On June 2-3, 2020, the Workshop on Dimensionality Reduction and Inference in High-Dimensional Time Series will be organized at Maastricht University (Maastricht, the Netherlands). This two-day workshop aims to provide a platform for exchanging and discussing the latest developments in econometrics and statistics on topics related to dimensionality reduction and inference in high-dimensional time series, including (but not limited to) issues related to post-selection inference, statistical learning, penalized regression methods, factor models and common features.