• Generalife Palace
  • Alhambra View
  • Alhambra's Night
  • Granada's Panoramic (I)
  • Granada's Panoramic (II)
  • Granada's Cathedral
  • Moorish Windows
  • Court of the Lions
  • Costa Tropical of Granada
Generalife Palace1 Alhambra View2 Alhambra's Night3 Granada's Panoramic (I)4 Granada's Panoramic (II)5 Granada's Cathedral6 Moorish Windows7 Court of the Lions8 Costa Tropical of Granada9
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Plenary Talks

Prof. Dr. Peter M Robinson

Prof. Dr. Peter M Robinson
Tooke Professor of Economic Science and Statistics Department of Economics, London School of Economics

Current Positions :
Tooke Professor of Economic Science and Statistics, University of London (London School of Economics) since November 1995.
Fellow, Centre for Microdata Methods and Practice
Co-Director, Econometrics Programme, STICERD
His research interests are: Econometrics; Time Series Analysis; Nonparametric Inference; Semiparametric Inference; Spatial Econometrics

Previous positions:

  • September 1969 - September 1970: Lecturer, London School of Economics
  • July 1973 - June 1977: Assistant Professor, Harvard University
  • July 1977 - June 1979: Associate Professor, Harvard University
  • July 1979 - June 1980: Associate Professor, University of British Columbia
  • July 1980 - August 1984: Professor, University of Surrey
  • September 1984 - October 1995: Professor of Econometrics in the University of London (London School of Economics)
  • Leverhulme Trust Personal Research Professor, April 1998 - March 2003

    Elected Honours:
    • Fellow of the Econometric Society
    • Fellow of the Institute of Mathematical Statistics
    • Fellow of the British Academy
    • Member of the International Statistical Institute
    • Fellow of the Royal Society for the encouragement of Arts, Manufactures and Commerce
    Other Honours:
    • Fellow, Spatial Econometrics Association
    • Fellow, Granger Centre for Time Series Econometrics
    • Biennial Medallist, Modelling and Simulation Society of Australia and New Zealand
    • Japan Statistical Society Best Paper Award Winner
    • Fellow, Modelling and Simulation Society of Australia and New Zealand
    • Two Special Issues in Honour of Peter Michael Robinson: Journal of Econometrics, 2009 Vol. 152, Issues 1 and 2
    • ET Interview of Peter Michael Robinson: Econometric Theory Vol, 27 (2011), 885–905.
    • Doctor Honoris Causa, Universidad Carlos III, awarded October 2000.
    (for details see the web page).

Prof. Dr. Fredj JAWADI

Prof. Dr. Fredj JAWADI
Associate Professor of Economics (MCF-HDR) at the University of Evry

Associate Professor of Economics (MCF-HDR) at the University of Evry, and a Researcher Fellow at EconomiX-CNRS (University of Paris West) in France. Also, He is a Deputy Director for CAC (Cliometrics and Complexity Team at IXXI Complex Systems Institute, http://www.ixxi.fr/?p=3219) in France. In addition, he is an Officer of the Society for Economic Measurement in the U.S. (http://sem.society.cmu.edu/home.html ), and a Research Fellow at the Economic Research Forum (ERF).

His research focuses on Financial Economics (Financial Markets, Empirical Finance, Market Microstructure, Islamic Finance, Monetary Policy, Macroeconomics), & Applied Econometrics (Time Series, Nonlinear Dynamics, Macroeconometrics,Panel Data).

He has over seventy papers published in various International Journals and co-authored and co-edited several books and book chapters.

He has also served as an Associate Editor or a Subject Editor in several Journal and Chairman of two International Conferences: The first one covers topics on Computational Economics (International Symposium in Computational Economics and Finance (www.iscef.com ), while the second one looks at the recent developments in financial and nonlinear econometrics: International Workshop on Financial Markets and Nonlinear Dynamics (www.fmnd.fr).

(for details see the web page).

Dr. Travis J. Berge

Senior EconomistDr. Travis J. Berge
Senior Economist. Board of Governors of the Federal Reserve System

Current Macroeconomic Conditions Section. Research and Statistics. Senior Economist, Board of Governors of the Federal Reserve System (2015-present)
Economist, Board of Governors of the Federal Reserve System (2014-2015)
Economist, Federal Reserve Bank of Kansas City (2011-2014)


  • Ph.D., Economics, University of California - Davis, 2011
  • M.A., Economics, University of California Davis, 2007
  • B.A., Economics, University of Colorado Boulder, 2004

(for details see the web page).

Information of previous editions, the plenary talks were:

Prof. Dr. Philipp Sibbertsen

Prof. Dr. Philipp Sibbertsen
Director Institute of Statistics.
University of Hannover. Germany.

Academmic Positions
since 20005 Professor of Statistics
2011 Visiting professor CREEATES, Univerrsity Aarhus, Denmark
2004 – 2005 “Heisenberg” scholarship holder of DFG
2001 – 2002 Visiting researcher at the Cardiff Business School, Cardiff University, Great Britain
2001 – 2004 Assistantt Professor at the Institute of Economic- and Sociaal Statistics at the departmeent of Statistics, Universitty Dortmund
1999 – 2001 Research assistant at the Institutee of Economicc- and Sociall Statistics att the departmeent of Statisttics Universityy Dortmund
Other Positions
2011-2013: Dean of studies at the School of Business and Economics, Leibniz University Hannover
2008-2012: Chairman of the committe on Statistical Theory of "Deutsche Statistische Gesellschaft"
2006-2011: International coordinator at the School of Business and Economics, Leibniz University Hannover.
Member of Editorial Boards of "Statistical Papers"
Research Interests:
Long memmory time series
Nonlinear time series
Statistics of Financial Markets
(for details see https://www.statistik.uni-hannover.de/sibbertsen.html?&L=1).

Prof. Dr. Gerhard Rünstler

Prof. Dr. Gerhard Rünstler
European Central Bank,
Frankfurt am Main, Germany.

Academmic Positionss
Principal Economist at European Central Bank with expertise in Econometrics, Financial Economics, Macroeconomics (for details see https://www.ecb.europa.eu/pub/research/authors/profiles/gerhard-ruenstler.en.html).

Prof. Dr. Michael Graff

Prof. Dr. Michael Graff
ETH Zurich
KOF Swiss Economic Institute
Zurich, Switzerland

My research is directed to various fields of Economics with emphasis on macroeconomic topis related to economic performance and growth. I am engaged in comparative analyses of educational, financial political and socioeconomic systems and their effects on economic performance. Recently I have extended this research programme to the significance of different legal traditions in shaping the monetary and financial system. Moreover, I am working on monetary policy, trade policy, international business cycles, and economic forecasting.
(For more details see).

Prof. Dr. Kalle Saastamoinen

Prof. Dr. Kalle Saastamoinen
Department of Military Technology,
National Defence University,
Helsinki, Finland

Currently working as a senior lecturer in National Defence University, Helsinki. Ph.D. of applied mathematics since 2008 from Lappeenranta University of Technology. My research interests are computational logic and its applications, AI based expert systems, data classification, military technology research, teaching technology and its usage. Recent years I have concentrated in my teaching tasks in Defence University and tutoring of military research related to operational analysis, mathematical modelling and simulation.
(For more details see).

Prof. Dr. Rebecca Killick

Dr. Rebecca Killick
Department Mathematics and Statistics
Fylde College, Lancaster University, United Kingdom.

Lecturer in Statistics at Lancaster University. Her research interests include: nonstationary time series, changepoints, multiscale methods in statistics, applications of wavelets in time series analysis and time series that arise from energy applications.
(For more details see).

Prof. Daniel Peña Sanchez De Rivera.

Prof. Daniel Peña Sanchez De Rivera.

Title of the Talk: Dimension reduction and forecasting in large data sets of time series
Rector of the Carlos III University of Madrid.
Full Professor at Universidad Carlos III de Madrid. Department of Statistics

Daniel Peña was born in Madrid in 1948. He received his PhD in Industrial Engineering from the Polytechnic University of Madrid, Bachelor’s Degrees in Sociology and Statistics from the Complutense University of Madrid and Business Administration ITP from Harvard. President of Carlos III University of Madrid in the period 2007- 2011 and re-elected in March 2011. He was Director of the Management Committee (1993-2000) and Vice Rector of the Carlos III University of Madrid (1992- 1995), where he is Full Professor of the Department of Statistics. He has also been Full Professor at the Polytechnic University of Madrid, the University of Wisconsin- Madison and the University of Chicago. He is Founding Director of the Quantitative Methods Department of the EOI Business School, of the Statistics Laboratory of the ETSII-UPM (the Higher Technical School for Industrial Engineering at the Polytechnic University of Madrid), as well as the Department of Economics and Statistics and Econometrics of the Carlos III University of Madrid. He has been Director of the “Revista Estadística Española” and President of the Spanish Society of Statistics and Operative Research (Sociedad Española de Estadística e Investigación Operativa).

In the same field, he stands out as the Founding President of the Statistical Methods Committee of the Spanish Association for Quality and member of the State High Council of Statistics, Vice President of the Inter-American Institute of Statistics and President of European Courses in Advanced Statistics.

He has published thirteen books and more than 190 research articles on Statistics, Quality and its Applications. He is Associate Editor of several international journals and has received national and international awards for research. In 2006 he received the Youden Award for the best article published in “Technometrics”.

He is an honorary member of prestigious international associations such as the Institute of Mathematical Statistics and the American Statistical Association.

This information is from: Daniel Peña Sanchez De Rivera (UC3M)

Prof. Siem Jan Koopman

Prof. Siem Jan Koopman
Professor of Econometrics at the Vrije Universiteit Amsterdam. Department of Econometrics

SJK is Professor of Econometrics at the Vrije Universiteit Amsterdam and research fellow at the Tinbergen Institute, both since 1999. Furthermore, he is a long-term Visiting Professor at CREATES, University of Aarhus and a Visiting Researcher at the European Central Bank, Financial Research. Since 2013, he is a Journal of Applied Econometrics Distinguished Author. He held positions at the London School of Economics between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow.

Furthermore, he was a Fernand Braudel Senior Fellow at the Department of Economics, European University Institute, Florence, Italy, in 2010. His Ph.D. is from the LSE and dates back to 1992.

The monograph Time Series Analysis by State Space Methods is written by J. Durbin and SJK. The book originally appeared in 2001. The Second Edition is recently published by Oxford University Press, in May 2012. The Durbin & Koopman 2012 book consists of 368 pages. The book An Introduction to State Space Time Series Analysis appeared in 2007 and is written by J.J.F. Commandeur and SJK. His other books (co-authored, software and editorial) are listed here

The research interests of SJK cover topics in statistical analysis of time series, financial econometrics, simulation-based estimation, Kalman filter, economic forecasting and, more generally, time series econometrics. His number of publications in refereed journals since 1992 is 75 while his work includes 29 entries in books and discussions. His current citation h-index at Thomson Reuters is 18 and at Google Scholar is 37.

He fullfills editorial duties at the Journal of Applied Econometrics and the Journal of Forecasting. Finally he is an OxMetrics software developer and is actively engaged in the development of the time series software packages STAMP and SsfPack.

This information is from: Prof. Siem Jan Koopman

Prof. DI Dr. Manfred DEISTLER

Em.O.Univ.Prof. DI Dr. Manfred DEISTLER.

Title of the Talk: Regular and Singular AR and ARMA Models, The Single and The Mixed Frequency Case: A Structure Theory.
A multivariate AR or ARMA system, repectively, is called singular, if its innovation variance matrix is singular, otherwise the system is called regular. Singular AR and ARMA systems naturally occur in dynamic factor models where the number of static factors exceeds the number of dynamic factors, as well as in DSGE models where the number of observations is larger than the number of shocks. The emphasis of the talk is on structure theory, in particular on („constructive“) identifiability and its relation to consistent estimation. We show that identifiability of singular mulivariate AR systems is more intricate compared to the regular case and has similarities to the ARMA case. The final part of the lecture deals with mixed frequency data in case of regular and singular AR an ARMA systems. In particular we show generic identifiability of AR systems from mixed frequency data, whereas for ARMA systems such a result needs additional retrictions.

The lecture will present joint work with BDO Anderson, E. Felsenstein and L. Koelbl.

em.O.Univ.Prof. DI Dr. Manfred DEISTLER is Professor at the Vienna University of Technology, in the Institute of Statistics and Mathematical Methods in Economics. The Unit is: Econometrics and System Theory, in Wiedner Hauptstrasse 8-10, A-1040 Vienna, AUSTRIA.


Identification of linear dynamical systems in ARMA and state space representation, structure and estimation, in particular in the multivariate case, data driven local coordinates, subspace identification

Identification of linear dynamical factor- and errors-in-variables models, in particular structure theory

Analysis and prediction of financial time series

Analysis and prediction of business and market data

Analysis of load and price time series for electricity markets


Principal investigator of the FWF project P-17065 Identification of multivariate Dynamic Systems

Teamleader of the team TUWIEN of the european research project ERNSI

Co-initiator of and group leader at the industrial mathematics competence center, IMCC, Linz

Member of the austrian academy of sciences

Fellow of the econometric society

Fellow of the Journal of Econometrics

IEEE Fellow

This information is from: Prof. DI Dr. Manfred DEISTLER