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

Tue 19 Nov
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Jeppe Bro
Title: TBA
Wed 20 Nov
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Heather Anderson, Monash University
Title: High Dimensional Predictive Regression in the presence of Cointegration
Tue 26 Nov
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Ran Sun Lyng
Title: TBA
Fri 29 Nov
09:15-12:00 | Aarhus BSS, Aarhus University, Fuglesangs Allé 4, 8210 Aarhus V, building 2610, room S514+S515
PhD defence: Thomas Mogensbjerg Jensen
Topic: Essays on Dynamic Term Structure Models

News

2019.10.08 | CREATES

Søren Johansen and Katarina Juselius elected as Citation Laureates by Web of Science

The Institute for Scientific Information, part of the Web of Science Group, has elected Søren Johansen and Katarina Juselius as Citation Laureates – researchers whose work is deemed to be of Nobel stature as measured by bibliometric impact. The distinction is awarded in recognition of developing the cointegrated vector autoregressive (CVAR)…


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Working papers