«The objective of this Funcas workshop is to analyze how the new advances in Big Data are going to influence the future applications and developments of the concept of cointegration in financial analysis. The importance of this concept, that provided a new operative interpretation of the idea of equilibrium among dynamic variables, was recognized with the 2003 Nobel Prize in Economics, awarded to Engle and Granger. Thirty years after the introduction of this idea in the Economic literature it is the right time to think about the effect of the new opportunities provided for the disaggregated and massive data available with the Big Data revolution in the future development of this concept in Finance and Economics. In the workshop will participate two leading figures in the development of cointegration: David F. Hendry, from Oxford University, and Soren Johansen, from the University of Copenhagen, and others well-known experts in the field of Cointegration and Big Data Analysis.»