CREATES

Center for Research in Econometric Analysis of Time Series

Center for Research in Econometric Analysis of Time Series, CREATES, is a research unit at Aarhus BSS, hosted by the Department of Economics and Business Economics. The core group of members includes time series and financial econometricians from Aarhus University (Department of Economics and Business Economics) and the University of Copenhagen (Department of Mathematical Statistics).


Events

Mon 06 Aug
11:30-14:30 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E1
PhD defence: Kasper Jørgensen
Topic: Bond Risk Premia and the Macroeconomy
Tue 21 Aug
12:05-12:50 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Timo Teräsvirta, Aarhus University and CREATES
Title: A Smooth Transition Model of the Taylor Rule and the Zero Lower Bound
Tue 21 Aug
15:30-18:30 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E2
PhD defence: Silvana Acosta
Topic: The cDCC-GARCH model as well as betas with noise and asynchronistic
Thu 06 Sep
10:00-16:00 | University of Rome "Tor Vergata"
2018 EMCC-III Conference: Econometric Models of Climate Change
6-7 September 2018, University of Rome "Tor Vergata"
Wed 03 Oct
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Alessandra Luati, University of Bologna 
Title: TBA

News

2018.06.25 | CREATES

Peter Christoffersen has passed away

It is with great sadness that we have heard of the passing of our International Research Fellow Peter Christoffersen. Peter was TMX chair in Capital Markets at the Rotman School of Business at the University of Toronto. Peter has been an international fellow of CREATES since its inception in 2007, and we knew him as a wonderful person and…


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Working papers

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