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: januari 2017
End date approval: december 9999
Place: WASHINGTON

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Center of Financial Stability

Start date approval: januari 2017
End date approval: december 9999
Place: NEW YORK
Description: senior fellow

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Journal of Financial Econometrics

Start date approval: januari 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: januari 2017
End date approval: december 9999
Place: MASSACHUSETTS
Description: Research Associate

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Netspar

Start date approval: januari 2017
End date approval: december 9999
Place: TILBURG
Description: Fellow

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New York University

Start date approval: januari 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: januari 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: januari 2017
End date approval: december 9999
Place: PORTSMOUTH
Description: unpaid Visiting Professor

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International Journal of Central Banking

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

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Advisory Scientific Committee, ESRB

Start date approval: mei 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: januari 2017
End date approval: december 9999
Place: WASHINGTON

View all activities

Center of Financial Stability

Start date approval: januari 2017
End date approval: december 9999
Place: NEW YORK
Description: senior fellow

View all activities

Journal of Financial Econometrics

Start date approval: januari 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: januari 2017
End date approval: december 9999
Place: MASSACHUSETTS
Description: Research Associate

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Netspar

Start date approval: januari 2017
End date approval: december 9999
Place: TILBURG
Description: Fellow

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New York University

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

View all activities

University of Portsmouth

Start date approval: januari 2017
End date approval: december 9999
Place: PORTSMOUTH
Description: unpaid Visiting Professor

View all activities

International Journal of Central Banking

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

View all activities

Advisory Scientific Committee, ESRB

Start date approval: mei 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: januari 2017
End date approval: december 9999
Place: WASHINGTON

View all activities

Center of Financial Stability

Start date approval: januari 2017
End date approval: december 9999
Place: NEW YORK
Description: senior fellow

View all activities

Journal of Financial Econometrics

Start date approval: januari 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: januari 2017
End date approval: december 9999
Place: MASSACHUSETTS
Description: Research Associate

View all activities

Netspar

Start date approval: januari 2017
End date approval: december 9999
Place: TILBURG
Description: Fellow

View all activities

New York University

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

View all activities

University of Portsmouth

Start date approval: januari 2017
End date approval: december 9999
Place: PORTSMOUTH
Description: unpaid Visiting Professor

View all activities

International Journal of Central Banking

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

View all activities

Advisory Scientific Committee, ESRB

Start date approval: mei 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 goed vertegenwoordigd op jaarlijkse SoFiE-conferentie in Seoul

Onderzoekers Lumsdaine, Tetereva en Freire hebben zich onderscheiden tijdens de jaarlijkse conferentie van de Society for Financial Econometrics.

donderdag 22 jun 2023
Algemeen