More information
Work
- Christoph Bertsch, Isaiah Hull, Robin L. Lumsdaine & Xin Zhang (2025) - Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches - Journal of Econometrics, 249 - doi: 10.1016/j.jeconom.2025.105948 - [link]
- Eva F. Janssens & Robin L. Lumsdaine (2024) - Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages - Journal of Applied Econometrics, 39 (1), 22-40 - doi: 10.1002/jae.3004 - [link]
- Justyna Klejdysz & Robin L. Lumsdaine (2023) - Shifts in ECB Communication: A Textual Analysis of the Press Conferences - International Journal of Central Banking, 19 (2), 473-542 - doi: 10.2139/ssrn.4010282 - [link]
- Robin Lumsdaine, Ryo Okui & Wendun Wang (2023) - Estimation of panel group structure models with structural breaks in group memberships and coefficients - Journal of Econometrics, 233 (1), 45-65 - doi: 10.1016/j.jeconom.2022.01.001 - [link]
- Eva F. Janssens, Robin L. Lumsdaine & Sebastiaan H.L.C.G. Vermeulen (2022) - An Epidemiological Model of Economic Crisis Spread across Sectors in the United States - Journal of Money, Credit and Banking, 54 (4), 885-919 - doi: 10.1111/jmcb.12862 - [link]
- Ila Fazzio, Alex Eble, Robin L. Lumsdaine, Peter Boone, Baboucarr Bouy, Pei Tseng Jenny Hsieh, Chitra Jayanty, Simon Johnson & Ana Filipa Silva (2021) - Large learning gains in pockets of extreme poverty: Experimental evidence from Guinea Bissau - Journal of Public Economics, 199 - doi: 10.1016/j.jpubeco.2021.104385 - [link]
- Robin Lumsdaine, DN Rockmore, NJ Foti, G Leibon & JD Farmer (2020) - The Intrafirm Complexity of Systemically Important Financial Institutions - Journal of Financial Stability, 52 - doi: 10.1016/j.jfs.2020.100804 - [link]
- MD Flood, Robin Lumsdaine, DY Kenett & JK Simon (2020) - The Complexity of Bank Holding Company Resolution: A Topological Approach - Journal of Banking and Finance, 118 (September) - doi: 10.1016/j.jbankfin.2020.105789
- Robin Lumsdaine & Rogier Potter van Loon (2017) - Do Survey Probabilities Match Financial Market Beliefs? - Journal of Behavioral Finance, 19 (2), 209-220 - doi: 10.1080/15427560.2017.1376330 - [link]
- Robin Lumsdaine (2017) - Econometric Perceptions and Complexities
American University - KOGOD School of Business
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- WASHINGTON
Center of Financial Stability
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- NEW YORK
- Description
- senior fellow
Journal of Financial Econometrics
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- OXFORD
- Description
- Associate Editor of the journal
National Bureau of Economic Research
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- MASSACHUSETTS
- Description
- Research Associate
Netspar
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- TILBURG
- Description
- Fellow
New York University
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- NEW YORK
- Description
- Research Affiliate, Volatility Institute
Society for Financial Econometrics (SoFIE)
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- NEW YORK
- Description
- Treasurer/Member of Governing Council
University of Portsmouth
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- PORTSMOUTH
- Description
- unpaid Visiting Professor
Advisory Scientific Committee, ESRB
- Start date approval
- May 2023
- End date approval
- April 2027
- Place
- FRANKFURT
- Description
- Committee Member
