- Speaker
- Date
- Wednesday 17 May 2023, 09:00 - 17:30
- Type
- Workshop
- Spoken Language
- English
- Room
- C1-4
- Building
- Theil Building
- Location
- Campus Woudestein
On Wednesday, 17 May 2023 the Econometric Institute will organise a Research Workshop on Econometric Advances in Macro and Finance with Professor Sydney Ludvigson as keynote speaker. Other confirmed presenters are Pierrie Collin-Dufresne, Cesare Robotti, Anna Mikusheva, Frank Kleibergen, and Tim Kroencke.
Poster session open to PhD students and junior researchers
During the workshop, there will be a poster session open to PhD students and junior researchers. If you want to participate, you can submit an extended abstract below.
Programme
This workshop follows the Tinbergen Econometrics Lectures 2023, which will be given by Professor Ludvigson on the Monday and Tuesday preceding the workshop.
| Time | Topic | Speaker |
|---|---|---|
| 09:10-09:25 | ||
| 09:25-09:30 | Opening remarks | |
| 09:30-10:30 | Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach | Sydney Ludvigson (New York University) |
| 10:30-10:55 | Coffee break | |
| 10:55-11:50 | TBA | Pierre Collin-Dufresne (EPFL) |
| 11:50-12:45 | Priced Risk in Corporate Bonds | Cesare Robotti (Warwick Business School) |
| 12:45-14:15 | Lunch - poster session | |
| 14:15-15:10 | Dissecting Anomalies in Conditional Asset Pricing | Valentina Raponi (IESE) |
| 15:10-16:05 | Identification robust inference for risk premia in short panels | Frank Kleibergen (University of Amsterdam) |
| 16:05-16:30 | Coffee break | |
| 16:30-17:25 | A Skeptical Appraisal of Robust Asset Pricing Tests | Tim Kroencke (University of Neuchâtel) |
| 17:25-18:15 | Drinks |
Participation
Participation is free of charge but registration is required:
Call for Posters
Contact
See also
- More information
Econometric Institute, phone: +31 (0)10 408 12 59/ 12 64, Email: eb-secr@ese.eur.nl