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).


Tue 18 May
12:00-12:45 | Online
Joint Econometrics-Finance Lunch Seminar: Mathias Sjøgreen Krogh, AU
Title: State-dependent return predictability and dynamic portfolio choice
Tue 25 May
12:00-12:45 | TBA
Joint Econometrics-Finance Lunch Seminar: Nicolai Søgaard Laursen, CBS
Title: TBA
Wed 26 May
14:15-15:15 | via Zoom
Econometrics and Business Statistics Seminar: Patrik Guggenberger, Pennsylvania State University
Title: On optimal inference in the linear IV regression model with Kronecker Product structure
Fri 28 May
13:00-16:00 | online via Microsoft Teams
PhD defence: Anders Merrild Posselt
Topic: VIX Assets


2020.12.16 | CREATES

EC2 conference: Aarhus 10-11 December 2021

CREATES is hosting the 32nd EC2 Conference which will take place December 10-11, 2021 at Aarhus University (DK). The theme of the conference is Econometrics of Climate, Energy, and Resources.

Working papers