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 27 Oct
10:00-13:00 | via Microsoft Teams
PhD defence: Nicolaj Søndergaard Mühlbach
Topic: The use of Random Forests in predictive and causal analysis
Tue 27 Oct
12:05-12:35 | Online
Joint Econometrics-Finance Lunch Seminar: Erik Christian Montes Schütte, AU
Title: Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data
Wed 28 Oct
14:15-15:15 | Online
Econometrics and Business Statistics Seminar: Paul Bürkner, University of Stuttgart
Title: Bayesian model and variable selection
Tue 03 Nov
12:05-12:35 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 115
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


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