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 03 Nov
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Daniel Borup, AU
Title: The role of narratives in the real economy and financial markets: Quantitative evidence from COVID-19
Tue 10 Nov
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Einar Cathrinus Kjenstad, AU
Title: TBA
Wed 11 Nov
14:15-15:15 | Online
Econometrics and Business Statistics Seminar: Rogier Quaedvlieg, Erasmus School of Economics
Title: Conditional Superior Predictive Ability
Tue 17 Nov
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
Joint Econometrics-Finance Lunch Seminar: Kenneth Kjær Jensen, AU
Title: Individualized housing indices using machine learning

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)…



Working papers