prof.dr. (Robin) RL Lumsdaine

Erasmus School of Economics

Full professor | Econometrics

Email: lumsdaine@ese.eur.nl
Room: ET-30
Location: Burg. Oudlaan 50, Rotterdam

Work

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]
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
Dick van Dijk, Robin Lumsdaine & Michel van der Wel (2016) - Market set-up in advance of Federal Reserve policy rate decisions - The Economic Journal, 126 (592), 618-653 - doi: 10.1111/ecoj.12372 - [link]
Robin Lumsdaine & A Golan (2016) - On the construction of prior information - An info-metrics approach
Robin Lumsdaine & SJC Vermeer (2015) - Retirement timing of women and the role of caring responsibilities for grandchildren - Demography, 52 (2), 433-454 - doi: 10.1007/s13524-015-0382-5
Dick van Dijk, Robin Lumsdaine & Michel van der Wel (2014) - Market set-up in advance of Federal Reserve policy decisions
Robin Lumsdaine & A Exterkate (2013) - How survey design affects self-assessed health responses in the survey of health - European Economic Review, 63, 299-307 - doi: 10.1016/j.euroecorev.2013.06.002

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American University - KOGOD School of Business

Start date approval: January 2017
End date approval: December 9999
Place: WASHINGTON

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Center of Financial Stability

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: senior fellow

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Journal of Financial Econometrics

Start date approval: January 2017
End date approval: December 9999
Place: OXFORD
Description: Associate Editor of the journal

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National Bureau of Economic Research

Start date approval: January 2017
End date approval: December 9999
Place: MASSACHUSETTS
Description: Research Associate

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Netspar

Start date approval: January 2017
End date approval: December 9999
Place: TILBURG
Description: Fellow

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New York University

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: Research Affiliate, Volatility Institute

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Society for Financial Econometrics (SoFIE)

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: Treasurer/Member of Governing Council

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University of Portsmouth

Start date approval: January 2017
End date approval: December 9999
Place: PORTSMOUTH
Description: unpaid Visiting Professor

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International Journal of Central Banking

Start date approval: March 2022
End date approval: February 2025
Place: WASHINGTON
Description: Co-Editor of the journal

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Advisory Scientific Committee, ESRB

Start date approval: May 2023
End date approval: April 2027
Place: FRANKFURT
Description: Committee Member

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Seminar in Forecasting

Year: 2023
Course Code: FEB23019

American University - KOGOD School of Business

Start date approval: January 2017
End date approval: December 9999
Place: WASHINGTON

View all activities

Center of Financial Stability

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: senior fellow

View all activities

Journal of Financial Econometrics

Start date approval: January 2017
End date approval: December 9999
Place: OXFORD
Description: Associate Editor of the journal

View all activities

National Bureau of Economic Research

Start date approval: January 2017
End date approval: December 9999
Place: MASSACHUSETTS
Description: Research Associate

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Netspar

Start date approval: January 2017
End date approval: December 9999
Place: TILBURG
Description: Fellow

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New York University

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: Research Affiliate, Volatility Institute

View all activities

Society for Financial Econometrics (SoFIE)

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: Treasurer/Member of Governing Council

View all activities

University of Portsmouth

Start date approval: January 2017
End date approval: December 9999
Place: PORTSMOUTH
Description: unpaid Visiting Professor

View all activities

International Journal of Central Banking

Start date approval: March 2022
End date approval: February 2025
Place: WASHINGTON
Description: Co-Editor of the journal

View all activities

Advisory Scientific Committee, ESRB

Start date approval: May 2023
End date approval: April 2027
Place: FRANKFURT
Description: Committee Member

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Seminar in Machine Learning

Year: 2023
Course Code: FEB23020

American University - KOGOD School of Business

Start date approval: January 2017
End date approval: December 9999
Place: WASHINGTON

View all activities

Center of Financial Stability

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: senior fellow

View all activities

Journal of Financial Econometrics

Start date approval: January 2017
End date approval: December 9999
Place: OXFORD
Description: Associate Editor of the journal

View all activities

National Bureau of Economic Research

Start date approval: January 2017
End date approval: December 9999
Place: MASSACHUSETTS
Description: Research Associate

View all activities

Netspar

Start date approval: January 2017
End date approval: December 9999
Place: TILBURG
Description: Fellow

View all activities

New York University

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: Research Affiliate, Volatility Institute

View all activities

Society for Financial Econometrics (SoFIE)

Start date approval: January 2017
End date approval: December 9999
Place: NEW YORK
Description: Treasurer/Member of Governing Council

View all activities

University of Portsmouth

Start date approval: January 2017
End date approval: December 9999
Place: PORTSMOUTH
Description: unpaid Visiting Professor

View all activities

International Journal of Central Banking

Start date approval: March 2022
End date approval: February 2025
Place: WASHINGTON
Description: Co-Editor of the journal

View all activities

Advisory Scientific Committee, ESRB

Start date approval: May 2023
End date approval: April 2027
Place: FRANKFURT
Description: Committee Member

View all activities

Myrthe van Dieijen
Reading between the lines: empirical studies on the relation between user-generated content and marketing
- Promotor
- 2014 - 2019

Erasmus School of Economics well represented at annual SoFiE Conference in Seoul

Researchers Lumsdaine, Tetereva and Freire have distinguished themselves during the annual conference of the Society for Financial Econometrics.

Thursday 22 Jun 2023
General

Can aid in ‘failed states’ actually help children attain a better future?

An opinion article by Robin Lumsdaine, Professor of Applied Econometrics at Erasmus School of Economics.

Sunday 7 Nov 2021
General

Research by Robin Lumsdaine on non-governmental primary schools in rural Guinea Bissau leads to impactful publication

The Journal of Public Economics has accepted a paper that is co-authored by applied econometrician, Professor Robin Lumsdaine of Erasmus School of Economics.

Friday 19 Feb 2021
General