Research Workshop on Econometric Advances in Macro and Finance

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Speaker

Sydney Ludvigson (keynote speaker)

Date
Wednesday 17 May 2023, 09:00 - 17:30
Type
Workshop
Spoken Language
English
Room
C1-4
Building
Theil Building
Location
Campus Woudestein
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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.

TimeTopicSpeaker
09:10-09:25  
09:25-09:30Opening remarks 
09:30-10:30Monetary-Based Asset Pricing: A Mixed-Frequency Structural ApproachSydney Ludvigson (New York University)
10:30-10:55Coffee break 
10:55-11:50TBAPierre Collin-Dufresne (EPFL)
11:50-12:45Priced Risk in Corporate BondsCesare Robotti (Warwick Business School)
12:45-14:15Lunch - poster session 
14:15-15:10Dissecting Anomalies in Conditional Asset PricingValentina Raponi (IESE)
15:10-16:05Identification robust inference for risk premia in short panelsFrank Kleibergen (University of Amsterdam)
16:05-16:30Coffee break 
16:30-17:25A Skeptical Appraisal of Robust Asset Pricing TestsTim Kroencke (University of Neuchâtel)
17:25-18:15Drinks 

Participation

Participation is free of charge but registration is required:

If you have other food wishes, please send an email to eb-secr@ese.eur.nl.

Fields marked with an * are required

Privacy Statement

Erasmus School of Economics handles your (registration) information confidentially. Your data will only be used for logistical purposes. More information can be found on www.eur.nl/en/ese/disclaimer/privacy-statement.

Call for Posters

One file only.
10 MB limit.
Allowed types: pdf.

Fields marked with an * are required

Privacy Statement

Erasmus School of Economics handles your (registration) information confidentially. Your data will only be used for logistical purposes. More information can be found on www.eur.nl/en/ese/disclaimer/privacy-statement.

Contact

  • dr. (Alberto) A Quaini

    dr. (Alberto) A Quaini
  • dr. (Erik) HJWG Kole

    Erik Kole is an assistant professor at the Econometric Institute of Erasmus University Rotterdam. His research interests include asset pricing, risk management…
    dr. (Erik) HJWG Kole

See also

The Competitive Pickup and Delivery Orienteering Problem for Balancing Car-Sharing Systems

Layla Martin (Eindhoven University of Technology)

Flexible Covariate Adjustments in Regression Discontinuity Designs

Claudia Noack (Oxford University)

Announcements and Markets: A Mixed Frequency Structural Estimation

Sydney C. Ludvigson (New York University)
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International Conference on Robust Statistics (ICORS 2023)

The aim of this conference is to bring together researchers and practitioners interested in robust statistics, data analysis and related areas.
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More information

Econometric Institute, phone: +31 (0)10 408 12 59/ 12 64, Email: eb-secr@ese.eur.nl

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