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 02 Jun
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Özge Serbest, AU
Title: Predicting the Fed sentiment in a data-rich environment
Mon 08 Jun
09:30-12:30 | via Microsoft Teams
PhD defence: Jorge W. Hansen
Topic: Essays on Dynamic Term Structure Models
Tue 30 Jun
13:00-16:00 | via Microsoft Teams
PhD defence: Sigurd A.M. Steffensen
Topic: Expected Returns and the Money Market
Wed 09 Dec
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Econometrics and Business Statistics Seminar: Joakim Westerlund, Lund University
Title: TBA

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