Jin Shang, a coauthor and Ph.D. student of Professor Hamori, gave him a surprise flower gift to celebrate his retirement. ICTSE concluded successfully, achieving a great deal of academic interactions and diversity. The audience thank the three guest speakers for their great contributions to the conference, and respect Professor Hamori for his enormous accomplishments in the research and education of time series econometrics.

The program, chair’s slides, and speakers’ slides can be found at the shared Dropbox folder: Here